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[Del]移除OrderManagementDemoStrategy

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vn.py 2017-10-07 23:34:50 +08:00
parent f3af2d9de1
commit 7f18309430
2 changed files with 0 additions and 114 deletions
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2
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
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@ -1130,8 +1130,6 @@ class DailyResult(object):
self.totalPnl = self.tradingPnl + self.positionPnl
self.netPnl = self.totalPnl - self.commission - self.slippage
########################################################################
class OptimizationSetting(object):

112
vnpy/trader/app/ctaStrategy/strategy/strategyDoubleMa.py
View File

@ -154,115 +154,3 @@ class DoubleMaStrategy(CtaTemplate):
def onStopOrder(self, so):
"""停止单推送"""
pass
########################################################################################
class OrderManagementDemoStrategy(CtaTemplate):
"""基于tick级别细粒度撤单追单测试demo"""
className = 'OrderManagementDemoStrategy'
author = u'用Python的交易员'
# 策略参数
initDays = 10 # 初始化数据所用的天数
# 策略变量
bar = None
barMinute = EMPTY_STRING
# 参数列表，保存了参数的名称
paramList = ['name',
'className',
'author',
'vtSymbol']
# 变量列表，保存了变量的名称
varList = ['inited',
'trading',
'pos']
#----------------------------------------------------------------------
def __init__(self, ctaEngine, setting):
"""Constructor"""
super(OrderManagementDemoStrategy, self).__init__(ctaEngine, setting)
self.lastOrder = None
self.orderType = ''
#----------------------------------------------------------------------
def onInit(self):
"""初始化策略（必须由用户继承实现）"""
self.writeCtaLog(u'双EMA演示策略初始化')
initData = self.loadBar(self.initDays)
for bar in initData:
self.onBar(bar)
self.putEvent()
#----------------------------------------------------------------------
def onStart(self):
"""启动策略（必须由用户继承实现）"""
self.writeCtaLog(u'双EMA演示策略启动')
self.putEvent()
#----------------------------------------------------------------------
def onStop(self):
"""停止策略（必须由用户继承实现）"""
self.writeCtaLog(u'双EMA演示策略停止')
self.putEvent()
#----------------------------------------------------------------------
def onTick(self, tick):
"""收到行情TICK推送（必须由用户继承实现）"""
# 建立不成交买单测试单
if self.lastOrder == None:
self.buy(tick.lastprice - 10.0, 1)
# CTA委托类型映射
if self.lastOrder != None and self.lastOrder.direction == u'多' and self.lastOrder.offset == u'开仓':
self.orderType = u'买开'
elif self.lastOrder != None and self.lastOrder.direction == u'多' and self.lastOrder.offset == u'平仓':
self.orderType = u'买平'
elif self.lastOrder != None and self.lastOrder.direction == u'空' and self.lastOrder.offset == u'开仓':
self.orderType = u'卖开'
elif self.lastOrder != None and self.lastOrder.direction == u'空' and self.lastOrder.offset == u'平仓':
self.orderType = u'卖平'
# 不成交，即撤单，并追单
if self.lastOrder != None and self.lastOrder.status == u'未成交':
self.cancelOrder(self.lastOrder.vtOrderID)
self.lastOrder = None
elif self.lastOrder != None and self.lastOrder.status == u'已撤销':
# 追单并设置为不能成交
self.sendOrder(self.orderType, self.tick.lastprice - 10, 1)
self.lastOrder = None
#----------------------------------------------------------------------
def onBar(self, bar):
"""收到Bar推送（必须由用户继承实现）"""
pass
#----------------------------------------------------------------------
def onOrder(self, order):
"""收到委托变化推送（必须由用户继承实现）"""
# 对于无需做细粒度委托控制的策略，可以忽略onOrder
self.lastOrder = order
#----------------------------------------------------------------------
def onTrade(self, trade):
"""收到成交推送（必须由用户继承实现）"""
# 对于无需做细粒度委托控制的策略，可以忽略onOrder
pass
#----------------------------------------------------------------------
def onStopOrder(self, so):
"""停止单推送"""
pass