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[bug fix]

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This commit is contained in:
msincenselee 2020-03-30 13:09:30 +08:00
parent 6e5cec2d1c
commit fa9edcb0d3
1 changed files with 28 additions and 41 deletions
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69
vnpy/component/cta_grid_trade.py
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@ -38,48 +38,35 @@ class CtaGrid(object):
包括交易方向，开仓价格，平仓价格，止损价格，开仓状态，平仓状态 包括交易方向，开仓价格，平仓价格，止损价格，开仓状态，平仓状态
""" """
def __init__(self, def __init__(self, **kwargs ):
direction: Direction = None,
open_price: float = 0,
close_price: float = 0,
stop_price: float = 0,
vt_symbol: str = '',
volume: float = 0,
traded_volume: float = 0,
order_status: bool = False,
open_status: bool = False,
close_status: bool = False,
open_time: datetime = None,
order_time: datetime = None,
reuse_count: int = 0,
type: str = ''
):
self.id: str = str(uuid.uuid1()) # gid self.id: str = kwargs.get('id', str(uuid.uuid1())) # gid
self.direction = direction # 交易方向（LONG：多，正套；SHORT：空，反套） self.direction = kwargs.get('direction', None) # 交易方向（LONG：多，正套；SHORT：空，反套）
self.open_price = open_price # 开仓价格 if isinstance(self.direction, str):
self.close_price = close_price # 止盈价格 self.direction = Direction(self.direction)
self.stop_price = stop_price # 止损价格 self.open_price = kwargs.get('open_price', 0) # 开仓价格
self.vt_symbol = vt_symbol # 品种合约 self.close_price = kwargs.get('close_price', 0) # 止盈价格
self.volume = volume # 开仓数量( 兼容数字货币 ) self.stop_price = kwargs.get('stop_price', 0) # 止损价格
self.traded_volume = traded_volume # 已成交数量 开仓时，为开仓数量，平仓时，为平仓数量 self.vt_symbol = kwargs.get('vt_symbol', '') # 品种合约
self.order_status = order_status # 挂单状态: True,已挂单，False，未挂单 self.volume = kwargs.get('volume', 0.0) # 开仓数量( 兼容数字货币 )
self.order_ids = [] # order_id list self.traded_volume = kwargs.get('traded_volume', 0.0) # 已成交数量 开仓时，为开仓数量，平仓时，为平仓数量
self.open_status = open_status # 开仓状态 self.order_status = kwargs.get('order_status', False) # 挂单状态: True,已挂单，False，未挂单
self.close_status = close_status # 平仓状态 self.order_ids = kwargs.get('order_ids',[]) # order_id list
self.open_time = open_time # 开仓时间 self.open_status = kwargs.get('open_status', False) # 开仓状态
self.order_time = order_time # 委托时间 self.close_status = kwargs.get('close_status', False) # 平仓状态
self.lock_grid_ids = [] # 锁单的网格，[gid,gid] self.open_time = kwargs.get('open_time', None) # 开仓时间
self.reuse_count = reuse_count # 重用次数（0， 平仓后是否删除） self.order_time = kwargs.get('order_time', None) # 委托时间
self.type = type # 网格类型标签 self.lock_grid_ids = kwargs.get('lock_grid_ids', []) # 锁单的网格，[gid,gid]
self.snapshot = {} # 切片数据，如记录开仓点时的某些状态数据 self.reuse_count = kwargs.get('reuse_count', 0) # 重用次数（0， 平仓后是否删除）
self.type = kwargs.get('type', '') # 网格类型标签
self.snapshot = kwargs.get('snapshot',{}) # 切片数据，如记录开仓点时的某些状态数据
def to_json(self): def to_json(self):
"""输出JSON""" """输出JSON"""
j = OrderedDict() j = OrderedDict()
j['id'] = self.id j['id'] = self.id
j['direction'] = self.direction.value if self.direction else '' j['direction'] = self.direction.value if isinstance(self.direction, Direction) else ''
j['open_price'] = self.open_price # 开仓价格 j['open_price'] = self.open_price # 开仓价格
j['close_price'] = self.close_price # 平仓价格 j['close_price'] = self.close_price # 平仓价格
j['stop_price'] = self.stop_price # 止损价格 j['stop_price'] = self.stop_price # 止损价格
@ -90,7 +77,7 @@ class CtaGrid(object):
j['order_ids'] = self.order_ids # OrderId j['order_ids'] = self.order_ids # OrderId
j['open_status'] = self.open_status # 开仓状态 j['open_status'] = self.open_status # 开仓状态
j['close_status'] = self.close_status # 平仓状态 j['close_status'] = self.close_status # 平仓状态
j['lockGrids'] = self.lock_grid_ids # 对锁的网格 j['lock_grid_ids'] = self.lock_grid_ids # 对锁的网格
j['reuse_count'] = self.reuse_count # 是否重用 j['reuse_count'] = self.reuse_count # 是否重用
j['type'] = self.type # 类型 j['type'] = self.type # 类型
j['snapshot'] = self.snapshot # 切片数据 j['snapshot'] = self.snapshot # 切片数据
@ -124,7 +111,7 @@ class CtaGrid(object):
self.vt_symbol = j.get('vt_symbol', '') self.vt_symbol = j.get('vt_symbol', '')
self.volume = j.get('volume', 0.0) self.volume = j.get('volume', 0.0)
self.traded_volume = j.get('traded_volume', 0.0) # 已交易的合约数量 self.traded_volume = j.get('traded_volume', 0.0) # 已交易的合约数量
self.lock_grid_ids = j.get('lockGrids', []) self.lock_grid_ids = j.get('lock_grid_ids', [])
self.type = j.get('type', '') self.type = j.get('type', '')
self.reuse_count = j.get('reuse_count', 0) self.reuse_count = j.get('reuse_count', 0)
@ -900,8 +887,8 @@ class CtaGridTrade(CtaComponent):
data[u'up_grids'] = up_grids data[u'up_grids'] = up_grids
data[u'dn_grids'] = dn_grids data[u'dn_grids'] = dn_grids
with open(grid_json_file, 'w') as f: with open(grid_json_file, 'w', encoding='utf8') as f:
json_data = json.dumps(data, indent=4) json_data = json.dumps(data, indent=4, ensure_ascii=True)
f.write(json_data) f.write(json_data)
self.write_log(u'GrideTrade保存文件{}完成'.format(grid_json_file)) self.write_log(u'GrideTrade保存文件{}完成'.format(grid_json_file))
@ -928,7 +915,7 @@ class CtaGridTrade(CtaComponent):
self.write_log(u'{}不存在，新建保存保存'.format(grid_json_file)) self.write_log(u'{}不存在，新建保存保存'.format(grid_json_file))
try: try:
with open(grid_json_file, 'w') as f: with open(grid_json_file, 'w') as f:
json_data = json.dumps(data, indent=4) json_data = json.dumps(data, indent=4, ensure_ascii=True)
f.write(json_data) f.write(json_data)
except Exception as ex: except Exception as ex:
self.write_log(u'写入网格文件{}异常:{}'.format(grid_json_file, str(ex))) self.write_log(u'写入网格文件{}异常:{}'.format(grid_json_file, str(ex)))
@ -951,7 +938,7 @@ class CtaGridTrade(CtaComponent):
grids = [] grids = []
for grid_obj in json_grids: for grid_obj in json_grids:
grid = CtaGrid(grid_obj) grid = CtaGrid(**grid_obj)
self.write_log(grid.to_str()) self.write_log(grid.to_str())