[bug fix]

vnpy/api/rest/rest_client.py

@@ -524,8 +524,10 @@ class RestClient(object):
             client=self,
         )
         request = self.sign(request)
-
-        url = self.make_full_url(request.path)
+        if request.path.startswith('http'):
+            url = request.path
+        else:
+            url = self.make_full_url(request.path)
 
         response = requests.request(
             request.method,

vnpy/app/cta_stock/template.py

@@ -1101,21 +1101,23 @@ class CtaStockTemplate(CtaTemplate):
             acc_symbol_pos = self.cta_engine.get_position(
                 vt_symbol=ordering_grid.vt_symbol,
                 direction=Direction.NET)
-            if acc_symbol_pos is None:
-                self.write_error(f'{self.strategy_name}当前{ordering_grid.vt_symbol}持仓查询不到, 无法执行卖出')
-                continue
 
             vt_symbol = ordering_grid.vt_symbol
+            cn_name = self.cta_engine.get_name(ordering_grid.vt_symbol)
             sell_volume = ordering_grid.volume - ordering_grid.traded_volume
 
+            if acc_symbol_pos is None:
+                self.write_error(f'{self.strategy_name}当前{vt_symbol}[{cn_name}]持仓查询不到, 无法执行卖出[{sell_volume}]')
+                continue
+
             if sell_volume > acc_symbol_pos.volume:
                 if not force:
-                    self.write_error(u'账号{}持仓{},不满足减仓目标:{}'
-                                       .format(vt_symbol, acc_symbol_pos.volume, sell_volume))
+                    self.write_error(u'账号{}[{}]持仓{},不满足减仓目标:{}'
+                                       .format(vt_symbol,cn_name, acc_symbol_pos.volume, sell_volume))
                     continue
                 else:
-                    self.write_log(u'账号{}持仓{},不满足减仓目标:{}, 修正卖出数量:{}=>{}'
-                                   .format(vt_symbol, acc_symbol_pos.volume, sell_volume, sell_volume,
+                    self.write_log(u'账号{}[{}]持仓{},不满足减仓目标:{}, 修正卖出数量:{}=>{}'
+                                   .format(vt_symbol,cn_name, acc_symbol_pos.volume, sell_volume, sell_volume,
                                            acc_symbol_pos.volume))
                     sell_volume = acc_symbol_pos.volume
 

vnpy/component/cta_line_bar.py

@@ -6965,7 +6965,7 @@ class CtaMinuteBar(CtaLineBar):
 
         # 更新最后价格
         self.cur_price = bar.close_price
-        self.cur_datetime = bar.datetime
+        self.cur_datetime = bar.datetime + timedelta(minutes=bar_freq)
 
         bar_len = len(self.line_bar)
 

vnpy/gateway/xtp/xtp_gateway.py

@@ -70,7 +70,8 @@ POSITION_DIRECTION_XTP2VT = {
 # 委托单类型
 ORDERTYPE_XTP2VT: Dict[int, OrderType] = {
     1: OrderType.LIMIT,
-    2: OrderType.MARKET
+    2: OrderType.MARKET,
+    4: OrderType.MARKET
 }
 ORDERTYPE_VT2XTP: Dict[OrderType, int] = {v: k for k, v in ORDERTYPE_XTP2VT.items()}
 
@@ -550,7 +551,7 @@ class XtpTdApi(TdApi):
             exchange=MARKET_XTP2VT[data["market"]],
             orderid=str(data["order_xtp_id"]),
             sys_orderid=str(data["order_xtp_id"]),
-            type=ORDERTYPE_XTP2VT[data["price_type"]],
+            type=ORDERTYPE_XTP2VT.get(data["price_type"], OrderType.LIMIT),
             direction=direction,
             offset=offset,
             price=data["price"],

vnpy/trader/object.py

@@ -333,7 +333,7 @@ class ContractData(BaseData):
     net_position: bool = False  # whether gateway uses net position volume
     history_data: bool = False  # whether gateway provides bar history data
 
-    option_strike: float = 0
+    option_strike: float = 0  # 行权价
     option_underlying: str = ""  # vt_symbol of underlying contract
     option_type: OptionType = None
     option_expiry: datetime = None

vnpy/trader/ui/kline/kline.py

@@ -1536,6 +1536,9 @@ class GridKline(QtWidgets.QWidget):
     # 配置项3：sub_indicators， 副图指标
     #       指标变量必须在data_file文件中存在字段
 
+    # 配置项目: trade_symbol_filters,交易记录过滤，缺省[]时不执行过滤
+    # 根据交易记录中得symbol字段内容进行过滤，满足过滤条件得交易记录才使用。
+
     # 配置项4：trade_list_file，开平仓交易记录
     #       每条记录包含开仓，平仓，收益信息
     #       回测时，每个策略实例，都产生trade_list.csv文件
@@ -1690,6 +1693,8 @@ class GridKline(QtWidgets.QWidget):
                                 main_indicators=kline_setting.get('main_indicators', []),
                                 sub_indicators=kline_setting.get('sub_indicators', [])
                                 )
+                # 交易记录过滤
+                trade_symbol_filters = kline_setting.get('trade_symbol_filters', [])
 
                 # 加载开、平仓的交易信号（一般是回测系统产生的）
                 trade_list_file = kline_setting.get('trade_list_file', None)
@@ -1697,6 +1702,11 @@ class GridKline(QtWidgets.QWidget):
                     print(f'loading {trade_list_file}')
                     t1 = datetime.now()
                     df_trade_list = pd.read_csv(trade_list_file)
+
+                    # 如果需要过滤记录，过滤vt_symbol这个字段
+                    if len(trade_symbol_filters) > 0 and 'vt_symbol' in df_trade_list.columns:
+                        df_trade_list = df_trade_list[df_trade_list.vt_symbol.str.contains("|".join(trade_symbol_filters)).any(level=0)]
+
                     self.kline_dict[kline_name].add_signals(df_trade_list)
                     t2 = datetime.now()
                     s = (t2-t1).microseconds
@@ -1708,6 +1718,10 @@ class GridKline(QtWidgets.QWidget):
                     print(f'loading {trade_file}')
                     t1 = datetime.now()
                     df_trade = pd.read_csv(trade_file)
+                    # 如果需要过滤记录，过滤vt_symbol这个字段
+                    if len(trade_symbol_filters)> 0 and 'vt_symbol' in df_trade.columns:
+                        df_trade = df_trade[df_trade.vt_symbol.str.contains("|".join(trade_symbol_filters)).any(level=0)]
+
                     t2 = datetime.now()
                     s = (t2 - t1).microseconds
                     print(f'finished load in {s} ms')

vnpy/trader/ui/kline/ui_snapshot.py

@@ -31,7 +31,9 @@ class UiSnapshot(object):
              dist_file: str = "",
              dist_include_list=[],
              use_grid=True,
-             export_file=""):
+             export_file="",
+             kline_filters=[],
+             symbol_filters=[]):
         """
         显示切片
         :param snapshot_file: 切片文件路径（通过这个方法，可读取历史切片）
@@ -40,6 +42,9 @@ class UiSnapshot(object):
         :param dist_file: 格式化策略逻辑日志文件
         :param dist_include_list: 逻辑日志中，operation字段内需要过滤显示的内容
         :param use_grid: 使用同一窗口
+        :param export_file: 界面生成图片得文件
+        :param kline_filters: 缺省为空，即全部K线，如果约定只显示得K线，则在里面放入过滤条件，满足过滤条件得即可通过
+        :param symbol_filters: 交易记录数据过滤，缺省为空不过滤。根据交易记录里面得symbol进行过滤。一般用于单策略，多合约交易时过滤交易记录
         :return:
         """
         if d is None:
@@ -60,6 +65,12 @@ class UiSnapshot(object):
 
         kline_settings = {}
         for k, v in klines.items():
+
+            # 如果存在k线名称过滤
+            if len(kline_filters) > 0:
+                if not any([name in k for name in kline_filters]):
+                    continue
+
             # 获取bar各种数据/指标列表
             data_list = v.pop('data_list', None)
             if data_list is None:
@@ -84,6 +95,10 @@ class UiSnapshot(object):
             if len(trade_file) > 0 and os.path.exists(trade_file):
                 setting.update({"trade_file": trade_file})
 
+                # 交易合约过滤
+                if len(symbol_filters) > 0:
+                    setting.update({'trade_symbol_filters': symbol_filters})
+
             # 加载本地data目录的事务
             if len(tns_file) > 0 and os.path.exists(tns_file):
                 setting.update({"tns_file": tns_file})

vnpy/trader/utility.py

@@ -337,7 +337,8 @@ def get_digits(value: float) -> int:
 
 def print_dict(d: dict):
     """返回dict的字符串类型"""
-    return '\n'.join([f'{key}:{d[key]}' for key in sorted(d.keys())])
+    max_key_len = max([len(str(k)) for k in d.keys()])
+    return '\n'.join([str(key) + (max_key_len-len(str(key))) * " " + f': {d[key]}' for key in sorted(d.keys())])
 
 
 def get_csv_last_dt(file_name, dt_index=0, dt_format='%Y-%m-%d %H:%M:%S', line_length=1000):