From 6c24d46d6a9e7b13eae4aa1c48a6f5da7ed23b9a Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 30 May 2019 12:30:22 +0800
Subject: [PATCH] [Add] function for get backtesting trade/order data

---
 vnpy/app/cta_backtester/engine.py    | 10 +++++++++-
 vnpy/app/cta_strategy/backtesting.py | 12 ++++++++++++
 2 files changed, 21 insertions(+), 1 deletion(-)

diff --git a/vnpy/app/cta_backtester/engine.py b/vnpy/app/cta_backtester/engine.py
index dec4492b..5281d0fc 100644
--- a/vnpy/app/cta_backtester/engine.py
+++ b/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()
diff --git a/vnpy/app/cta_strategy/backtesting.py b/vnpy/app/cta_strategy/backtesting.py
index 3431a409..852217db 100644
--- a/vnpy/app/cta_strategy/backtesting.py
+++ b/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:
     """"""