1、新增dp策略

This commit is contained in:
2025-09-16 09:59:38 +08:00
parent 5cd926884d
commit 9a58fec9ca
120 changed files with 69683 additions and 325 deletions

View File

@@ -71,7 +71,7 @@ class TqsdkEngine:
self._api: TqApi = api
# 从策略参数中获取主symbolTqsdkContext 需要知道它
self.symbol: str = strategy_params.get("symbol")
self.symbol: str = symbol.replace('_', '.')
if not self.symbol:
raise ValueError("strategy_params 必须包含 'symbol' 字段")
@@ -106,12 +106,12 @@ class TqsdkEngine:
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
self.klines = api.get_kline_serial(symbol, duration_seconds)
self.klines_1min = api.get_kline_serial(symbol, 60)
self.klines = api.get_kline_serial(self.symbol, duration_seconds)
self.klines_1min = api.get_kline_serial(self.symbol, 60)
self.now = None
self.quote = None
if roll_over_mode:
self.quote = api.get_quote(symbol)
self.quote = api.get_quote(self.symbol)
print("TqsdkEngine: 初始化完成。")
@@ -127,6 +127,7 @@ class TqsdkEngine:
异步处理 Context 中排队的订单和取消请求。
"""
# 处理订单
print(self._context.order_queue)
while self._context.order_queue:
order_to_send: Order = self._context.order_queue.popleft()
print(f"Engine: 处理订单请求: {order_to_send}")