Comments (6)
wh1100717
commented on June 22, 2024
@handsomu @Cuizi7 broker 在初始化的 account 的时候 已经初始化了对应的 backward_trade_set 触发trade event 的时候 应该判断一下 trade_id 是否在backward_trade_set 中 如果在的话 就不再触发该event。 不过这么来说，order怎么处理.... 😂😂😂
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Cuizi7
commented on June 22, 2024
这块的 order 打算这么处理：
- 维护一个订单对象的缓存
- 发单的时候将订单对象缓存在上述缓存中
- 收到订单回报的时候：
- 若缓存中无该订单对象则创建并缓存之，若存在则读取之
- 若订单对象的 order_status 为 pending_new （即首次收到该订单的回报）则发布 ORDER_PENDING_NEW 事件
- 若订单回报中的 order_status 为订单对象的前置状态，则忽略该回报
- 若订单回报中的 order_status 为订单对象的后置状态，则修改订单状态并发布对应事件
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Cuizi7
commented on June 22, 2024
已尝试修复，明天交易时间我继续测试。
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hzliu
commented on June 22, 2024
断线重连的时候应该直接 fast_forward 吧？
2017-05-02 18:49 GMT+08:00 Cuizi7 <[email protected]>:
… 已尝试修复，明天交易时间我继续测试。
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Cuizi7
commented on June 22, 2024
@hzliu 现在在初始化阶段和账户短线重连的时候都是用的我自己写的类似 fast_forward 的逻辑，因为最早写这段逻辑的时候 rqalpha 还没有现在的 fast_forward，纯属历史原因。
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Cuizi7
commented on June 22, 2024
master 分支已修复。
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Related Issues (20)
- vnpy在onRtnDepthMarketData的问题 HOT 4
- 脱离 vtGateway HOT 2
- 数据和交易解耦
- 加入 RPC 模式
- 运行vnpy mod报错，详细信息如下： HOT 2
- 在vnpy mod里如何做vnpy的交易呢 ？ HOT 27
- 在vnpy mod里，如何获得vnpy的交易数据呢 ？ HOT 3
- 如何通过代码运行 rqalpha-mod-vnpy？ HOT 3
- 发送平仓单时针对上期所平今的处理 HOT 1
- 测试发单时候系统报错退出 HOT 2
- 获取当前持仓的市场行情出错 HOT 2
- 9:26启动策略报 signed integer greater than maximum错误 HOT 2
- 初始化时获取重复获取open orders，仓位回复时候昨仓有误 HOT 1
- 最新版本rqalpha 出错 ImportError: No module named account HOT 4
- 这用的ctp接口是64位还是32位的？
- ImportError: No module named account HOT 1
- 启动恢复仓位时出现空仓key error HOT 1
- 适配 vnpy 新版本 HOT 2
- 程序初始化时获取不到某些合约的last_price导致portfolio有关计算出错 HOT 2
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