From 3c884d9568e95bad756fe9514606a6e0e009b270 Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Fri, 29 Mar 2019 12:55:57 +0800 Subject: [PATCH] Update multi_signal_strategy.py --- .../strategies/multi_signal_strategy.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py b/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py index 62b32090..b2f1f8b3 100644 --- a/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py +++ b/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py @@ -134,7 +134,7 @@ class MaSignal(CtaSignal): class MultiSignalStrategy(TargetPosTemplate): """""" - author = '用Python的交易员' + author = "用Python的交易员" rsi_window = 14 rsi_level = 20 @@ -145,9 +145,9 @@ class MultiSignalStrategy(TargetPosTemplate): signal_pos = {} - parameters = ['rsi_window', 'rsi_level', 'cci_window', - 'cci_level', 'fast_window', 'slow_window'] - variables = ['signal_pos', 'target_pos'] + parameters = ["rsi_window", "rsi_level", "cci_window", + "cci_level", "fast_window", "slow_window"] + variables = ["signal_pos", "target_pos"] def __init__(self, cta_engine, strategy_name, vt_symbol, setting): """""" @@ -210,9 +210,9 @@ class MultiSignalStrategy(TargetPosTemplate): def calculate_target_pos(self): """""" - self.signal_pos['rsi'] = self.rsi_signal.get_signal_pos() - self.signal_pos['cci'] = self.cci_signal.get_signal_pos() - self.signal_pos['ma'] = self.ma_signal.get_signal_pos() + self.signal_pos["rsi"] = self.rsi_signal.get_signal_pos() + self.signal_pos["cci"] = self.cci_signal.get_signal_pos() + self.signal_pos["ma"] = self.ma_signal.get_signal_pos() target_pos = 0 for v in self.signal_pos.values():