修复未来函数bug

src/tqsdk_engine.py

@@ -165,7 +165,11 @@ class TqsdkEngine:
                         order_to_send.limit_price
                         if order_to_send.price_type == "LIMIT"
                         # else self.quote.bid_price1 + (1 if tqsdk_direction == "BUY" else -1)
-                        else self.quote.bid_price1 if tqsdk_direction == "SELL" else self.quote.ask_price1
+                        else (
+                            self.quote.bid_price1
+                            if tqsdk_direction == "SELL"
+                            else self.quote.ask_price1
+                        )
                     ),
                 )
                 # 更新原始 Order 对象与 Tqsdk 的订单ID和状态
@@ -358,7 +362,7 @@ class TqsdkEngine:
 
                     self.now = now_dt
 
-                if self._api.is_changing(self.klines):
+                if self._api.is_changing(self.klines.iloc[-1]):
                     kline_row = self.klines.iloc[-1]
                     kline_dt = pd.to_datetime(kline_row.datetime, unit="ns", utc=True)
                     kline_dt = kline_dt.tz_convert(BEIJING_TZ)
@@ -382,22 +386,22 @@ class TqsdkEngine:
         kline_dt = pd.to_datetime(kline_row.datetime, unit="ns", utc=True)
         kline_dt = kline_dt.tz_convert(BEIJING_TZ)
 
+        current_bar = Bar(
+            datetime=kline_dt,
+            symbol=self._last_underlying_symbol,
+            open=kline_row.open,
+            high=kline_row.high,
+            low=kline_row.low,
+            close=kline_row.close,
+            volume=kline_row.volume,
+            open_oi=kline_row.open_oi,
+            close_oi=kline_row.close_oi,
+        )
+
         if (
             self.last_processed_bar is None
             or self.last_processed_bar.datetime != kline_dt
         ):
-            # 创建 core_data.Bar 对象
-            current_bar = Bar(
-                datetime=kline_dt,
-                symbol=self._last_underlying_symbol,
-                open=kline_row.open,
-                high=kline_row.high,
-                low=kline_row.low,
-                close=kline_row.close,
-                volume=kline_row.volume,
-                open_oi=kline_row.open_oi,
-                close_oi=kline_row.close_oi,
-            )
 
             # 设置当前 Bar 到 Context
             self._context.set_current_bar(current_bar)
@@ -423,19 +427,10 @@ class TqsdkEngine:
             else:
                 self._is_rollover_bar = False
 
-            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)   
-
             self.last_processed_bar = current_bar
 
-
             # 调用策略的 on_bar 方法
-            self._strategy.on_open_bar(current_bar)
+            self._strategy.on_open_bar(current_bar.open, current_bar.symbol)
 
             # 处理订单和取消请求
             self._process_queued_requests()
@@ -443,25 +438,13 @@ class TqsdkEngine:
             # 记录投资组合快照
             self._record_portfolio_snapshot(current_bar.datetime)
         else:
-            # 创建 core_data.Bar 对象
-            current_bar = Bar(
-                datetime=kline_dt,
-                symbol=self._last_underlying_symbol,
-                open=kline_row.open,
-                high=kline_row.high,
-                low=kline_row.low,
-                close=kline_row.close,
-                volume=kline_row.volume,
-                open_oi=kline_row.open_oi,
-                close_oi=kline_row.close_oi,
-            )
-            self.all_bars[-1] = current_bar
+            self.all_bars.append(current_bar)
 
-            self.close_list[-1] = current_bar.close
-            self.open_list[-1] = current_bar.open
-            self.high_list[-1] = current_bar.high
-            self.low_list[-1] = current_bar.low
-            self.volume_list[-1] = current_bar.volume 
+            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)
 
             self.last_processed_bar = current_bar
 
@@ -511,15 +494,15 @@ class TqsdkEngine:
 
     def get_bar_history(self):
         return self.all_bars
-    
+
     def get_price_history(self, key: str):
-        if key == 'close':
+        if key == "close":
             return self.close_list
-        elif key == 'open':
+        elif key == "open":
             return self.open_list
-        elif key == 'high':
+        elif key == "high":
             return self.high_list
-        elif key == 'low':
+        elif key == "low":
             return self.low_list
-        elif key == 'volume':
+        elif key == "volume":
             return self.volume_list