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[Mod] sync strategy data to file when stopped or receive trade update

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This commit is contained in:
vn.py 2019-06-30 17:10:23 +08:00
parent 1cfbbe5d30
commit f5dd168a73
1 changed files with 9 additions and 0 deletions
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9
vnpy/app/cta_strategy/engine.py
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@ -209,12 +209,18 @@ class CtaEngine(BaseEngine):
if not strategy:
return
# Update strategy pos before calling on_trade method
if trade.direction == Direction.LONG:
strategy.pos += trade.volume
else:
strategy.pos -= trade.volume
self.call_strategy_func(strategy, strategy.on_trade, trade)
# Sync strategy variables to data file
self.sync_strategy_data(strategy)
# Update GUI
self.put_strategy_event(strategy)
def process_position_event(self, event: Event):
@ -675,6 +681,9 @@ class CtaEngine(BaseEngine):
# Cancel all orders of the strategy
self.cancel_all(strategy)
# Sync strategy variables to data file
self.sync_strategy_data(strategy)
# Update GUI
self.put_strategy_event(strategy)