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[Fix] strategy_module_name may be not defined

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This commit is contained in:
vn.py 2019-09-21 11:33:52 +08:00
parent 846ea95093
commit 5bb4a7135f
1 changed files with 4 additions and 2 deletions
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6
vnpy/app/cta_backtester/engine.py
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@ -91,14 +91,16 @@ class BacktesterEngine(BaseEngine):
""" """
for dirpath, dirnames, filenames in os.walk(path): for dirpath, dirnames, filenames in os.walk(path):
for filename in filenames: for filename in filenames:
# Load python source code file
if filename.endswith(".py"): if filename.endswith(".py"):
strategy_module_name = ".".join( strategy_module_name = ".".join(
[module_name, filename.replace(".py", "")]) [module_name, filename.replace(".py", "")])
self.load_strategy_class_from_module(strategy_module_name)
# Load compiled pyd binary file
elif filename.endswith(".pyd"): elif filename.endswith(".pyd"):
strategy_module_name = ".".join( strategy_module_name = ".".join(
[module_name, filename.split(".")[0]]) [module_name, filename.split(".")[0]])
self.load_strategy_class_from_module(strategy_module_name)
self.load_strategy_class_from_module(strategy_module_name)
def load_strategy_class_from_module(self, module_name: str): def load_strategy_class_from_module(self, module_name: str):
""" """