CtaStrategyApp类
app_name: str = "" # app名字
app_module: str = "" # app模块名字
app_path: str = "" # app路径
display_name: str = "" # 菜单上显示的名称
engine_class = None # 应用程序引擎类
widget_name: str = "" # ui控制頁面l类名字
icon_name: str = "" # 图标文件名
CtaEngine类
setting_filename = "cta_strategy_setting.json" #配置文件名
data_filename = "cta_strategy_data.json"#配置文件参数
def init_engine(self):
def close(self):
def register_event(self):
def init_rqdata(self):
def query_bar_from_rq(
self, symbol: str, exchange: Exchange, interval: Interval, start: datetime, end: datetime
):
def process_tick_event(self, event: Event):
def process_order_event(self, event: Event):
def process_trade_event(self, event: Event):
def process_position_event(self, event: Event):
def check_stop_order(self, tick: TickData):
def send_server_order(
self,
strategy: CtaTemplate,
contract: ContractData,
direction: Direction,
offset: Offset,
price: float,
volume: float,
type