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
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
def __init__(self, parent=None):
"""Constructor"""
LoggerInterface.__init__(self, parent=parent)
Runnable.__init__(self)
ConfigInterface.__init__(self, parent=parent)
APIInterface.__init__(self)
self.__event_engine = EventEngine(parent=self) # 事件处理引擎
self.__quotation_manager = QuotationManager(self, parent=self) # 行情数据管理器
if self.config.running_mode == RunningMode.backtest:
self.__account_manager = BfAccountManager(parent=self) # 账户管理
else:
self.__account_manager = FDTAccountManager(parent=self)
self.mongo_user = MongoUser(self.config.user)
self.__trading_manager = TradingManager(self, self.__quotation_manager, self.__account_manager,
parent=self) # 交易管理器
if self.config.running_mode == RunningMode.backtest:
self.__account_manager.set_trading_manager(self.__trading_manager)
self.__strategys = {} # 策略管理器
self.__profit_records = [] # 保存账户净值的列表
self.logger_name = "StrategyEngine"
