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Update multi_timeframe_strategy.py

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1122455801 2019-03-29 12:56:04 +08:00
parent 3c884d9568
commit 29fe0b072c
1 changed files with 6 additions and 6 deletions
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12
vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
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@ -12,7 +12,7 @@ from vnpy.app.cta_strategy import (
class MultiTimeframeStrategy(CtaTemplate): class MultiTimeframeStrategy(CtaTemplate):
"""""" """"""
author = '用Python的交易员' author = "用Python的交易员"
rsi_signal = 20 rsi_signal = 20
rsi_window = 14 rsi_window = 14
@ -27,12 +27,12 @@ class MultiTimeframeStrategy(CtaTemplate):
slow_ma = 0 slow_ma = 0
ma_trend = 0 ma_trend = 0
parameters = ['rsi_signal', 'rsi_window', parameters = ["rsi_signal", "rsi_window",
'fast_window', 'slow_window', "fast_window", "slow_window",
'fixed_size'] "fixed_size"]
variables = ['rsi_value', 'rsi_long', 'rsi_short', variables = ["rsi_value", "rsi_long", "rsi_short",
'fast_ma', 'slow_ma', 'ma_trend'] "fast_ma", "slow_ma", "ma_trend"]
def __init__(self, cta_engine, strategy_name, vt_symbol, setting): def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
"""""" """"""