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[Fix]Close #624

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vn.py 2017-12-05 10:18:49 +08:00
parent e8981a97c8
commit 26c690263d
1 changed files with 3 additions and 2 deletions
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5
vnpy/trader/app/ctaStrategy/ctaTemplate.py
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@ -404,14 +404,15 @@ class BarManager(object):
self.xminBar.open = bar.open self.xminBar.open = bar.open
self.xminBar.high = bar.high self.xminBar.high = bar.high
self.xminBar.low = bar.low self.xminBar.low = bar.low
self.xminBar.datetime = bar.datetime # 以第一根分钟K线的开始时间戳作为X分钟线的时间戳
# 累加老K线 # 累加老K线
else: else:
self.xminBar.high = max(self.xminBar.high, bar.high) self.xminBar.high = max(self.xminBar.high, bar.high)
self.xminBar.low = min(self.xminBar.low, bar.low) self.xminBar.low = min(self.xminBar.low, bar.low)
# 通用部分 # 通用部分
self.xminBar.close = bar.close self.xminBar.close = bar.close
self.xminBar.datetime = bar.datetime
self.xminBar.openInterest = bar.openInterest self.xminBar.openInterest = bar.openInterest
self.xminBar.volume += int(bar.volume) self.xminBar.volume += int(bar.volume)