From 0efcc3efbe920a55afdadb9993ad540e3886819c Mon Sep 17 00:00:00 2001 From: msincenselee Date: Mon, 9 Apr 2018 17:14:05 +0800 Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=94=B9HC=E7=9A=84=E5=A4=9C=E7=9B=98?= =?UTF-8?q?=E6=94=B6=E7=9B=98=E6=97=B6=E9=97=B4?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/app/ctaStrategy/ctaBase.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/vnpy/trader/app/ctaStrategy/ctaBase.py b/vnpy/trader/app/ctaStrategy/ctaBase.py index 55b4ec49..fce7de08 100644 --- a/vnpy/trader/app/ctaStrategy/ctaBase.py +++ b/vnpy/trader/app/ctaStrategy/ctaBase.py @@ -34,8 +34,8 @@ STOPORDERPREFIX = 'CtaStopOrder.' # 各类商品所在市场 NIGHT_MARKET_SQ1 = {'AU': 0, 'AG': 0} -NIGHT_MARKET_SQ2 = {'CU': 0, 'PB': 0, 'AL': 0, 'ZN': 0, 'FU': 0, 'BU': 0, 'WR': 0, 'HC': 0} -NIGHT_MARKET_SQ3 = {'RU': 0, 'RB': 0} +NIGHT_MARKET_SQ2 = {'CU': 0, 'PB': 0, 'AL': 0, 'ZN': 0, 'FU': 0, 'BU': 0, 'WR': 0} +NIGHT_MARKET_SQ3 = {'RU': 0, 'RB': 0, 'HC': 0} NIGHT_MARKET_ZZ = {'TA': 0, 'JR': 0, 'OI': 0, 'RO': 0, 'PM': 0, 'WT': 0, 'WS': 0, 'WH': 0, 'CF': 0, 'SR': 0, 'FG': 0, 'ME': 0, 'MA': 0, 'RS': 0, 'RM': 0, 'TC': 0, 'RI': 0, 'ER': 0} NIGHT_MARKET_DL = {'V': 0, 'L': 0, 'BB': 0, 'I': 0, 'FB': 0, 'C': 0, 'PP': 0, 'A': 0, 'B': 0, 'M': 0, 'Y': 0, 'P': 0, @@ -108,6 +108,7 @@ class CtaBarData(object): # CTAORDER_SHORT 、CTAORDER_COVER 、 CTAORDER_OPEN_REJECT 、 # CTAORDER_OPEN_FAIL 、CTAORDER_CLOSE_FAIL + self.mid3 = EMPTY_FLOAT # (CLOSE+HIGH+LOW)/3; self.mid4 = EMPTY_FLOAT # (2*CLOSE+HIGH+LOW)/4; self.mid5 = EMPTY_FLOAT # (2*CLOSE+HIGH+LOW+OPEN)/5