因为策略有点复杂，需要去判定是哪个信号里的stop order被执行了，
def cross_stop_order(self):
"""
Cross stop order with last bar/tick data.
"""
if self.mode == BacktestingMode.BAR:
long_cross_price = self.bar.high_price
short_cross_price = self.bar.low_price
long_best_price = self.bar.open_price
short_best_price = self.bar.open_price
else:
long_cross_price = self.tick.last_price
short_cross_price = self.tick.last_price
long_best_price = long_cross_price
short_best_price = short_cross_price
for stop_order in list(self.active_stop_orders.values()):
# Check whether stop order can be triggered.
long_cross = (
stop_order.direction == Direction.LONG
and stop_order.price <= long_cross_price
)
short_cross = (
stop_order.direction == Direction.SHORT
and stop_order.price >= short_cross_price
)
if not long_cross and not short_cross:
continue
# Create order data.
self.limit_order_count += 1
order = OrderData(
symbol=self.symbol,
exchange=self.exchange,
orderid=str(self.limit_order_count),
direction=stop_order.direction,
offset=stop_order.offset,
price=stop_order.price,
volume=stop_order.volume,
traded=stop_order.volume,
status=Status.ALLTRADED,
gateway_name=self.gateway_name,
datetime=self.datetime
)
self.limit_orders[order.vt_orderid] = order这里stop order被cross后，会生成order 和trade推送出去， 但是order和trade的id都和stop_order的vt_orderid没有关系， 如何在on_trade或者on_order的时候判定这个trade或者order 是之前缓存下vt_orderid的stop_order呢
