修复未来函数bug

src/backtest_engine.py

@@ -105,14 +105,7 @@ class BacktestEngine:
             current_bar = self.data_manager.get_next_bar()
 
             if current_bar is None:
-                break  # 没有更多数据，回测结束
-
-            self.all_bars.append(current_bar)
-            self.close_list.append(current_bar.close)
-            self.open_list.append(current_bar.open)
-            self.high_list.append(current_bar.high)
-            self.low_list.append(current_bar.low)
-            self.volume_list.append(current_bar.volume)                
+                break  # 没有更多数据，回测结束    
 
             if self.start_time and current_bar.datetime < self.start_time:
                 continue
@@ -163,14 +156,7 @@ class BacktestEngine:
             # 3. 更新策略关注的当前合约 symbol
             self.strategy.symbol = current_bar.symbol
 
-            # 5. 更新引擎内部的历史 Bar 缓存
-            self._history_bars.append(current_bar)
-            if len(self._history_bars) > self._max_history_bars:
-                self._history_bars.pop(0)
-
-            # 6. 处理待撮合订单 (在调用策略 on_bar 之前，确保订单在当前 K 线开盘价撮合)
-            # self.simulator.process_pending_orders(current_bar)
-            self.strategy.on_open_bar(current_bar)
+            self.strategy.on_open_bar(current_bar.open, current_bar.symbol)
 
             current_indicator_dict = {}
             close_array = np.array(self.close_list)
@@ -178,7 +164,7 @@ class BacktestEngine:
             high_array = np.array(self.high_list)
             low_array = np.array(self.low_list)
             volume_array = np.array(self.volume_list)
-            
+
             for indicator in self.indicators:
                 current_indicator_dict[indicator.get_name()] = indicator.get_latest_value(
                     close_array,
@@ -187,10 +173,18 @@ class BacktestEngine:
                     low_array,
                     volume_array
                 )
+            self.simulator.process_pending_orders(current_bar, current_indicator_dict)
 
+            self.all_bars.append(current_bar)
+            self.close_list.append(current_bar.close)
+            self.open_list.append(current_bar.open)
+            self.high_list.append(current_bar.high)
+            self.low_list.append(current_bar.low)
+            self.volume_list.append(current_bar.volume)            
+
+        
             # 7. 调用策略的 on_bar 方法
             # self.strategy.on_bar(current_bar)
-            self.simulator.process_pending_orders(current_bar, current_indicator_dict)
 
             self.strategy.on_close_bar(current_bar)
             self.simulator.process_pending_orders(current_bar, current_indicator_dict)
@@ -277,4 +271,5 @@ class BacktestEngine:
             return self.low_list
         elif key == 'volume':
             return self.volume_list
+        return None