diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 0000000..c759264
--- /dev/null
+++ b/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
diff --git a/README.md b/README.md
index d550b78..3d8cb3c 100644
--- a/README.md
+++ b/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
- 
+ 
- 
+ 
@@ -17,7 +17,7 @@
## 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：
@@ -25,8 +25,9 @@
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 .
```
diff --git a/setup.cfg b/setup.cfg
index 687a0b6..c1fe9c9 100644
--- a/setup.cfg
+++ b/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 =
diff --git a/vnpy_ctastrategy/__init__.py b/vnpy_ctastrategy/__init__.py
index a0dd891..655c48b 100644
--- a/vnpy_ctastrategy/__init__.py
+++ b/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"))
diff --git a/vnpy_ctastrategy/backtesting.py b/vnpy_ctastrategy/backtesting.py
index e1a6459..e286ec3 100644
--- a/vnpy_ctastrategy/backtesting.py
+++ b/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,
diff --git a/vnpy_ctastrategy/engine.py b/vnpy_ctastrategy/engine.py
index dceacea..9da59dd 100644
--- a/vnpy_ctastrategy/engine.py
+++ b/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
diff --git a/vnpy_ctastrategy/template.py b/vnpy_ctastrategy/template.py
index e37780b..df6ddfd 100644
--- a/vnpy_ctastrategy/template.py
+++ b/vnpy_ctastrategy/template.py
@@ -298,7 +298,7 @@ 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,
@@ -306,11 +306,17 @@ def load_bar(
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):
"""
diff --git a/vnpy_ctastrategy/ui/rollover.py b/vnpy_ctastrategy/ui/rollover.py
index eef5c0f..42e4396 100644
--- a/vnpy_ctastrategy/ui/rollover.py
+++ b/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