Fix JoinQuant persistence issue

Author: sinall

examples/simply_joinquant_strategy.py

@@ -3,31 +3,34 @@
 
 # 初始化函数，设定要操作的股票、基准等等
 def initialize(context):
-    # 创建 JoinQuantExecutor 对象
-    # 可选参数包括：host, title, account 等
-    g.executor = shipane_sdk.JoinQuantExecutor(host='xxx.xxx.xxx.xxx')
-
     # 定义一个全局变量, 保存要操作的股票
     # 000001(股票:平安银行)
     g.security = '000001.XSHE'
     # 设定沪深300作为基准
     set_benchmark('000300.XSHG')
 
 
+def process_initialize(context):
+    # 创建 JoinQuantExecutor 对象
+    # 可选参数包括：host, port, title, account 等
+    g.__executor = shipane_sdk.JoinQuantExecutor(host='xxx.xxx.xxx.xxx')
+
+
 # 每个单位时间(如果按天回测,则每天调用一次,如果按分钟,则每分钟调用一次)调用一次
 def handle_data(context, data):
-    security = g.security
-
     # 保存 order 对象
-    order = order_value('000001.XSHE', 1000)
-    log.info('JointQuant executed:\n%s', str(order))
+    current_order = order('000001.XSHE', 100)
+    log.info('JointQuant executed:\n%s', str(current_order))
 
     # 实盘易依据聚宽的 order 对象下单
-    response = g.executor.execute(order)
+    response = g.__executor.execute(current_order)
     if response is not None:
         log.info('ShiPanE response:\nstatus_code: %d\ntext: %s', response.status_code, response.text)
     else:
         log.error('ShiPanE did not response')
 
+    current_order = order(g.security, -100)
+    g.__executor.execute(current_order)
+
     # 撤单
-    g.executor.cancel(order)
+    g.__executor.cancel(current_order)