改写的algo_run 哪里有错误,在'TwapAlgo中 on_order中添加了print(order)策略执行的时候没有输出
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
#cta_engine = main_engine.add_app(CtaStrategyApp)
algo_engine = main_engine.add_app(AlgoTradingApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
sleep(10)
setting = {
'template_name':'TwapAlgo',
'vt_symbol':'rb2205.SHFE',
'price':5060,
'volume':10,
'time':10,
"direction": Direction.LONG,
'interval':5,
'offset':'开'
}
algo_engine.start_algo(setting)
main_engine.close()