From 70e5d85b4157596a7a5af1fa868745dfc2f5a216 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Tue, 19 Feb 2019 00:15:57 +0800
Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0?=
MIME-Version: 1.0
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---
 vnpy/trader/app/ctaStrategy/ctaEngine.py      | 42 +++++++++++++++++--
 vnpy/trader/app/ctaStrategy/ctaHistoryData.py |  4 +-
 vnpy/trader/app/ctaStrategy/ctaLineBar.py     |  5 ++-
 3 files changed, 45 insertions(+), 6 deletions(-)

diff --git a/vnpy/trader/app/ctaStrategy/ctaEngine.py b/vnpy/trader/app/ctaStrategy/ctaEngine.py
index 658ea55a..0dee7597 100644
--- a/vnpy/trader/app/ctaStrategy/ctaEngine.py
+++ b/vnpy/trader/app/ctaStrategy/ctaEngine.py
@@ -30,6 +30,7 @@ import re
 import csv
 import copy
 import decimal
+from copy import copy
 
 from vnpy.trader.vtEvent import *
 from vnpy.trader.vtConstant import *
@@ -567,7 +568,10 @@ class CtaEngine(object):
             # 推送到策略onTrade事件
             self.callStrategyFunc(strategy, strategy.onTrade, trade)
 
-        # 更新持仓缓存数据
+            # 保存策略持仓到数据库
+            self.saveSyncData(strategy)
+
+            # 更新持仓缓存数据
         if trade.vtSymbol in self.tickStrategyDict:
             posBuffer = self.posBufferDict.get(trade.vtSymbol, None)
             if not posBuffer:
@@ -1111,6 +1115,7 @@ class CtaEngine(object):
                 self.callStrategyFunc(strategy, strategy.onInit, force)
                 # strategy.onInit(force=force)
                 # strategy.inited = True
+                self.loadSyncData(strategy)         # 初始化完成后加载同步数据
             else:
                 self.writeCtaLog(u'请勿重复初始化策略实例：%s' % name)
             return True
@@ -1902,11 +1907,10 @@ class CtaEngine(object):
                     except Exception as ex:
                         self.writeCtaCritical(u'加载策略配置{}:异常{}，{}'.format(setting, str(ex), traceback.format_exc()))
                         traceback.print_exc()
-            self.loadPosition()
+
         except Exception as ex:
             self.writeCtaCritical(u'加载策略配置异常:{},{}'.format(str(ex),traceback.format_exc()))
 
-
     # ----------------------------------------------------------------------
     # 策略运行监控相关
     def getStrategyVar(self, name):
@@ -2105,6 +2109,38 @@ class CtaEngine(object):
         except:
             self.writeCtaLog(u'loadPosition Exception from Mongodb')
 
+    # ----------------------------------------------------------------------
+    def saveSyncData(self, strategy):
+        """保存策略的持仓情况到数据库"""
+        flt = {'name': strategy.name,
+               'vtSymbol': strategy.vtSymbol}
+
+        d = copy(flt)
+        for key in strategy.syncList:
+            d[key] = strategy.__getattribute__(key)
+
+        self.mainEngine.dbUpdate(POSITION_DB_NAME, strategy.className,
+                                 d, flt, True)
+
+        content = u'策略%s同步数据保存成功，当前持仓%s' % (strategy.name, strategy.pos)
+        self.writeCtaLog(content)
+
+    # ----------------------------------------------------------------------
+    def loadSyncData(self, strategy):
+        """从数据库载入策略的持仓情况"""
+        flt = {'name': strategy.name,
+               'vtSymbol': strategy.vtSymbol}
+        syncData = self.mainEngine.dbQuery(POSITION_DB_NAME, strategy.className, flt)
+
+        if not syncData:
+            return
+
+        d = syncData[0]
+
+        for key in strategy.syncList:
+            if key in d:
+                strategy.__setattr__(key, d[key])
+
     # ----------------------------------------------------------------------
     # 公共方法相关
     def roundToPriceTick(self, priceTick, price):
diff --git a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
index e1402a35..f19e4aaf 100644
--- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
+++ b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
@@ -40,7 +40,7 @@ class HistoryDataEngine(object):
     #----------------------------------------------------------------------
     def __init__(self):
         """Constructor"""
-        host, port = loadMongoSetting()
+        host, port,_ = loadMongoSetting()
         
         self.dbClient = pymongo.MongoClient(host, port)
         self.datayesClient = DatayesClient()
@@ -329,7 +329,7 @@ def loadMcCsv(fileName, dbName, symbol):
     print( u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
     
     # 锁定集合，并创建索引
-    host, port = loadMongoSetting()
+    host, port,_ = loadMongoSetting()
     
     client = pymongo.MongoClient(host, port)    
     collection = client[dbName][symbol]
diff --git a/vnpy/trader/app/ctaStrategy/ctaLineBar.py b/vnpy/trader/app/ctaStrategy/ctaLineBar.py
index 00c0985a..45b50d00 100644
--- a/vnpy/trader/app/ctaStrategy/ctaLineBar.py
+++ b/vnpy/trader/app/ctaStrategy/ctaLineBar.py
@@ -3539,8 +3539,11 @@ class CtaLineBar(object):
         :param:direction，多：检查是否有顶背离，空，检查是否有底背离
         :return:
         """
-        if len(self.lineSkTop) < 2 or len(self.lineSkButtom) < 2 or self._rt_SK is None or self._rt_SD is None:
+        if len(self.lineSkTop) < 2 or len(self.lineSkButtom) < 2 :
             return False
+        if runtime:
+            if self._rt_SK is None or self._rt_SD is None:
+                return False
 
         t1 = self.lineSkTop[-1]
         t2 = self.get_2nd_item(self.lineSkTop[:-1])