[Add] function for get backtesting trade/order data

vnpy/app/cta_backtester/engine.py

@@ -339,7 +339,7 @@ class BacktesterEngine(BaseEngine):
         self.write_log(f"{vt_symbol}-{interval}开始下载历史数据")
 
         symbol, exchange = extract_vt_symbol(vt_symbol)
-        
+
         req = HistoryRequest(
             symbol=symbol,
             exchange=exchange,
@@ -390,3 +390,11 @@ class BacktesterEngine(BaseEngine):
         self.thread.start()
 
         return True
+
+    def get_all_trades(self):
+        """"""
+        return self.backtesting_engine.get_all_trades()
+
+    def get_all_orders(self):
+        """"""
+        return self.backtesting_engine.get_all_orders()

vnpy/app/cta_strategy/backtesting.py

@@ -1019,6 +1019,18 @@ class BacktestingEngine:
         """
         print(f"{datetime.now()}\t{msg}")
 
+    def get_all_trades(self):
+        """
+        Return all trade data of current backtesting result.
+        """
+        return self.trades.values()
+
+    def get_all_orders(self):
+        """
+        Return all limit order data of current backtesting result.
+        """
+        return self.limit_orders.values()
+
 
 class DailyResult:
     """"""