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最近发现CTA策略的回测带的策略是即做多有做空的,自己写了个单均线的策略但是并不生效,具体代码如下:

from vnpy_ctastrategy import (
    CtaTemplate,
    StopOrder,
    TickData,
    BarData,
    TradeData,
    OrderData,
    BarGenerator,
    ArrayManager,
)


class SingleMaStrategy(CtaTemplate):
    author = " "

    ma_window = 20

    ma0 = 0.0
    ma1 = 0.0
    close0 = 0.0
    close1 = 0.0

    parameters = ["ma_window"]
    variables = ["ma0", "ma1", "close0", "close1"]

    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(20)

    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.
        """

        am = self.am
        am.update_bar(bar)
        if not am.inited:
            return

        ma = am.sma(self.ma_window, array=True)
        self.ma0 = ma[-1]
        self.ma1 = ma[-2]
        close = self.am.close_array
        self.close0 = close[-1]
        self.close1 = close[-2]

        cross_over = self.close0 > self.ma0 and self.close1 < self.ma1
        cross_below = self.close0 < self.ma0 and self.close1 > self.ma1

        if cross_over:
            if self.pos == 0:
                self.buy(bar.close_price, 1)

        elif cross_below:
            if self.pos > 0:
                self.sell(bar.close_price, 1)

        self.put_event()

    def on_order(self, order: OrderData):
        """
        Callback of new order data update.
        """
        pass

    def on_trade(self, trade: TradeData):
        """
        Callback of new trade data update.
        """
        self.put_event()

    def on_stop_order(self, stop_order: StopOrder):
        """
        Callback of stop order update.
        """
        pass

这样写没办法执行不知道为什么,请各位大神指教一下谢谢

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【不生效】具体指的是?

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