调整了一下，应该好一点了。
from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)
class LeverageMonitor(CtaTemplate):
"""
本策略属于辅助策略，一般需与其它主策略配合使用。
策略的当前版本是基于单品种，净持仓为多仓的情况。其它情况下，需对本策略作进一步修订。
"""
author = "alexfucn"
less = 0.0
more = 0.0
parameters = []
variables = ["less","more"]
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
self.am = ArrayManager()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.load_bar(10)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("策略启动")
self.put_event()
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("策略停止")
self.put_event()
def on_tick(self, tick: TickData) -> None:
"""
Callback of new tick data update.
"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData) :
"""
Callback of new bar data update.
"""
am = self.am
am.update_bar(bar)
if not am.inited:
return
less = (self.balance-self.available)/self.balance>0.60
more = (self.balance-(self.available-(self.balance-self.available)/self.pos))/self.balance<0.60
#不确定self.pos能否获得具体仓位品种手数，可能要通过手工输入或外链获取
#杠杠比率目标通过外链获取会比较方便根据当时情况进行调整
if less:
self.sell(bar.close_price, 1)
elif more:
self.send_email("you can buy more",self )
self.put_event()
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
pass
def on_trade(self, trade: TradeData):
"""
Callback of new trade data update.
"""
self.put_event()
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass
def send_email(self, msg) -> None:
"""
Send email to default receiver.
"""
if self.inited:
self.cta_engine.send_email(msg, self)
self.put_event()
def on_account(self,account):
"""
账户信息balance:总资金, available:可用资金, commission:今日手续费，pre_balance上个交易日总资金
"""
self.balance = account.balance
self.available=account.available
self.put_event()先简单把想法敲出来，起码先得有个模子
先是照抄大神 上弦之月 的作业
ctaengine里面加上：
from vnpy.trader.event import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, EVENT_POSITION, EVENT_ACCOUNT)
#--------------------------------------------------------------------------------------
def process_account_event(self,event: Event):
"""
收到账户事件推送
"""
account = event.data
for strategy_name in self.strategies.keys():
strategy = self.strategies[strategy_name]
self.call_strategy_func(strategy, strategy.on_account, account)
#------------------------------------------------------------------------------------
def register_event(self):
"""
注册事件监听
"""
self.event_engine.register(EVENT_TICK, self.process_tick_event)
self.event_engine.register(EVENT_ORDER, self.process_order_event)
self.event_engine.register(EVENT_TRADE, self.process_trade_event)
self.event_engine.register(EVENT_POSITION, self.process_position_event)
self.event_engine.register(EVENT_ACCOUNT, self.process_account_event)cta_strategy\template.py里面加上：
#----------------------------------------------------------------------
@virtual
def on_account(self, account):
"""
账户信息推送
"""
pass然后是杠杆监视器策略的代码：
from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)
class LeverageMonitor(CtaTemplate):
author = "alexfucn"
parameters = []
variables = []
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
self.am = ArrayManager()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.load_bar(10)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("策略启动")
self.put_event()
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("策略停止")
self.put_event()
def on_tick(self, tick: TickData) -> None:
"""
Callback of new tick data update.
"""
pass
def on_bar(self, bar: BarData) :
"""
Callback of new bar data update.
"""
am = self.am
am.update_bar(bar)
if not am.inited:
return
self.put_event()
def on_account(self,account):
"""
账户信息balance:总资金, available:可用资金, commission:今日手续费，pre_balance上个交易日总资金
"""
self.balance = account.balance
self.available=account.available
less = (self.balance-self.available)/self.balance>0.60
more = (self.balance-(self.available-(self.balance-self.available)/self.pos))/self.balance<0.60
#不确定self.pos能否获得具体仓位品种手数，可能要通过手工输入或外链获取
#杠杠比率目标通过外链获取会比较方便根据当时情况进行调整
if less:
self.sell(bar.close_price, 1)
elif more:
self.send_email(msg, "you can buy more")
self.put_event()纯小白，代码之后再对着书慢慢修吧
需求：杠杆监视器（LeverageMonitor.py）
目标：给github上的vn.py项目加上杠杆监视器功能
描述：
假设当前持仓为单一品种sc2305，手数为n=n0，当前权益为Q0，当前可用资金为A0，当前使用保证金为R0=Q0-A0，资金使用率目标为T0=R0/Q0=60%。当T0>60%时，触发减仓1手，并不断循环，直到T0<=60%为止。
同时，假设当n=n0+1时，权益为Q1=Q0，当前可用资金为A1，当前使用保证金为R1=Q1-A1，资金使用率目标为T1=R1/Q1=60%。当T1<60%时，触发发送一封邮件到指定邮箱。
帖子后面会持续更新代码完成进度，也请各位大神指教
