def onTrade(self, trade):
# 发出状态更新事件
#logtext = logtext + ","+trade.date
#logtext = logtext + "," +trade.datetime
logtext = ""
logtext = logtext + "," + trade.offset
logtext = logtext + "," + trade.direction
logtext = logtext + "," + str(trade.volume)
logtext = logtext + "," + str(trade.price)
self.writeCtaLog(logtext)
persisttrade(self.vtSymbol,self.className ,trade)
self.putEvent()
def onTrade(self, trade):
# 发出状态更新事件
if trade.direction == DIRECTION_LONG and trade.offset == OFFSET_OPEN:
if (trade.volume + self.onTradeCnt) == self.fixedSize:
self.entryUnitNo = self.entryUnitNo + 1
self.resetCountdown()
else:
self.onTradeCnt = trade.volume + self.onTradeCnt
self.writeCtaLog(u'%s: 部分成交， 进场次数未累加，注意！' % self.name)
self.lastLongEntry = trade.price
self.entryPrice = trade.price
self.entryDirection = DIRECTION_LONG
self.entryAtr = self.atrValue
elif trade.direction == DIRECTION_SHORT and trade.offset == OFFSET_OPEN:
if (trade.volume + self.onTradeCnt) == self.fixedSize:
self.entryUnitNo = self.entryUnitNo + 1
self.resetCountdown()
else:
self.onTradeCnt = trade.volume + self.onTradeCnt
self.writeCtaLog(u'%s: 部分成交， 进场次数未累加，注意！' % self.name)
self.lastShortEntry = trade.price
self.entryPrice = trade.price
self.entryDirection = DIRECTION_SHORT
self.entryAtr = self.atrValue
elif (trade.offset == OFFSET_CLOSE
or trade.offset == OFFSET_CLOSETODAY):
#print(self.pos)
self.entryUnitNo = 0
self.lastLongEntry = 0
self.lastShortEntry = 0
self.entryPrice = 0
self.entryDirection = OFFSET_CLOSE
else:
pass
persisttrade(self.vtSymbol, self.className, trade)
self.putEvent()
def onTrade(self, trade):
# 发出状态更新事件
persisttrade(self.vtSymbol,self.className ,trade)
self.putEvent()