tqsdk实盘

src/tqsdk_engine.py

@@ -96,6 +96,12 @@ class TqsdkEngine:
         self.trade_history: List[Trade] = []
         self.all_bars: List[Bar] = []  # 收集所有处理过的Bar
 
+        self.close_list: List[float] = []
+        self.open_list: List[float] = []
+        self.high_list: List[float] = []
+        self.low_list: List[float] = []
+        self.volume_list: List[float] = []
+
         self.last_processed_bar: Optional[Bar] = None
         self._is_rollover_bar: bool = False  # 换月信号
         self._last_underlying_symbol = self.symbol  # 用于检测主力合约换月
@@ -316,6 +322,8 @@ class TqsdkEngine:
         """
         print(f"TqsdkEngine: 开始运行回测，从 {self.start_time} 到 {self.end_time}")
 
+        self._strategy.trading = True
+
         # 初始化策略 (如果策略有 on_init 方法)
         if hasattr(self._strategy, "on_init"):
             self._strategy.on_init()
@@ -416,6 +424,13 @@ class TqsdkEngine:
                 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
 
 
@@ -441,6 +456,13 @@ class TqsdkEngine:
                 close_oi=kline_row.close_oi,
             )
             self.all_bars[-1] = 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.last_processed_bar = current_bar
 
             # 设置当前 Bar 到 Context
@@ -489,3 +511,15 @@ class TqsdkEngine:
 
     def get_bar_history(self):
         return self.all_bars
+    
+    def get_price_history(self, key: str):
+        if key == 'close':
+            return self.close_list
+        elif key == 'open':
+            return self.open_list
+        elif key == 'high':
+            return self.high_list
+        elif key == 'low':
+            return self.low_list
+        elif key == 'volume':
+            return self.volume_list