senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update ctaEngine.py

Browse Source 
Fix a typo
This commit is contained in:
Bigtan 2016-04-19 10:29:43 +08:00
parent 747e08afa9
commit 543cace810
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
vn.trader/ctaAlgo/ctaEngine.py
View File

@ -163,7 +163,7 @@ class CtaEngine(object):
for so in self.workingStopOrderDict.values(): for so in self.workingStopOrderDict.values():
if so.vtSymbol == vtSymbol: if so.vtSymbol == vtSymbol:
longTriggered = so.direction==DIRECTION_LONG and tick.lastPrice>=so.price # 多头停止单被触发 longTriggered = so.direction==DIRECTION_LONG and tick.lastPrice>=so.price # 多头停止单被触发
shortTriggered = so.direction==DIRECTION_SHORT and tick.lasatPrice<=so.price # 空头停止单被触发 shortTriggered = so.direction==DIRECTION_SHORT and tick.lastPrice<=so.price # 空头停止单被触发
if longTriggered or shortTriggered: if longTriggered or shortTriggered:
# 买入和卖出分别以涨停跌停价发单（模拟市价单） # 买入和卖出分别以涨停跌停价发单（模拟市价单）