[Fix] close #2187

2019-11-14 12:24:51 +08:00 · 2019-11-14 12:24:51 +08:00 · 6015edcb73
commit 6015edcb73
parent 1351496280
3 changed files with 1019 additions and 471 deletions
--- a/examples/spread_backtesting/backtesting.ipynb
+++ b/examples/spread_backtesting/backtesting.ipynb
--- a/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py
+++ b/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py
@ -94,6 +94,8 @@ class StatisticalArbitrageStrategy(SpreadStrategyTemplate):
        """
        Callback when spread bar data is generated.
        """
+        self.stop_all_algos()
+
        self.am.update_bar(bar)
        if not self.am.inited:
            return
--- a/vnpy/app/spread_trading/template.py
+++ b/vnpy/app/spread_trading/template.py
@ -547,7 +547,7 @@ class SpreadStrategyTemplate:

    def stop_all_algos(self):
        """"""
-        for algoid in self.algoids:
+        for algoid in list(self.algoids):
            self.stop_algo(algoid)

    def buy(self, vt_symbol: str, price: float, volume: float, lock: bool = False) -> List[str]: