From 7d91bcb158bda7cad2508a7ce57a1b5c78933215 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Thu, 28 Dec 2017 08:42:37 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8Dload=EF=BC=88=EF=BC=89?=
 =?UTF-8?q?=E4=B8=ADtype=3DFalse=E7=9A=84bug?=
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---
 vnpy/trader/app/ctaStrategy/ctaGridTrade.py | 35 +++++++++++++++++----
 1 file changed, 29 insertions(+), 6 deletions(-)

diff --git a/vnpy/trader/app/ctaStrategy/ctaGridTrade.py b/vnpy/trader/app/ctaStrategy/ctaGridTrade.py
index dfaf2264..f07fbe39 100644
--- a/vnpy/trader/app/ctaStrategy/ctaGridTrade.py
+++ b/vnpy/trader/app/ctaStrategy/ctaGridTrade.py
@@ -19,7 +19,7 @@ ChangeLog:
     170504，增加锁单网格
     170707，增加重用选项
     170719, 增加网格类型
-    171208，增加openPrices/snapshot
+    171208，增加openPrices/snapshot    
 """
 
 # 网格类型
@@ -435,6 +435,7 @@ class CtaGridTrade(object):
 
     def getLastOpenedGrid(self, direction,type = EMPTY_STRING,orderby_asc=True):
         """获取最后一个开仓的网格"""
+        # highest_short_price_grid = getLastOpenedGrid(DIRECTION_SHORT
         if direction == DIRECTION_SHORT:
 
             opened_short_grids = self.getGrids(direction=direction, opened=True,type=type)
@@ -780,14 +781,19 @@ class CtaGridTrade(object):
                     pass
 
     def save(self, direction):
-        """保存网格至本地Json文件"""
+        """
+        保存网格至本地Json文件"
+        2017/11/23 update: 保存时，空的列表也保存
+        :param direction: 
+        :return: 
+        """""
 
         # 更新开仓均价
         self.recount_avg_open_price()
         path = os.path.abspath(os.path.dirname(__file__))
 
         # 保存上网格列表
-        if len(self.upGrids) > 0 and direction == DIRECTION_SHORT:
+        if direction == DIRECTION_SHORT:
             jsonFileName = os.path.join(path, u'data', u'{0}_upGrids.json'.format(self.jsonName))
 
             l = []
@@ -801,7 +807,7 @@ class CtaGridTrade(object):
             #self.writeCtaLog(u'上网格保存文件{0}完成'.format(jsonFileName))
 
         # 保存上网格列表
-        if len(self.dnGrids) > 0 and direction == DIRECTION_LONG:
+        if direction == DIRECTION_LONG:
             jsonFileName = os.path.join(path, u'data', u'{0}_dnGrids.json'.format(self.jsonName))
 
             l = []
@@ -814,8 +820,13 @@ class CtaGridTrade(object):
 
             #self.writeCtaLog(u'下网格保存文件{0}完成'.format(jsonFileName))
 
-    def load(self, direction):
-        """加载本地Json至网格"""
+    def load(self, direction, openStatusFilter=[]):
+        """
+        加载本地Json至网格
+        :param direction: DIRECTION_SHORT,做空网格；DIRECTION_LONG，做多网格
+        :param openStatusFilter: 缺省，不做过滤；True，只提取已开仓的数据，False，只提取未开仓的数据
+        :return: 
+        """
 
         path = os.path.abspath(os.path.dirname(__file__))
 
@@ -872,6 +883,13 @@ class CtaGridTrade(object):
                 except KeyError:
                     grid.lockGrids = []
 
+                try:
+                    grid.type = i['type']
+                    if grid.type == False:
+                        grid.type = EMPTY_STRING
+                except KeyError:
+                    grid.type = EMPTY_STRING
+
                 try:
                     grid.reuse = i['reuse']
                 except KeyError:
@@ -889,6 +907,11 @@ class CtaGridTrade(object):
 
                 self.writeCtaLog(grid.toStr())
 
+                # 增加对开仓状态的过滤，满足某些策略只提取已开仓的网格数据
+                if len(openStatusFilter) > 0:
+                    if grid.openStatus not in openStatusFilter:
+                        continue
+
                 grids.append(grid)
 
         else: