我照着例子写了一个简单的双均线策略，但是一直在那里停着不动，请问
- 这是什么问题
- 去哪里能看到日志，调查为什么卡住了
前题：数据是提前下载好了的，试过了CTPTest以及币安的交易都是这样
class demo_double_script(CtaTemplate):
"""
测试双曲线策略
"""
fast_window = 10 # 快速均线
slow_window = 20 # 慢速均线
# 定义变量
fast_ma0 = 0
fast_ma1 = 0
slow_ma0 = 0
slow_ma1 = 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):
"""
初使化
"""
super().__init__(self,
cta_engine,
strategy_name,
vt_symbol,
setting)
self.write_log("进入策略")
self.bg = BarGenerator(self.on_bar) # 均线
self.am = ArrayManager() # 数据队列
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初使化")
self.load_bar(10)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("策略开始")
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("策略结束")
def on_tick(self, tick: TickData):
"""
Callback of new tick data update.
"""
self.write_log("策略tick")
self.bg.update_tick(tick)
pass
def on_bar(self, bar: BarData):
"""
Callback of new bar data update.
即拿到K线后的回调
"""
self.write_log("策略bar")
# 更新K线
self.am.update_bar(bar)
if not self.am.inited:
return
# 当前均线数值
self.fast_ma0 = self.am.sma(self.fast_window, array=True)[-1]
# 上一个均线数值
self.fast_ma1 = self.am.sma(self.fast_window, array=True)[-2]
# 当前均线数值
self.slow_ma0 = self.am.sma(self.slow_window, array=True)[-1]
# 上一个均线数值
self.slow_ma1 = self.am.sma(self.slow_window, array=True)[-2]
# 是否持仓
if self.pos == 0:
if self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1:
self.buy(bar.close_price, 1)
elif self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1:
self.short(bar.close_price, 1)
self.put_event()
def on_trade(self, trade: TradeData):
"""
Callback of new trade data update.
"""
pass
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
pass
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass
