Merge pull request #1814 from vnpy/issue-fix

Issue fix

docs/gateway.md

@@ -72,7 +72,7 @@ def main():
 ## 接口分类
 
 | 接口     |                    类型                    |
-| ------ | :------: | 
+| -------- | :----------------------------------------: |
 | CTP      |                    期货                    |
 | FEMAS    |                    期货                    |
 | OES      |                  国内股票                  |
@@ -270,8 +270,11 @@ main_engine.add_gateway(IbGateway)
  
 
 #### 其他特点
+
 可交易品种几乎覆盖全球的股票、期权、期权；手续费相对较低。
 
+注意IB接口的合约代码较为特殊，请前往官网的产品查询板块查询，VN Trader中使用的是盈透证券对于每个合约在某一交易所的唯一标识符ConId来作为合约代码，而非Symbol或者LocalName。
+
  
 
 

tests/trader/run.py

@@ -17,8 +17,8 @@ from vnpy.trader.ui import MainWindow, create_qapp
 # from vnpy.gateway.onetoken import OnetokenGateway
 # from vnpy.gateway.okexf import OkexfGateway
 # from vnpy.gateway.xtp import XtpGateway
-# from vnpy.gateway.hbdm import HbdmGateway
-from vnpy.gateway.tap import TapGateway
+from vnpy.gateway.hbdm import HbdmGateway
+# from vnpy.gateway.tap import TapGateway
 
 # from vnpy.app.cta_strategy import CtaStrategyApp
 # from vnpy.app.csv_loader import CsvLoaderApp
@@ -49,8 +49,8 @@ def main():
     # main_engine.add_gateway(BitfinexGateway)
     # main_engine.add_gateway(OnetokenGateway)
     # main_engine.add_gateway(OkexfGateway)
-    # main_engine.add_gateway(HbdmGateway)
-    main_engine.add_gateway(TapGateway)
+    main_engine.add_gateway(HbdmGateway)
+    # main_engine.add_gateway(TapGateway)
 
     # main_engine.add_app(CtaStrategyApp)
     # main_engine.add_app(CtaBacktesterApp)

vnpy/app/cta_strategy/backtesting.py

@@ -214,6 +214,8 @@ class BacktestingEngine:
         if not self.end:
             self.end = datetime.now()
 
+        self.history_data.clear()       # Clear previously loaded history data
+
         # Load 30 days of data each time and allow for progress update
         progress_delta = timedelta(days=30)
         total_delta = self.end - self.start

vnpy/app/cta_strategy/engine.py

@@ -36,7 +36,7 @@ from vnpy.trader.constant import (
     Offset, 
     Status
 )
-from vnpy.trader.utility import load_json, save_json, extract_vt_symbol
+from vnpy.trader.utility import load_json, save_json, extract_vt_symbol, round_to
 from vnpy.trader.database import database_manager
 from vnpy.trader.rqdata import rqdata_client
 
@@ -465,6 +465,10 @@ class CtaEngine(BaseEngine):
             self.write_log(f"委托失败，找不到合约：{strategy.vt_symbol}", strategy)
             return ""
         
+        # Round order price and volume to nearest incremental value
+        price = round_to(price, contract.pricetick)
+        volume = round_to(volume, contract.min_volume)
+        
         if stop:
             if contract.stop_supported:
                 return self.send_server_stop_order(strategy, contract, direction, offset, price, volume, lock)

vnpy/gateway/hbdm/hbdm_gateway.py

@@ -958,6 +958,9 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
         """"""
         self.gateway.write_log("行情Websocket API连接成功")
 
+        for ws_symbol in self.ticks.keys():
+            self.subscribe_data(ws_symbol)
+        
     def subscribe(self, req: SubscribeRequest):
         """"""
         contract_type = symbol_type_map.get(req.symbol, "")
@@ -980,6 +983,10 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
         )
         self.ticks[ws_symbol] = tick            
 
+        self.subscribe_data(ws_symbol)
+    
+    def subscribe_data(self, ws_symbol: str):
+        """"""
         # Subscribe to market depth update
         self.req_id += 1
         req = {

vnpy/gateway/ib/ib_gateway.py

@@ -416,6 +416,9 @@ class IbApi(EWrapper):
             accountName,
         )
 
+        if not contract.exchange:
+            return
+
         ib_size = contract.multiplier
         if not ib_size:
             ib_size = 1

vnpy/trader/engine.py

@@ -299,7 +299,7 @@ class LogEngine(BaseEngine):
         file_path = log_path.joinpath(filename)
 
         file_handler = logging.FileHandler(
-            file_path, mode="w", encoding="utf8"
+            file_path, mode="a", encoding="utf8"
         )
         file_handler.setLevel(self.level)
         file_handler.setFormatter(self.formatter)