merge 2

.gitignore

@@ -69,3 +69,5 @@ tk.csv
 vn.strategy/strategydemo/backtestingStrategy02.py
 vn.strategy/strategydemo/strategy01.py
 vn.strategy/strategydemo/strategy02.py
+vn.trader/CTP_connect.json
+*.vt

vn.strategy/strategydemo/backtestingEngine.py

@@ -440,7 +440,7 @@ class BacktestingEngine(object):
         self.writeLog(u'开始回测,{0}'.format(str(t1 )))
 
         # 每次获取日期周期
-        intervalDays = 30
+        intervalDays = 20
 
         for i in range (0,(self.endDate - self.startDate).days +1, intervalDays):
             d1 = self.startDate + timedelta(days = i )
@@ -476,8 +476,6 @@ class BacktestingEngine(object):
         # 保存交易到数据库中
         self.saveTradeDataToMysql()
 
-
-
         t2 = datetime.now()
 
         self.writeLog(u'回测结束,{0},耗时:{1}秒'.format(str(t2),(t2-t1).seconds))

vn.strategy/strategydemo/demoBacktesting.py

@@ -8,7 +8,7 @@ import decimal
 def main():
     """回测程序主函数"""
     # symbol = 'IF1506'
-    symbol = 'a'
+    symbol = 'au'
 
     # 创建回测引擎
     be = BacktestingEngine()
@@ -23,14 +23,14 @@ def main():
     # be.loadMongoDataHistory(symbol, datetime(2015,5,1), datetime.today())
     # be.loadMongoDataHistory(symbol, datetime(2012,1,9), datetime(2012,1,14))
 
-    be.setDataHistory(symbol, datetime(2012,1,1), datetime(2012,12,31))
+    be.setDataHistory(symbol, datetime(2015,7,3), datetime(2015,7,30))
 
     # 创建策略对象
     setting = {}
     setting['fastAlpha'] = 0.2
-    setting['slowAlpha'] =  0.05
+    setting['slowAlpha'] = 0.05
     # setting['startDate'] = datetime(year=2015, month=5, day=20)
-    setting['startDate'] = datetime(year=2012, month=1, day=1)
+    setting['startDate'] = datetime(year=2015, month=7, day=3)
 
     se.createStrategy(u'EMA演示策略', symbol, SimpleEmaStrategy, setting)
 

vn.strategy/strategydemo/demoStrategy.py

@@ -337,17 +337,19 @@ class SimpleEmaStrategy(StrategyTemplate):
      #----------------------------------------------------------------------
     def saveData(self, id):
         """保存过程数据"""
+        pass
+
         # 保存K线
-        print u'{0}保存K线'.format(self.name)
-        self.engine.saveBarToMysql(id, self.lineBar)
+        # print u'{0}保存K线'.format(self.name)
+        # self.engine.saveBarToMysql(id, self.lineBar)
 
         # 保存快速EMA和慢速EMA
-        self.engine.saveEmaToMysql(id, self.lineEMA)
+        # self.engine.saveEmaToMysql(id, self.lineEMA)
     #----------------------------------------------------------------------
     def __dailyCloseMarket(self, o, t):
         """每日收市平仓"""
 
-        if not (t.hour == 14 and t.minute == 55):
+        if not ((t.hour == 14 and t.minute == 55) or (t.hour == 2 and t.minute == 25)):
             return
 
         if self.pos > 0:

vn.trader/CTP_connect.json

@@ -1,7 +1,7 @@
 {
-    "brokerID": "9999", 
-    "tdAddress": "tcp://180.168.146.187:10000", 
-    "password": "jiajia", 
-    "mdAddress": "tcp://180.168.146.187:10010", 
-    "userID": "033513"    
+    "brokerID": "8070",
+    "tdAddress": "tcp://180.168.214.246:41213",
+    "password": "154815",
+    "mdAddress": "tcp://180.168.214.246:41205",
+    "userID": "887733"
 }

vn.trader/uiBasicWidget.py

@@ -773,7 +773,7 @@ class TradingWidget(QtGui.QFrame):
             vtSymbol = '.'.join([symbol, exchange])
             contract = self.dataEngine.getContract(vtSymbol)
         else:
-
+            vtSymbol = symbol
             contract = self.dataEngine.getContract(symbol)
         
         if contract: