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[bug fix] 修复多个实例klines影响

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This commit is contained in:
msincenselee 2020-03-02 18:05:08 +08:00
parent ea764f6e2a
commit 2f3f65c694
1 changed files with 16 additions and 14 deletions
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30
vnpy/app/cta_strategy_pro/template.py
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@ -566,14 +566,7 @@ class CtaProTemplate(CtaTemplate):
symbol_size = 10 # 商品得合约乘数
margin_rate = 0.1 # 商品的保证金
cur_datetime = None # 当前Tick时间
cur_mi_tick = None # 最新的主力合约tick( vt_symbol)
cur_99_tick = None # 最新得指数合约tick( idx_symbol)
cur_mi_price = None # 当前价（主力合约 vt_symbol)
cur_99_price = None # 当前价（tick时，根据tick更新，onBar回测时，根据bar.close更新)
last_minute = None # 最后的分钟,用于on_tick内每分钟处理的逻辑
# 委托类型
order_type = OrderType.LIMIT
cancel_seconds = 120 # 撤单时间(秒)
@ -582,12 +575,7 @@ class CtaProTemplate(CtaTemplate):
max_invest_margin = 0 # 资金上限 0，不限制
max_invest_pos = 0 # 单向头寸数量上限 0，不限制
position = None # 仓位组件
policy = None # 事务执行组件
gt = None # 网格交易组件
klines = {} # K线字典: kline_name: kline
# 是否回测状态
backtesting = False
# 逻辑过程日志
@ -597,6 +585,20 @@ class CtaProTemplate(CtaTemplate):
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
self.position = None # 仓位组件
self.policy = None # 事务执行组件
self.gt = None # 网格交易组件
self.klines = {} # K线组件字典: kline_name: kline
self.cur_datetime = None # 当前Tick时间
self.cur_mi_tick = None # 最新的主力合约tick( vt_symbol)
self.cur_99_tick = None # 最新得指数合约tick( idx_symbol)
self.cur_mi_price = None # 当前价（主力合约 vt_symbol)
self.cur_99_price = None # 当前价（tick时，根据tick更新，onBar回测时，根据bar.close更新)
self.last_minute = None # 最后的分钟,用于on_tick内每分钟处理的逻辑
super(CtaProTemplate, self).__init__(
cta_engine, strategy_name, vt_symbol, setting
)