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[Mod]更新OM相关配置

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vn.py 2018-02-05 15:43:46 +08:00
parent 076fc5ed47
commit 28ede4011f
2 changed files with 11 additions and 11 deletions
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10
vnpy/trader/app/optionMaster/TradingCalendar.csv
View File

@ -97,13 +97,13 @@ date,description
2018-02-12,
2018-02-13,
2018-02-14,
2018-02-15,
2018-02-16,
2018-02-15,holiday
2018-02-16,holiday
2018-02-17,weekend
2018-02-18,weekend
2018-02-19,
2018-02-20,
2018-02-21,
2018-02-19,holiday
2018-02-20,holiday
2018-02-21,holiday
2018-02-22,
2018-02-23,
2018-02-24,weekend

1 date description
97 2018-02-12
98 2018-02-13
99 2018-02-14
100 2018-02-15 holiday
101 2018-02-16 holiday
102 2018-02-17 weekend
103 2018-02-18 weekend
104 2018-02-19 holiday
105 2018-02-20 holiday
106 2018-02-21 holiday
107 2018-02-22
108 2018-02-23
109 2018-02-24 weekend

12
vnpy/trader/app/optionMaster/etf_portfolio.json
View File

@ -7,12 +7,7 @@
"chain": [
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1712",
"r": 0.03
},
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1801",
"chainSymbol": "510050-1802",
"r": 0.03
},
{
@ -24,6 +19,11 @@
"underlyingSymbol": "510050",
"chainSymbol": "510050-1806",
"r": 0.03
},
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1809",
"r": 0.03
}
]
}