[bug fix]

prod/jobs/refill_tdx_future_bars.py

@@ -33,7 +33,7 @@ for underlying_symbol in api_01.future_contracts.keys():
     index_symbol = underlying_symbol + '99'
     print(f'开始更新:{index_symbol}')
     # csv数据文件名
-    bar_file_path = os.path.abspath(os.path.join(bar_data_folder, f'{underlying_symbol}99_{start_date}_1m.csv'))
+    bar_file_path = os.path.abspath(os.path.join(bar_data_folder, 'tdx', f'{underlying_symbol}99_{start_date}_1m.csv'))
 
     # 如果文件存在，
     if os.path.exists(bar_file_path):

vnpy/app/cta_crypto/back_testing.py

@@ -545,8 +545,8 @@ class BackTestingEngine(object):
 
         for symbol, symbol_data in data_dict.items():
             self.write_log(u'配置{}数据:{}'.format(symbol, symbol_data))
-            self.set_price_tick(symbol, symbol_data.get('price_tick', 1))
+            self.set_price_tick(symbol, symbol_data.get('price_tick', 0.01))
-            self.set_volume_tick(symbol, symbol_data.get('min_volume', 1))
+            self.set_volume_tick(symbol, symbol_data.get('min_volume', 0.01))
             self.set_slippage(symbol, symbol_data.get('slippage', 0))
             self.set_size(symbol, symbol_data.get('symbol_size', 10))
             margin_rate = symbol_data.get('margin_rate', 0.1)
@@ -561,7 +561,7 @@ class BackTestingEngine(object):
                 product=Product(symbol_data.get('product', "期货")),
                 size=symbol_data.get('symbol_size', 10),
                 price_tick=symbol_data.get('price_tick', 0.01),
-                volume_tick=symbol_data.get('min_volume', 0.1),
+                volume_tick=symbol_data.get('min_volume', 0.01),
                 margin_rate=margin_rate
             )
 
@@ -827,7 +827,7 @@ class BackTestingEngine(object):
             direction=direction,
             offset=offset,
             type=order_type,
-            price=round_to(value=price, target=self.get_price_tick(symbol)),
+            price=round_to(value=price, target=self.get_price_tick(vt_symbol)),
             volume=volume,
             status=Status.NOTTRADED,
             time=str(self.last_dt)

vnpy/app/cta_crypto/template.py

@@ -194,7 +194,7 @@ class CtaTemplate(ABC):
         """
         Send buy order to open a long position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_upper_limit(vt_symbol):
                 self.write_error(u'涨停价不做FAK/FOK委托')
                 return []
@@ -214,7 +214,7 @@ class CtaTemplate(ABC):
         """
         Send sell order to close a long position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_lower_limit(vt_symbol):
                 self.write_error(u'跌停价不做FAK/FOK sell委托')
                 return []
@@ -234,7 +234,7 @@ class CtaTemplate(ABC):
         """
         Send short order to open as short position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_lower_limit(vt_symbol):
                 self.write_error(u'跌停价不做FAK/FOK short委托')
                 return []
@@ -254,7 +254,7 @@ class CtaTemplate(ABC):
         """
         Send cover order to close a short position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_upper_limit(vt_symbol):
                 self.write_error(u'涨停价不做FAK/FOK cover委托')
                 return []

vnpy/app/cta_strategy_pro/template.py

@@ -193,7 +193,7 @@ class CtaTemplate(ABC):
         """
         Send buy order to open a long position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_upper_limit(vt_symbol):
                 self.write_error(u'涨停价不做FAK/FOK委托')
                 return []
@@ -214,7 +214,7 @@ class CtaTemplate(ABC):
         """
         Send sell order to close a long position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_lower_limit(vt_symbol):
                 self.write_error(u'跌停价不做FAK/FOK sell委托')
                 return []
@@ -235,7 +235,7 @@ class CtaTemplate(ABC):
         """
         Send short order to open as short position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_lower_limit(vt_symbol):
                 self.write_error(u'跌停价不做FAK/FOK short委托')
                 return []
@@ -256,7 +256,7 @@ class CtaTemplate(ABC):
         """
         Send cover order to close a short position.
         """
-        if OrderType in [OrderType.FAK, OrderType.FOK]:
+        if order_type in [OrderType.FAK, OrderType.FOK]:
             if self.is_upper_limit(vt_symbol):
                 self.write_error(u'涨停价不做FAK/FOK cover委托')
                 return []

vnpy/component/cta_line_bar.py

@@ -759,6 +759,10 @@ class CtaLineBar(object):
 
     def on_bar(self, bar: BarData):
         """OnBar事件"""
+        if not bar.interval:
+            bar.interval = self.interval
+            bar.interval_num = self.bar_interval
+
         # 计算相关数据
         bar_mid3 = round((bar.close_price + bar.high_price + bar.low_price) / 3, self.round_n)
         bar_mid4 = round((2 * bar.close_price + bar.high_price + bar.low_price) / 4, self.round_n)
@@ -816,7 +820,7 @@ class CtaLineBar(object):
 
         # 回调上层调用者
         if self.cb_on_bar:
-            self.cb_on_bar(bar)
+            self.cb_on_bar(bar=bar)
 
     def check_rt_funcs(self, func):
         """
@@ -3621,6 +3625,24 @@ class CtaLineBar(object):
 
         return False
 
+    @property
+    def rt_skd_dead_cross(self):
+        """是否实时SKD死叉"""
+        ret = self.is_skd_high_dead_cross(runtime=True, high_skd=15) and \
+                                      self.cur_skd_count > 0 and \
+                                      self.rt_skd_cross_price > 0 and \
+                                      self.cur_price <= self.rt_skd_cross_price
+        return ret
+
+    @property
+    def rt_skd_golden_cross(self):
+        """是否实时SKD金叉"""
+        ret = self.is_skd_low_golden_cross(runtime=True, low_skd=85) and \
+                      self.cur_skd_count < 0 and \
+                      self.rt_skd_cross_price > 0 and \
+                      self.cur_price >= self.rt_skd_cross_price
+        return ret
+
     def is_skd_high_dead_cross(self, runtime=False, high_skd=None):
         """
         检查是否高位死叉

vnpy/trader/ui/mainwindow.py

@@ -118,6 +118,9 @@ class MainWindow(QtWidgets.QMainWindow):
         all_apps = self.main_engine.get_all_apps()
         for app in all_apps:
             try:
+                if getattr(app, 'widget_name') is None:
+                    continue
+
                 ui_module = import_module(app.app_module + ".ui")
                 widget_class = getattr(ui_module, app.widget_name)