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tick 级别回测，这个值我下单后，值不会变，为了便于还原此bug，我再 on_tick里键入这个逻辑，结果下了好多单，基本上判断pos废了
if self.pos == 0:，
self.buy(tick.ask_price_1, 1)
elif self > 0:
self.sell(tick.bid_price_1, 1)

from vnpy.app.cta_strategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager
)

class Demo02(CtaTemplate):

author = "" 
止盈点 = 3
止损点 = 3

parameters = ["止盈点", "止损点"]

variables = []

# 持仓成本价
trade_price = 0
# 计划止盈平仓价格
plan_win_price = 0
# 计划止损平仓价格
plan_lost_price = 0

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):

    self.load_tick(1)

def on_start(self):

    print("策略开始")

def on_stop(self):

    print("策略结束")

def on_tick(self, tick: TickData):
    if self.pos == 0:
        if tick.datetime.hour > 14 and tick.datetime.minute > 40:
            return
        # 如果卖1价为整数压力位，则用xxx9价格建仓做空
        if (tick.ask_price_1%10 == 0) and (tick.ask_price_1-tick.bid_price_1)==1:

            self.short(tick.bid_price_1, 1)

            self.plan_win_price = tick.bid_price_1 - self.止盈点

            self.plan_lost_price = tick.bid_price_1 + self.止损点

            self.trade_price = tick.bid_price_1

    elif self.pos < 0:
        # 如果到收盘时间或者至止盈止损价，平仓空单
        if (tick.datetime.hour == 14 and tick.datetime.minute > 58) or (tick.ask_price_1 >= self.plan_lost_price) or (tick.ask_price_1 <= self.plan_win_price):
            self.cover(tick.ask_price_1, 1)

    self.put_event()

def on_bar(self, bar: BarData):

    self.put_event()

def on_trade(self, trade: TradeData):

    self.put_event()

def on_order(self, order: OrderData):

    self.put_event()

def on_stop_order(self, stop_order: StopOrder):

    self.put_event()

就这么简单的一个tick级别的策略，就是逢卖1价整数，做空，结果无论怎么测试，都是很大的盈利，数据乱的。