修复部分vn.strategy的bug
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.gitignore
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.gitignore
vendored
@ -28,4 +28,8 @@ Release/
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*.opensdf
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*.opensdf
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# 本地持久化文件
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# 本地持久化文件
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*.vn
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*.vn
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# word文档
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*.doc
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*.docx
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@ -234,14 +234,11 @@ class SimpleEmaStrategy(StrategyTemplate):
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self.short(self.currentTick.lowerLimit, 1)
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self.short(self.currentTick.lowerLimit, 1)
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# 记录日志
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# 记录日志
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log = self.name + u'当前时间:' + str(time) + \
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log = self.name + u',K线时间:' + str(time) + '\n' + \
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u',快速EMA:' + str(self.fastEMA) + u',慢速EMA:' + \
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u',快速EMA:' + str(self.fastEMA) + u',慢速EMA:' + \
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str(self.slowEMA)
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str(self.slowEMA)
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self.engine.writeLog(log)
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self.engine.writeLog(log)
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print 'onBar', o, h, l, c, time
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print 'fastEMA:', self.fastEMA, '|slowEMA:', self.slowEMA
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def strToTime(self, t, ms):
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def strToTime(self, t, ms):
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"""从字符串时间转化为time格式的时间"""
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"""从字符串时间转化为time格式的时间"""
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@ -278,7 +275,7 @@ def main():
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me.login(userid, password, brokerid, mdAddress, tdAddress)
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me.login(userid, password, brokerid, mdAddress, tdAddress)
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# 等待10秒钟(初始化合约数据等)
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# 等待10秒钟(初始化合约数据等)
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sleep(10)
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sleep(5)
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# 创建策略引擎对象
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# 创建策略引擎对象
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se = StrategyEngine(me.ee, me)
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se = StrategyEngine(me.ee, me)
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@ -360,10 +360,8 @@ class StrategyEngine(object):
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def __updateTrade(self, event):
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def __updateTrade(self, event):
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"""成交更新"""
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"""成交更新"""
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print 'updateTrade'
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data = event.dict_['data']
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data = event.dict_['data']
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orderRef = data['OrderRef']
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orderRef = data['OrderRef']
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print 'trade:', orderRef
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if orderRef in self.__dictOrderRefStrategy:
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if orderRef in self.__dictOrderRefStrategy:
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@ -405,8 +403,6 @@ class StrategyEngine(object):
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offset)
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offset)
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self.__dictOrderRefStrategy[ref] = strategy
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self.__dictOrderRefStrategy[ref] = strategy
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print 'ref:', ref
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print 'strategy:', strategy.name
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return ref
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return ref
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@ -585,7 +581,7 @@ class StrategyTemplate(object):
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return None
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return None
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def cover(self, price, volume, StopOrder=False):
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def cover(self, price, volume, stopOrder=False):
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"""买入平仓"""
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"""买入平仓"""
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if self.trading:
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if self.trading:
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if stopOrder:
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if stopOrder:
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