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[Mod]CtaEngine改为策略初始化完成后再订阅行情推送，Close #678

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vn.py 2018-01-09 21:50:49 +08:00
parent 71c9db3e47
commit ccbec40abe
1 changed files with 18 additions and 14 deletions
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32
vnpy/trader/app/ctaStrategy/ctaEngine.py
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@ -416,20 +416,23 @@ class CtaEngine(object):
self.tickStrategyDict[strategy.vtSymbol] = l
l.append(strategy)
# 订阅合约
contract = self.mainEngine.getContract(strategy.vtSymbol)
if contract:
req = VtSubscribeReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
# 对于IB接口订阅行情时所需的货币和产品类型，从策略属性中获取
req.currency = strategy.currency
req.productClass = strategy.productClass
self.mainEngine.subscribe(req, contract.gatewayName)
else:
self.writeCtaLog(u'%s的交易合约%s无法找到' %(name, strategy.vtSymbol))
#----------------------------------------------------------------------
def subscribeMarketData(self, strategy):
"""订阅行情"""
# 订阅合约
contract = self.mainEngine.getContract(strategy.vtSymbol)
if contract:
req = VtSubscribeReq()
req.symbol = contract.symbol
req.exchange = contract.exchange
# 对于IB接口订阅行情时所需的货币和产品类型，从策略属性中获取
req.currency = strategy.currency
req.productClass = strategy.productClass
self.mainEngine.subscribe(req, contract.gatewayName)
else:
self.writeCtaLog(u'%s的交易合约%s无法找到' %(strategy.name, strategy.vtSymbol))
#----------------------------------------------------------------------
def initStrategy(self, name):
@ -441,6 +444,7 @@ class CtaEngine(object):
strategy.inited = True
self.callStrategyFunc(strategy, strategy.onInit)
self.loadSyncData(strategy) # 初始化完成后加载同步数据
self.subscribeMarketData(strategy) # 加载同步数据后再订阅行情
else:
self.writeCtaLog(u'请勿重复初始化策略实例：%s' %name)
else: