initial-import: 2026-04-11 21:18:55

test/rpc/test_simple_strategy.py

@@ -0,0 +1,70 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+class SimpleTestStrategy(CtaTemplate):
+    """最简单的测试策略，用于排查回测API问题"""
+    
+    author = "姜维"
+    
+    # 策略参数
+    fast_window = 5
+    slow_window = 20
+    
+    # 策略变量
+    fast_ma = 0
+    slow_ma = 0
+    
+    parameters = ["fast_window", "slow_window"]
+    variables = ["fast_ma", "slow_ma"]
+    
+    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
+        """初始化策略"""
+        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
+        
+        # 创建K线合成器
+        self.bg = BarGenerator(self.on_bar)
+        # 创建数组管理器
+        self.am = ArrayManager()
+    
+    def on_init(self):
+        """策略初始化"""
+        self.write_log("策略初始化")
+        # 预加载10根K线
+        self.load_bar(10)
+    
+    def on_start(self):
+        """策略启动"""
+        self.write_log("策略启动")
+    
+    def on_stop(self):
+        """策略停止"""
+        self.write_log("策略停止")
+    
+    def on_tick(self, tick: TickData):
+        """Tick推送"""
+        self.bg.update_tick(tick)
+    
+    def on_bar(self, bar: BarData):
+        """K线推送"""
+        # 更新数组
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            return
+        
+        # 计算指标
+        self.fast_ma = self.am.sma(self.fast_window)
+        self.slow_ma = self.am.sma(self.slow_window)
+        
+        # 简单交易逻辑
+        if self.fast_ma > self.slow_ma and not self.pos:
+            self.buy(bar.close_price, 1)
+        elif self.fast_ma < self.slow_ma and self.pos > 0:
+            self.sell(bar.close_price, 1)