Merge pull request #1699 from vnpy/master

[Merge] master -> dev

README.md

@@ -51,6 +51,15 @@ vn.py是一套基于Python的开源量化交易系统开发框架，于2015年1
     * 1Token(onetoken)：数字货币券商（现货、期货）
 
 
+    * OKEX (okex)：数字货币现货
+
+    * HUOBI(huobi)：数字货币现货
+    
+    * Bitfinex(bitfinex)：数字货币现货
+
+    * 1Token(onetoken)：数字货币券商（现货、期货）
+
+
 3. 开箱即用的各类量化策略交易应用（vnpy.app）：
 
     * cta_strategy：CTA策略引擎模块，在保持易用性的同时，允许用户针对CTA类策略运行过程中委托的报撤行为进行细粒度控制（降低交易滑点、实现高频策略）

tests/backtesting/turtle.ipynb

@@ -16,7 +16,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
+   "execution_count": 4,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -58,6 +58,7 @@
    "metadata": {
     "scrolled": true
    },
+
    "outputs": [
     {
      "name": "stdout",

tests/trader/run.py

@@ -47,7 +47,7 @@ def main():
     main_engine.add_gateway(OnetokenGateway)
     main_engine.add_gateway(OkexfGateway)
     main_engine.add_gateway(HbdmGateway)
-
+    
     main_engine.add_app(CtaStrategyApp)
     main_engine.add_app(CtaBacktesterApp)
     main_engine.add_app(CsvLoaderApp)

vnpy/__init__.py

@@ -1 +1 @@
-__version__ = "2.0.1"
+__version__ = "2.0.2"

vnpy/app/cta_backtester/engine.py

@@ -339,7 +339,7 @@ class BacktesterEngine(BaseEngine):
         self.write_log(f"{vt_symbol}-{interval}开始下载历史数据")
 
         symbol, exchange = extract_vt_symbol(vt_symbol)
-
+        
         req = HistoryRequest(
             symbol=symbol,
             exchange=exchange,

vnpy/app/cta_strategy/backtesting.py

@@ -1163,7 +1163,6 @@ def load_tick_data(
         symbol, exchange, start, end
     )
 
-
 # GA related global value
 ga_end = None
 ga_mode = None

vnpy/trader/database/database_sql.py

@@ -310,6 +310,7 @@ def init_models(db: Database, driver: Driver):
                         ).execute()
                 else:
                     for c in chunked(dicts, 50):
+                        DbTickData.insert_many(c).on_conflict_replace().execute()
                         DbTickData.insert_many(
                             c).on_conflict_replace().execute()