我在策略的on_order里打印价格，怎么输出的数字只有1位小数，比如9.6。有人碰到这个现象吗？
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
print(order.price)
我在策略的on_order里打印价格，怎么输出的数字只有1位小数，比如9.6。有人碰到这个现象吗？
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
print(order.price)
请问交易的是什么品种，回测的时候pricetick填的正确吗？
是股票日线数据，日志如下
short creat0 2000-06-28 00:00:00+08:06 1.8414
on order 2000-06-28 00:00:00+08:06 orderid 1 Direction.SHORT Status.NOTTRADED price 1.8 vol 1 trade 0
on order 2000-06-28 00:00:00+08:06 orderid 1 Direction.SHORT Status.ALLTRADED price 1.8 vol 1 trade 1
on trade===> 2000-06-29 00:00:00+08:06 tradeid 1 Direction.SHORT price 1.8446 vol 1 orderid 1
代码如下
class DoubleMaStrategy(CtaTemplate):
author = "用Python的交易员"
fast_window = 10
slow_window = 20
fast_ma0 = 0.0
fast_ma1 = 0.0
slow_ma0 = 0.0
slow_ma1 = 0.0
parameters = ["fast_window", "slow_window"]
variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
self.am = ArrayManager()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.load_bar(10)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("策略启动")
self.put_event()
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("策略停止")
self.put_event()
def on_tick(self, tick: TickData):
"""
Callback of new tick data update.
"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData):
"""
Callback of new bar data update.
"""
# print(bar.datetime,bar.open_price)
am = self.am
am.update_bar(bar)
if not am.inited:
return
fast_ma = am.sma(self.fast_window, array=True)
self.fast_ma0 = fast_ma[-1]
self.fast_ma1 = fast_ma[-2]
slow_ma = am.sma(self.slow_window, array=True)
self.slow_ma0 = slow_ma[-1]
self.slow_ma1 = slow_ma[-2]
cross_over = self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1
cross_below = self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1
if cross_over:
if self.pos == 0:
print('buy creat0',bar.datetime,bar.close_price)
self.buy(bar.close_price, 1)
elif self.pos < 0:
print('cover creat',bar.datetime,bar.close_price, 'pos',self.pos)
self.cover(bar.close_price, 1)
print('buy creat',bar.datetime,bar.close_price)
self.buy(bar.close_price, 1)
elif cross_below:
if self.pos == 0:
print('short creat0',bar.datetime,bar.close_price)
self.short(bar.close_price, 1)
elif self.pos > 0:
print('sell creat',bar.datetime,bar.close_price)
self.sell(bar.close_price, 1)
print('short creat',bar.datetime,bar.close_price)
self.short(bar.close_price, 1)
self.put_event()
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
print('on order',order.datetime,'orderid',order.orderid,order.direction,order.status, 'price',round(order.price,4), 'vol',order.volume,'trade',order.traded)
def on_trade(self, trade: TradeData):
"""
Callback of new trade data update.
"""
print('on trade===>',trade.datetime,'tradeid',trade.tradeid,trade.direction,'price',trade.price,'vol',trade.volume,'orderid',trade.orderid)
self.put_event()
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass你的on_order打印价格的部分不是写了round函数吗？你的on_trade直接打印的价格不是不止一位小数吗？
请价差你回测时候的pricetick，是设置了多少，这个必须和实盘的合约最小价格跳动一致
