[Mod]价差交易模块的价差算法显示改为和价差数据一致,Close #1083

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vn.py 2018-12-02 13:44:50 +08:00
parent b7a5a0bbbe
commit 02ac91af6f

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@ -35,7 +35,7 @@ class StDataEngine(object):
# 腿、价差相关字典 # 腿、价差相关字典
self.legDict = {} # vtSymbol:StLeg self.legDict = {} # vtSymbol:StLeg
self.spreadDict = {} # name:StSpread self.spreadDict = OrderedDict() # name:StSpread
self.vtSymbolSpreadDict = {} # vtSymbol:StSpread self.vtSymbolSpreadDict = {} # vtSymbol:StSpread
self.registerEvent() self.registerEvent()