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Update multi_signal_strategy.py

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This commit is contained in:
1122455801 2019-03-29 12:55:57 +08:00
parent 1a569dcf7f
commit 3c884d9568
1 changed files with 7 additions and 7 deletions
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14
vnpy/app/cta_strategy/strategies/multi_signal_strategy.py
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@ -134,7 +134,7 @@ class MaSignal(CtaSignal):
class MultiSignalStrategy(TargetPosTemplate): class MultiSignalStrategy(TargetPosTemplate):
"""""" """"""
author = '用Python的交易员' author = "用Python的交易员"
rsi_window = 14 rsi_window = 14
rsi_level = 20 rsi_level = 20
@ -145,9 +145,9 @@ class MultiSignalStrategy(TargetPosTemplate):
signal_pos = {} signal_pos = {}
parameters = ['rsi_window', 'rsi_level', 'cci_window', parameters = ["rsi_window", "rsi_level", "cci_window",
'cci_level', 'fast_window', 'slow_window'] "cci_level", "fast_window", "slow_window"]
variables = ['signal_pos', 'target_pos'] variables = ["signal_pos", "target_pos"]
def __init__(self, cta_engine, strategy_name, vt_symbol, setting): def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
"""""" """"""
@ -210,9 +210,9 @@ class MultiSignalStrategy(TargetPosTemplate):
def calculate_target_pos(self): def calculate_target_pos(self):
"""""" """"""
self.signal_pos['rsi'] = self.rsi_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["cci"] = self.cci_signal.get_signal_pos()
self.signal_pos['ma'] = self.ma_signal.get_signal_pos() self.signal_pos["ma"] = self.ma_signal.get_signal_pos()
target_pos = 0 target_pos = 0
for v in self.signal_pos.values(): for v in self.signal_pos.values():