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