这是一个10，20双均线策略，on_bar中ArrayManager使用默认大小100，历史数据7/1开始，但是在最前面部分都没有成交，直到7/17才开始正常成交，这是为什么呀

xzf wrote:

这是一个10，20双均线策略，on_bar中ArrayManager使用默认大小100，历史数据7/1开始，但是在最前面部分都没有成交，直到7/17才开始正常成交，这是为什么呀
在前面部分里，设置断点发现，在前面无成交部分，在on_bar函数里已经调用了self.buy函数，但是之后确没有触发on_order和on_trader函数
```
from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)

class DoubleMa1Strategy(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.
    """

    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:
            self.buy(bar.close_price+0.1*bar.close_price, 1)

    elif cross_below:
        if self.pos > 0:
            self.sell(bar.close_price-bar.close_price*0.1, 1)
    a=self.pos

    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

```

因为在load_bar函数中加载了十天的K线，那个期间是不交易的。