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修改HC的夜盘收盘时间

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This commit is contained in:
msincenselee 2018-04-09 17:14:05 +08:00
parent 764b1bd7bb
commit 0efcc3efbe
1 changed files with 3 additions and 2 deletions
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5
vnpy/trader/app/ctaStrategy/ctaBase.py
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@ -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