tqsdk实盘

src/execution_simulator.py

@@ -42,6 +42,7 @@ class ExecutionSimulator:
         self.trade_log: List[Trade] = []
         self.pending_orders: Dict[str, Order] = {}
         self._current_time: Optional[datetime] = None
+        self.indicator_dict = {}
 
         print(
             f"模拟器初始化：初始资金={self.initial_capital:.2f}, 滑点率={self.slippage_rate}, 佣金率={self.commission_rate}"
@@ -117,7 +118,7 @@ class ExecutionSimulator:
         self.pending_orders[order.id] = order
         return order
 
-    def process_pending_orders(self, current_bar: Bar):
+    def process_pending_orders(self, current_bar: Bar, indicator_dict: Dict[str, float]):
         """
         处理所有待撮合的订单。在每个K线数据到来时调用。
         """
@@ -132,7 +133,16 @@ class ExecutionSimulator:
             if order.symbol != current_bar.symbol:
                 continue
 
-            self._execute_single_order(order, current_bar)
+            trade = self._execute_single_order(order, current_bar)
+            if trade:
+                self.trade_log.append(trade)
+
+                if trade.is_open_trade:
+                    self.indicator_dict = indicator_dict
+                elif trade.is_close_trade:
+                    trade.indicator_dict = self.indicator_dict.copy()
+
+
 
     def _execute_single_order(self, order: Order, current_bar: Bar) -> Optional[Trade]:
         """
@@ -295,7 +305,6 @@ class ExecutionSimulator:
             is_open_trade=is_trade_an_open_operation,
             is_close_trade=is_trade_a_close_operation,
         )
-        self.trade_log.append(executed_trade)
 
         if order.id in self.pending_orders:
             del self.pending_orders[order.id]