第一次使用TargetPosTemplate来处理开平仓,使用tick数据,策略类继承了TargetPosTemplate,并按注释要求在onTick回调函数里面加了super(GridStrategy, self).onTick(tick),策略可以跑起来,但导出回测记录,却只有开仓记录没有平仓记录,目标仓位为0系统是通过开反向仓位实现的。请问是哪个地方出了问题呀?
class GridInDayMStrategy(TargetPosTemplate):
...
def init(self, ctaEngine, setting):
"""Constructor"""
super(GridInDayMStrategy, self).init(ctaEngine, setting)
...
def onTick(self, tick):
super(GridStrategy, self).onTick(tick)
...
self.setTargetPos( self.fixedSize)