Merge pull request #12 from vnpy/dev

Dev

CHANGELOG.md

@@ -0,0 +1,4 @@
+# 1.0.8版本
+
+1. 将加载历史数据的异步回放，从引擎移动到策略模板中
+2. 将模块的图标文件信息，改为完整路径字符串

README.md

@@ -1,13 +1,13 @@
-# vn.py框架的CTA策略模块
+# VeighNa框架的CTA策略模块
 
 <p align="center">
   <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
 </p>
 
 <p align="center">
-    <img src ="https://img.shields.io/badge/version-1.0.6-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/version-1.0.8-blueviolet.svg"/>
     <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
-    <img src ="https://img.shields.io/badge/python-3.7-blue.svg" />
+    <img src ="https://img.shields.io/badge/python-3.7|3.8|3.9|3.10-blue.svg" />
     <img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
 </p>
 
@@ -17,16 +17,17 @@
 
 ## 安装
 
-安装需要基于2.6.0版本以上的[VN Studio](https://www.vnpy.com)。
+安装环境推荐基于3.0.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。
 
 直接使用pip命令：
 
 ```
 pip install vnpy_ctastrategy
 ```
 
-下载解压后在cmd中运行
+
+或者下载源代码后，解压后在cmd中运行：
 
 ```
-python setup.py install
+pip install .
 ```

setup.cfg

@@ -1,11 +1,11 @@
 [metadata]
 name = vnpy_ctastrategy
-version = 1.0.6
+version = 1.0.8
 url = https://www.vnpy.com
 license = MIT
 author = Xiaoyou Chen
 author_email = xiaoyou.chen@mail.vnpy.com
-description = CTA strategy application for vn.py quant trading framework.
+description = CTA strategy application for VeighNa quant trading framework.
 long_description = file: README.md
 long_description_content_type = text/markdown
 keywords =

vnpy_ctastrategy/__init__.py

@@ -49,4 +49,4 @@ class CtaStrategyApp(BaseApp):
     display_name = "CTA策略"
     engine_class = CtaEngine
     widget_name = "CtaManager"
-    icon_name = "cta.ico"
+    icon_name = str(app_path.joinpath("ui", "cta.ico"))

vnpy_ctastrategy/backtesting.py

@@ -1,6 +1,6 @@
 from collections import defaultdict
 from datetime import date, datetime, timedelta
-from typing import Callable
+from typing import Callable, List
 from functools import lru_cache, partial
 import traceback
 
@@ -766,15 +766,17 @@ def load_bar(
         interval: Interval,
         callback: Callable,
         use_database: bool
-    ):
+    ) -> List[BarData]:
         """"""
         self.days = days
         self.callback = callback
+        return []
 
-    def load_tick(self, vt_symbol: str, days: int, callback: Callable):
+    def load_tick(self, vt_symbol: str, days: int, callback: Callable) -> List[TickData]:
         """"""
         self.days = days
         self.callback = callback
+        return []
 
     def send_order(
         self,

vnpy_ctastrategy/engine.py

@@ -4,7 +4,7 @@
 import traceback
 from collections import defaultdict
 from pathlib import Path
-from typing import Any, Callable
+from typing import Any, Callable, List
 from datetime import datetime, timedelta
 from concurrent.futures import ThreadPoolExecutor
 from copy import copy
@@ -550,7 +550,7 @@ def load_bar(
         interval: Interval,
         callback: Callable[[BarData], None],
         use_database: bool
-    ):
+    ) -> List[BarData]:
         """"""
         symbol, exchange = extract_vt_symbol(vt_symbol)
         end = datetime.now(LOCAL_TZ)
@@ -585,15 +585,14 @@ def load_bar(
                 end=end,
             )
 
-        for bar in bars:
-            callback(bar)
+        return bars
 
     def load_tick(
         self,
         vt_symbol: str,
         days: int,
         callback: Callable[[TickData], None]
-    ):
+    ) -> List[TickData]:
         """"""
         symbol, exchange = extract_vt_symbol(vt_symbol)
         end = datetime.now(LOCAL_TZ)
@@ -606,8 +605,7 @@ def load_tick(
             end=end,
         )
 
-        for tick in ticks:
-            callback(tick)
+        return ticks
 
     def call_strategy_func(
         self, strategy: CtaTemplate, func: Callable, params: Any = None

vnpy_ctastrategy/template.py

@@ -298,19 +298,25 @@ def load_bar(
         if not callback:
             callback = self.on_bar
 
-        self.cta_engine.load_bar(
+        bars = self.cta_engine.load_bar(
             self.vt_symbol,
             days,
             interval,
             callback,
             use_database
         )
 
+        for bar in bars:
+            callback(bar)
+
     def load_tick(self, days: int):
         """
         Load historical tick data for initializing strategy.
         """
-        self.cta_engine.load_tick(self.vt_symbol, days, self.on_tick)
+        ticks = self.cta_engine.load_tick(self.vt_symbol, days, self.on_tick)
+
+        for tick in ticks:
+            self.on_tick(tick)
 
     def put_event(self):
         """

vnpy_ctastrategy/ui/rollover.py

@@ -107,7 +107,7 @@ def roll_all(self) -> None:
             if not strategy.inited:
                 self.write_log(f"策略{strategy.strategy_name}尚未初始化，无法执行移仓")
                 return
-            
+
             if strategy.trading:
                 self.write_log(f"策略{strategy.strategy_name}正在运行中，无法执行移仓")
                 return