vnpy/examples/VnTrader/ST_setting.json

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[
{
"name": "m.09-01",
"activeLeg":
{
"vtSymbol": "m1709",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "m1801",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IF.07-09",
"activeLeg":
{
"vtSymbol": "IF1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IF1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IH.07-09",
"activeLeg":
{
"vtSymbol": "IH1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IH1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
},
{
"name": "IC.07-09",
"activeLeg":
{
"vtSymbol": "IC1707",
"ratio": 1,
"multiplier": 1.0,
"payup": 2
},
"passiveLegs": [
{
"vtSymbol": "IC1709",
"ratio": -1,
"multiplier": -1.0,
"payup": 2
}
]
}
]