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修复getStrategyVar 和getStrategyParam的bug：若多个策略的参数和观测值变量不同，加载策略时会出差。

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This commit is contained in:
msincenselee 2016-10-26 18:26:03 +08:00
parent bbb7ab462f
commit 633135b9da
1 changed files with 34 additions and 8 deletions
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42
vn.trader/ctaAlgo/ctaEngine.py
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@ -319,13 +319,19 @@ class CtaEngine(object):
# 修正，交易日期不一定是OpenDate
dt = datetime.now()
if (ctaTick.datetime - dt).seconds > 10:
if ctaTick.datetime > dt and (ctaTick.datetime - dt).seconds > 100:
today = dt.strftime('%Y%m%d')
if today != tick.date:
ctaTick.datetime = dt
self.writeCtaLog(u'fix tick{0},{1}'.format(ctaTick.datetime.strftime(' %Y%m%d %H:%M:%S.%f'), dt.strftime('%Y%m%d %H:%M:%S.%f')))
if today != ctaTick.date:
# 当前日期不等于交易日,ctaTick.date修正为当日，保留ctaTick.tradingDay
ctaTick.date = today
# 重新计算时间
ctaTick.datetime = datetime.strptime(' '.join([ctaTick.date, ctaTick.time]), '%Y%m%d %H:%M:%S.%f')
else:
ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
# 修正出现偏差的时间
ctaTick.datetime = dt
self.writeCtaLog(u'fix 修正出现偏差的时间')
# 逐个推送到策略实例中
l = self.tickStrategyDict[tick.vtSymbol]
for strategy in l:
@ -610,7 +616,8 @@ class CtaEngine(object):
varDict = OrderedDict()
for key in strategy.varList:
varDict[key] = strategy.__getattribute__(key)
if hasattr(strategy,key):
varDict[key] = strategy.__getattribute__(key)
return varDict
else:
@ -625,8 +632,9 @@ class CtaEngine(object):
strategy = self.strategyDict[name]
paramDict = OrderedDict()
for key in strategy.paramList:
paramDict[key] = strategy.__getattribute__(key)
for key in strategy.paramList:
if hasattr(strategy, key):
paramDict[key] = strategy.__getattribute__(key)
return paramDict
else:
@ -647,6 +655,24 @@ class CtaEngine(object):
"""
return self.mainEngine.getAccountInfo()
# ---------------------------------------------------------------------
def saveStrategyData(self):
"""保存策略的数据"""
# 1.判断策略名称是否存在字典中
for key in self.strategyDict.keys():
# 2.提取策略
strategy = self.strategyDict[key]
if strategy is None:
continue
# 3.判断策略是否运行
if strategy.inited and strategy.trading:
# 5.保存策略数据
strategy.saveBar()
########################################################################