[bug fix]

vnpy/app/cta_stock/back_testing.py

@@ -164,7 +164,7 @@ class BackTestingEngine(object):
         self.net_capital = self.init_capital  # 实时资金净值（每日根据capital和持仓浮盈计算）
         self.max_capital = self.init_capital  # 资金最高净值
         self.max_net_capital = self.init_capital
-        self.avaliable = self.init_capital
+        self.available = self.init_capital
 
         self.max_pnl = 0  # 最高盈利
         self.min_pnl = 0  # 最大亏损
@@ -261,7 +261,7 @@ class BackTestingEngine(object):
         if self.net_capital == 0.0:
             self.percent = 0.0
 
-        return self.net_capital, self.avaliable, self.percent, self.percent_limit
+        return self.net_capital, self.available, self.percent, self.percent_limit
 
     def set_test_start_date(self, start_date: str = '20100416', init_days: int = 10):
         """设置回测的启动日期"""
@@ -294,7 +294,7 @@ class BackTestingEngine(object):
         self.net_capital = capital  # 实时资金净值（每日根据capital和持仓浮盈计算）
         self.max_capital = capital  # 资金最高净值
         self.max_net_capital = capital
-        self.avaliable = capital
+        self.available = capital
         self.init_capital = capital
 
     def set_margin_rate(self, vt_symbol: str, margin_rate: float):
@@ -1544,7 +1544,7 @@ class BackTestingEngine(object):
                 holding_cost = holding_cost + cur_holding_cost
 
         # 可用资金 = 当前净值 - 占用保证金
-        self.avaliable = self.net_capital - holding_cost
+        self.available = self.net_capital - holding_cost
         # 当前成本占比
         self.percent = round(float(holding_cost * 100 / self.net_capital), 2)
         # 更新最大成本占比
@@ -1595,7 +1595,7 @@ class BackTestingEngine(object):
             self.write_log(msg)
 
         # 重新计算一次avaliable
-        self.avaliable = self.net_capital - holding_cost
+        self.available = self.net_capital - holding_cost
         self.percent = round(float(holding_cost * 100 / self.net_capital), 2)
 
     def saving_daily_data(self, d, c, m, commission, benchmark=0):

vnpy/app/cta_stock/engine.py

@@ -349,6 +349,20 @@ class CtaEngine(BaseEngine):
         # Update GUI
         self.put_strategy_event(strategy)
 
+        if self.engine_config.get('trade_2_wx', False):
+            accountid = self.engine_config.get('accountid', 'XXX')
+            d = {
+                'account': accountid,
+                'strategy': strategy_name,
+                'symbol': trade.symbol,
+                'action': f'{trade.direction.value} {trade.offset.value}',
+                'price': str(trade.price),
+                'volume': trade.volume,
+                'remark': f'{accountid}:{strategy_name}',
+                'timestamp': trade.time
+            }
+            send_wx_msg(content=d, target=accountid, msg_type='TRADE')
+
     def process_position_event(self, event: Event):
         """"""
         position = event.data

vnpy/app/cta_stock/template.py

@@ -546,6 +546,7 @@ class CtaStockTemplate(CtaTemplate):
     def get_klines_snapshot(self):
         """返回当前klines的切片数据"""
         try:
+            self.write_log(f'获取{self.strategy_name}的切片数据')
             d = {
                 'strategy': self.strategy_name,
                 'datetime': datetime.now()}
@@ -878,11 +879,44 @@ class CtaStockTemplate(CtaTemplate):
                 continue
 
             cur_price = self.cta_engine.get_price(lg.vt_symbol)
-            if lg.stop_price != 0 and lg.stop_price > cur_price > 0:
+
+            # 主动止盈
+            if 0 < lg.close_price <= cur_price:
+                cn_name = self.cta_engine.get_name(lg.vt_symbol)
                 # 调用平仓模块
-                self.write_log(u'{} {}当前价:{} 触发止损线{},开仓价:{},v：{}'.
+                self.write_log(u'{} {}[{}] 当前价:{} 触发止盈{},开仓价:{},v：{}'.
                                format(self.cur_datetime,
                                       lg.vt_symbol,
+                                      cn_name,
+                                      cur_price,
+                                      lg.close_price,
+                                      lg.open_price,
+                                      lg.volume))
+
+                if lg.traded_volume > 0:
+                    lg.volume -= lg.traded_volume
+                    lg.traded_volume = 0
+                if lg.volume <= 0:
+                    remove_gids.append(lg.id)
+                    lg.open_status = False
+                    lg.order_status = False
+                    lg.close_status = False
+                    continue
+
+                lg.order_status = True
+                lg.close_status = True
+                self.write_log(f'{lg.vt_symbol}[{cn_name}] 数量:{lg.volume}，准备卖出')
+                continue
+
+            # 止损
+            if lg.stop_price != 0 and lg.stop_price > cur_price > 0:
+                cn_name = self.cta_engine.get_name(lg.vt_symbol)
+
+                # 调用平仓模块
+                self.write_log(u'{} {}[{}] 当前价:{} 触发止损线{},开仓价:{},v：{}'.
+                               format(self.cur_datetime,
+                                      lg.vt_symbol,
+                                      cn_name,
                                       cur_price,
                                       lg.stop_price,
                                       lg.open_price,
@@ -900,13 +934,13 @@ class CtaStockTemplate(CtaTemplate):
 
                 lg.order_status = True
                 lg.close_status = True
-                self.write_log(f'{lg.vt_symbol} 数量:{lg.volume}，准备卖出')
+                self.write_log(f'{lg.vt_symbol}[{cn_name}] 数量:{lg.volume}，准备卖出')
 
         if len(remove_gids) > 0:
             self.gt.remove_grids_by_ids(direction=Direction.LONG, ids=remove_gids)
             self.gt.save()
 
-    def tns_excute_sell_grids(self):
+    def tns_excute_sell_grids(self, vt_symbol=None):
         """
         事务执行卖出网格
          1、找出所有order_status=True,open_status=Talse, close_status=True的网格。
@@ -926,6 +960,10 @@ class CtaStockTemplate(CtaTemplate):
 
         ordering_grid = None
         for grid in self.gt.dn_grids:
+            # 只扫描vt_symbol 匹配的网格
+            if vt_symbol and vt_symbol != grid.vt_symbol:
+                continue
+
             # 排除: 未开仓/非平仓/非委托的网格
             if not grid.open_status or not grid.close_status or not grid.open_status:
                 continue
@@ -1031,7 +1069,7 @@ class CtaStockTemplate(CtaTemplate):
         self.gt.save()
         self.policy.save()
 
-    def tns_execute_buy_grids(self):
+    def tns_execute_buy_grids(self, vt_symbol=None):
         """
         事务执行买入网格
         :return:
@@ -1048,6 +1086,11 @@ class CtaStockTemplate(CtaTemplate):
 
         ordering_grid = None
         for grid in self.gt.dn_grids:
+
+            # 只扫描vt_symbol 匹配的网格
+            if vt_symbol and vt_symbol != vt_symbol:
+                continue
+
             # 排除已经执行完毕(处于开仓状态）的网格， 或者处于平仓状态的网格
             if grid.open_status or grid.close_status:
                 continue