ontrade
1
2
3
4
5
6
7
| cataEngine:
processTradeEvent
self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
backtesting
def crossLimitOrder(self):
def crossStopOrder(self):
|
onOrder
1
2
3
4
5
6
7
8
| cataEngine:
processOrderEvent
self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
backtesting
def cancelOrder(self, vtOrderID):
def crossLimitOrder(self):
def crossStopOrder(self):
|
onStopOrder
1
2
3
4
5
6
7
8
| cataEngine:
def cancelStopOrder(self, stopOrderID):
def processStopOrder(self, tick):
def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy):
backtesting
def cancelStopOrder(self, stopOrderID):
def crossStopOrder(self):
|
特殊注意
1
2
| so.status = STOPORDER_TRIGGERED
so.strategy.onStopOrder(so)
|
停止单被触发和停止单被执行，并不完全相同，触发是发送个券商，执行才是真正完成。