Example #1
0
 def __init__(self, is_backtest=False):
     """Constructor"""
     self.__event_engine = EventEngine()  # 事件处理引擎
     self.__account_manager = AccountManager()  # 账户管理
     self.__trade_manager = TradeManager(self, is_backtest)  # 交易管理器
     self.__data_cache = DataCache(self)  # 数据中继站
     self.__strategys = {}  # 策略管理器
Example #2
0
 def __init__(self, backtesting=False):
     """Constructor"""
     self.__event_engine = EventEngine()  # 事件处理引擎
     self.__account_manager = AccountManager()  # 账户管理
     self.__backtesting = backtesting  # 是否为回测
     self.__orders_done = {}  # 保存所有已处理报单数据的字典
     self.__orders_todo = {}  # 保存所有未处理报单(即挂单)数据的字典
     self.__deals = {}  # 保存所有成交数据的字典
     self.__positions = {}  # Key:id, value:position with responding id
     self.__strategys = {}  # 保存策略对象的字典,key为策略名称,value为策略对象
     self.__data = {}  # 统一的数据视图
     self.__symbols = {}  # key:(symbol,timeframe),value:maxlen
     self.start_time = None
     self.end_time = None
     self.__current_positions = {}  # key:symbol,value:current position
     self.__initial_positions = {}  # key:symbol,value:initial position