Backtrader中存在多头持仓时止损卖单（Sellstop）触发后未触发notify_trade通知的问题

我最近在Backtrader开发策略时碰到了一个诡异的问题，特意跑了两个测试来复现场景，先给大家展示我的notify_order代码，再详细说说测试情况：

Test 1：仅执行1个止损卖单（Sellstop） #

当我单独提交一个止损卖单时，流程完全符合预期：

• 在notify_order中能看到订单被标记为**SUBMITTED（已提交）和ACCEPTED（已接受）**的日志（此时价格还未触及止损价，所以订单还未进入COMPLETED状态）
• 当价格到达止损触发价后，notify_order会收到订单变为**COMPLETED（已完成）**的日志，紧接着notify_trade就会记录卖单成交的日志（我通过trade.justopened来追踪成交状态）

Test 2：先开多头持仓再挂止损卖单 #

这时候问题就出现了：

• 先提交的多头市价单立刻成交，notify_order里正常输出SUBMITTED、ACCEPTED、COMPLETED的日志，notify_trade也成功记录了多头成交的信息
• 同时提交的止损卖单，notify_order里同样能看到SUBMITTED和ACCEPTED的日志（此时价格未到止损价，订单未COMPLETED）
• 但当价格触发止损价后，notify_order确实收到了订单COMPLETED的日志，但notify_trade里完全没有任何卖单成交的日志
• 划重点：两次测试除了Test2多了一步开多头持仓的操作，代码完全没有改动

补充说明：如果换成限价单（Limit Orders）做完全相同的操作，整个流程都正常——限价单和止损单一样都是挂单类型，偏偏只有止损卖单会出现这个异常情况

有没有朋友遇到过类似的问题？Backtrader官方有没有相关的问答或者已知的解决方案？

以下是我的notify_order实现代码：

def notify_order(self, order):
    """
    ORDERS are actions that are unfulfilled/pending
    (means they are waiting to enter or be triggered into the market)
    Args:
        order: order.status can be any of {order.Created, order.Submitted,
        order.Accepted, order.Partial,
        order.Completed, order.Canceled, order.Expired, order.Margin, order.Rejected}
        #todo type hint

    Returns: None
    """

    if order.status in [order.Submitted]:
        log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- Order {order.ref} Submitted at price {order.price}, commission {order.executed.comm}\n{order}')

        if order.p.exectype == 0 : # Market order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of BUY type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of SELL type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 2 : # Limit order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of BUY type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of SELL type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 3 : # Stop order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of BUY type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of SELL type Ref ID {order.ref} SUBMITTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass
        else:
            pass
        return

    if order.status in [order.Accepted]:
        log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- Order {order.ref} Accepted at price {order.price}, commission {order.executed.comm}\n{order}')
        
        if order.p.exectype == 0 : # Market order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of BUY type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of SELL type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 2 : # Limit order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of BUY type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of SELL type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 3 : # Stop order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of BUY type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of SELL type Ref ID {order.ref} ACCEPTED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass
        else:
            pass
        return

    if order.status in [order.Completed]:
        log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- Order {order.ref} Completed at price {order.price}, commission {order.executed.comm}\n{order}')
                    
        if order.p.exectype == 0 : # Market order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of BUY type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of SELL type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 2 : # Limit order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of BUY type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of SELL type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass

        elif order.p.exectype == 3 : # Stop order
            if order.isbuy():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of BUY type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            elif order.issell():
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of SELL type Ref ID {order.ref} COMPLETED at Price: {order.price}, commission {order.executed.comm}')
            else:
                pass
        else:
            pass
        return

    if order.status in [order.Canceled]:
        log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- Order {order.ref} Canceled. Specs of order:\n{order}')

        if order.isbuy():
            if order.p.exectype == 0:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of BUY type ID {order.info.ref} & Ref ID {order.ref} deleted')
            elif order.p.exectype == 2:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of BUY type ID {order.info.ref} & Ref ID {order.ref} deleted')
            elif order.p.exectype == 3:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of BUY type ID {order.info.ref} & Ref ID {order.ref} deleted')
            else:
                pass

        elif order.issell():
            if order.p.exectype == 0:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- MARKET order of SELL type ID {order.info.ref} & Ref ID {order.ref} deleted')
            elif order.p.exectype == 2:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- LIMIT order of SELL type ID {order.info.ref} & Ref ID {order.ref} deleted')
            elif order.p.exectype == 3:
                log.debug(f'{self.datetime.datetime(ago=0).isoformat()} --- STOP order of SELL type ID {order.info.ref} & Ref ID {order.ref} deleted')
            else:
                pass
        
    if order.status in [order.Expired]:
        log.info(f'{self.datetime.datetime(ago=0).isoformat()}  --- Order {order.ref} Expired and could not be executed')
        self.remove_open_order(order.p.tradeid)
        return

    if order.status in [order.Margin]:
        log.error(f'{self.datetime.datetime(ago=0).isoformat()}  --- Insufficient cash to execute order - increase starting cash or improve strategy: Order {order.ref} Margin')

备注：内容来源于stack exchange，提问作者Pierre Cilliers