def short(self,
symbol,
volume=1,
price=None,
stop=False,
limit=False,
strategy=None,
listener=None):
if self.__backtesting:
time_ = self.__data[symbol][SymbolsListener.get_by_id(
listener).get_time_frame()]['time'][0]
else:
time_ = time.time()
position = self.__current_positions.get(symbol, None)
if position and position.type > 0:
order = Order(symbol, ORDER_TYPE_SELL, strategy, listener)
order.volume_initial = position.volume
order.time_setup = int(time_)
order.time_setup_msc = int((time_ - int(time_)) * (10**6))
# TODO 这里应该要支持事务性的下单操作
self.send_order(order)
if volume == 0:
return
order = Order(symbol, ORDER_TYPE_SELL, strategy, listener)
order.volume_initial = volume
order.time_setup = int(time_)
order.time_setup_msc = int((time_ - int(time_)) * (10**6))
return self.send_order(order)
def cover(self, symbol, volume=1, price=None, stop=False, limit=False, strategy=None, listener=None):
if volume == 0: return
position = self.__current_positions.get(symbol,None)
order = Order(symbol, ORDER_TYPE_BUY, strategy, listener)
if not position or position.type >= 0:
return#XXX可能的返回值
order.volume_initial = volume
if self.__backtesting:
time_ = self.__datas[symbol][SymbolsListener.get_by_id(listener).get_time_frame()]['time'][0]
else:
time_ = time.time()
order.time_setup = int(time_)
order.time_setup_msc = int((time_ - int(time_))*(10**6))
return(self.send_order(order))
def __send_order_to_broker(self,order):
if self.__backtesting:
time_frame = SymbolsListener.get_by_id(order.handle).get_time_frame()
time_ = self.__datas[order.symbol][time_frame]["time"][0]
order.time_done = int(time_)
order.time_done_msc = int((time_-int(time_))*(10**6))
order.volume_current = order.volume_initial
deal = Deal(order.symbol, order.strategy, order.handle)
deal.volume = order.volume_current
deal.time = order.time_done
deal.time_msc = order.time_done_msc
deal.type = 1-((order.type&1)<<1) #参见ENUM_ORDER_TYPE和ENUM_DEAL_TYPE的定义
deal.price = self.__datas[order.symbol][time_frame]["close"][0]
#TODO加入手续费等
order.deal = deal.get_id()
deal.order = order.get_id()
return([deal],{})
#TODO 市价单成交
else:
pass
def cover(self,
symbol,
volume=1,
price=None,
stop=False,
limit=False,
strategy=None,
listener=None):
if volume == 0:
return
position = self.__current_positions.get(symbol, None)
order = Order(symbol, ORDER_TYPE_BUY, strategy, listener)
if not position or position.type >= 0:
return # XXX可能的返回值
order.volume_initial = volume
if self.__backtesting:
time_ = self.__data[symbol][SymbolsListener.get_by_id(
listener).get_time_frame()]['time'][0]
else:
time_ = time.time()
order.time_setup = int(time_)
order.time_setup_msc = int((time_ - int(time_)) * (10**6))
return self.send_order(order)
def __send_order_to_broker(self, order):
if self.__backtesting:
time_frame = SymbolsListener.get_by_id(
order.handle).get_time_frame()
time_ = self.__data[order.symbol][time_frame]["time"][
0] + time_frame_to_seconds(time_frame)
order.time_done = int(time_)
order.time_done_msc = int((time_ - int(time_)) * (10**6))
order.volume_current = order.volume_initial
deal = Deal(order.symbol, order.strategy, order.handle)
deal.volume = order.volume_current
deal.time = order.time_done
deal.time_msc = order.time_done_msc
deal.type = 1 - (
(order.type & 1) << 1) # 参见ENUM_ORDER_TYPE和ENUM_DEAL_TYPE的定义
deal.price = self.__data[order.symbol][time_frame]["close"][0]
# TODO加入手续费等
order.deal = deal.get_id()
deal.order = order.get_id()
return [deal], {}
# TODO 市价单成交
else:
pass
