add position get get and fix init in looper

cnPro · Mar 8, 2021 · 242339a · 242339a
1 parent ab6e71e
commit 242339a
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Showing 3 changed files with 86 additions and 41 deletions.
diff --git a/ctpbee/app.py b/ctpbee/app.py
@@ -377,10 +377,17 @@ def _start_looper(self):
             self.trader.account.basic_info = self.basic_info
         """ trader初始化参数"""
         self.trader.init_params(params=self.config)
+
+        flag = False
         while True:
             try:
-                p = next(d)
-                self.trader(p)
+                if flag:
+                    p = next(d)
+                    self.trader(p)
+                else:
+                    from ctpbee.constant import EVENT_INIT_FINISHED
+                    self.app_signal.init_signal.send(Event(type=EVENT_INIT_FINISHED, data=None))
+                    flag = True
             except StopIteration:
                 self.logger.info("回测结束,正在生成结果")
                 break

diff --git a/ctpbee/data_handle/local_position.py b/ctpbee/data_handle/local_position.py
@@ -522,49 +522,83 @@ def clear_frozen(self):
             x.active_orders.clear()
             x.calculate_frozen()
 
-    def get_all_positions(self):
-        """ 返回所有的持仓信息 """
-        position_list = []
+    def get_all_position_objects(self):
+        """ 返回PositionData格式的持仓数据 """
+        pos = []
+
         for x in self.values():
             if x.local_symbol == "":
                 continue
             if x.long_pos != 0:
-                temp = {}
-                temp['exchange'] = x.exchange
-                temp['direction'] = "long"
-                temp['position_profit'] = x.long_pnl
-                temp['symbol'] = x.local_symbol
-                temp['local_symbol'] = x.local_symbol
-                temp['price'] = x.long_price
-                temp['volume'] = x.long_pos
-                temp['yd_volume'] = x.long_yd
-                temp["frozen"] = x.long_pos_frozen
-                temp["available"] = x.long_pos - x.long_pos_frozen
-                temp['stare_position_profit'] = x.long_stare_pnl
-                if x.long_pos == x.long_yd:
-                    temp['position_date'] = 2
-                elif x.long_pos != x.long_yd:
-                    temp['position_date'] = 1
-                position_list.append(temp)
-            if x.short_pos != 0:
-                temp = {}
-                temp['exchange'] = x.exchange
-                temp['direction'] = "short"
-                temp['position_profit'] = x.short_pnl
-                temp['symbol'] = x.local_symbol
-                temp['local_symbol'] = x.local_symbol
-                temp['price'] = x.short_price
-                temp['volume'] = x.short_pos
-                temp['yd_volume'] = x.short_yd
-                temp["frozen"] = x.short_pos_frozen
-                temp["available"] = x.short_pos - x.short_pos_frozen
-                temp['stare_position_profit'] = x.short_stare_pnl
-                if x.short_pos == x.short_yd:
-                    temp['position_date'] = 2
-                elif x.short_pos != x.short_yd:
-                    temp['position_date'] = 1
-                position_list.append(temp)
-        return position_list
+                pos.append(PositionData(
+                    symbol=x.symbol,
+                    exchange=x.exchange,
+                    direction=Direction.LONG,
+                    volume=x.long_volume,
+                    frozen=x.long_pos_frozen,
+                    price=x.long_price,
+                    pnl=long_pnl,
+                    yd_volume=long_yd
+                ))
+            elif x.short_pos != 0:
+                pos.append(PositionData(
+                    symbol=x.symbol,
+                    exchange=x.exchange,
+                    direction=Direction.SHORT,
+                    volume=x.short_volume,
+                    frozen=x.short_pos_frozen,
+                    price=x.short_price,
+                    pnl=short_pnl,
+                    yd_volume=short_yd
+                ))
+        return pos
+
+    def get_all_positions(self, obj=False):
+        """ 返回所有的持仓信息 """
+        if obj:
+            return self.get_all_position_objects()
+        else:
+            position_list = []
+            for x in self.values():
+                if x.local_symbol == "":
+                    continue
+                if x.long_pos != 0:
+                    temp = {}
+                    temp['exchange'] = x.exchange
+                    temp['direction'] = "long"
+                    temp['position_profit'] = x.long_pnl
+                    temp['symbol'] = x.local_symbol
+                    temp['local_symbol'] = x.local_symbol
+                    temp['price'] = x.long_price
+                    temp['volume'] = x.long_pos
+                    temp['yd_volume'] = x.long_yd
+                    temp["frozen"] = x.long_pos_frozen
+                    temp["available"] = x.long_pos - x.long_pos_frozen
+                    temp['stare_position_profit'] = x.long_stare_pnl
+                    if x.long_pos == x.long_yd:
+                        temp['position_date'] = 2
+                    elif x.long_pos != x.long_yd:
+                        temp['position_date'] = 1
+                    position_list.append(temp)
+                if x.short_pos != 0:
+                    temp = {}
+                    temp['exchange'] = x.exchange
+                    temp['direction'] = "short"
+                    temp['position_profit'] = x.short_pnl
+                    temp['symbol'] = x.local_symbol
+                    temp['local_symbol'] = x.local_symbol
+                    temp['price'] = x.short_price
+                    temp['volume'] = x.short_pos
+                    temp['yd_volume'] = x.short_yd
+                    temp["frozen"] = x.short_pos_frozen
+                    temp["available"] = x.short_pos - x.short_pos_frozen
+                    temp['stare_position_profit'] = x.short_stare_pnl
+                    if x.short_pos == x.short_yd:
+                        temp['position_date'] = 2
+                    elif x.short_pos != x.short_yd:
+                        temp['position_date'] = 1
+                    position_list.append(temp)
+            return position_list
 
     @property
     def length(self):

diff --git a/ctpbee/interface/looper/md_api.py b/ctpbee/interface/looper/md_api.py
@@ -25,3 +25,7 @@ def subscribe(self, code):
 
     def connect(self, info):
         print("虚拟行情已经载入，请使用外部行情")
+
+    def unsubscribe(self, local_symbol):
+        import warnings
+        warnings.warn("正在回测接口中调用无效的取消订阅接口")