[Add]CTA策略模块新增保存除持仓外其他同步数据到数据库的功能

vnpy/trader/app/ctaStrategy/ctaBacktesting.py

@@ -564,6 +564,12 @@ class BacktestingEngine(object):
         for stopOrderID in self.workingStopOrderDict.keys():
             self.cancelStopOrder(stopOrderID)
 
+    #----------------------------------------------------------------------
+    def saveSyncData(self, strategy):
+        """保存同步数据（无效）"""
+        pass
+        
+
     #------------------------------------------------
     # 结果计算相关
     #------------------------------------------------      

vnpy/trader/app/ctaStrategy/ctaEngine.py

@@ -23,6 +23,7 @@ import os
 import traceback
 from collections import OrderedDict
 from datetime import datetime, timedelta
+from copy import copy
 
 from vnpy.event import Event
 from vnpy.trader.vtEvent import *
@@ -325,7 +326,7 @@ class CtaEngine(object):
             self.callStrategyFunc(strategy, strategy.onTrade, trade)
             
             # 保存策略持仓到数据库
-            self.savePosition(strategy)              
+            self.saveSyncData(strategy)              
     
     #----------------------------------------------------------------------
     def registerEvent(self):
@@ -520,7 +521,7 @@ class CtaEngine(object):
             for setting in l:
                 self.loadStrategy(setting)
                 
-        self.loadPosition()
+        self.loadSyncData()
     
     #----------------------------------------------------------------------
     def getStrategyVar(self, name):
@@ -577,31 +578,37 @@ class CtaEngine(object):
             self.writeCtaLog(content)
             
     #----------------------------------------------------------------------
-    def savePosition(self, strategy):
+    def saveSyncData(self, strategy):
         """保存策略的持仓情况到数据库"""
         flt = {'name': strategy.name,
                'vtSymbol': strategy.vtSymbol}
         
-        d = {'name': strategy.name,
-             'vtSymbol': strategy.vtSymbol,
-             'pos': strategy.pos}
+        d = copy(flt)
+        for key in strategy.syncList:
+            d[key] = strategy.__getattribute__(key)
         
         self.mainEngine.dbUpdate(POSITION_DB_NAME, strategy.className,
                                  d, flt, True)
         
-        content = '策略%s持仓保存成功，当前持仓%s' %(strategy.name, strategy.pos)
+        content = '策略%s同步数据保存成功，当前持仓%s' %(strategy.name, strategy.pos)
         self.writeCtaLog(content)
     
     #----------------------------------------------------------------------
-    def loadPosition(self):
+    def loadSyncData(self):
         """从数据库载入策略的持仓情况"""
         for strategy in self.strategyDict.values():
             flt = {'name': strategy.name,
                    'vtSymbol': strategy.vtSymbol}
-            posData = self.mainEngine.dbQuery(POSITION_DB_NAME, strategy.className, flt)
+            syncData = self.mainEngine.dbQuery(POSITION_DB_NAME, strategy.className, flt)
             
-            for d in posData:
-                strategy.pos = d['pos']
+            if not syncData:
+                continue
+            
+            d = syncData[0]
+            
+            for key in strategy.syncList:
+                if key in d:
+                    strategy.__setattr__(key, d[key])
                 
     #----------------------------------------------------------------------
     def roundToPriceTick(self, priceTick, price):

vnpy/trader/app/ctaStrategy/ctaTemplate.py

@@ -47,6 +47,9 @@ class CtaTemplate(object):
                'trading',
                'pos']
     
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos']
+
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):
         """Constructor"""
@@ -186,6 +189,11 @@ class CtaTemplate(object):
         """查询当前运行的环境"""
         return self.ctaEngine.engineType
     
+    #----------------------------------------------------------------------
+    def saveSyncData(self):
+        """保存同步数据到数据库"""
+        self.ctaEngine.saveSyncData(self)
+    
 
 ########################################################################
 class TargetPosTemplate(CtaTemplate):