Method run

quantdigger/kernel/engine/execute_unit.py:44–88

(self)

            BarTracker(self, pcon)

    def run(self):
        """""" 
        print 'running...'
        bar_index = 0
        while bar_index < self._data_length:
            #
            latest_bars = { }
            for tracker in self.trackers:
                bar = tracker.update_curbar(bar_index)
                latest_bars[tracker._main_contract] = bar
            # 在回测中无需MARKET事件。
            # 这样可以加速回测速度。
            for algo in self._strategies:
                bar = algo.update_curbar(bar_index)
                algo.exchange.update_datetime(bar.datetime)
                algo.blotter.update_datetime(bar.datetime)
                latest_bars[algo._main_contract] = bar
                algo.blotter.update_bar(latest_bars)
                #algo.exchange.make_market(bar)
                # 对新的价格运行算法。
                algo.execute_strategy()
                while True:
                   # 事件处理。 
                    try:
                        event = algo.events_pool.get()
                    except Queue.Empty:
                        break
                    except IndexError:
                        break
                    else:
                        if event is not None:
                            #if event.type == 'MARKET':
                                #strategy.calculate_signals(event)
                                #port.update_timeindex(event)
                            if event.type == Event.SIGNAL:
                                algo.blotter.update_signal(event)

                            elif event.type == Event.ORDER:
                                algo.exchange.update_order(event)

                            elif event.type == Event.FILL:
                                algo.blotter.update_fill(event)
                    # 价格撮合。note: bar价格撮合要求撮合置于运算后面。
                    algo.exchange.make_market(bar)
            bar_index += 1

    def load_data(self, pcontract):
        """ 加载周期合约数据