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

Merge pull request #1886 from 1122455801/mod——kk——0701

Browse Source 
[Update] king_keltner_strategy.py
This commit is contained in:
vn.py 2019-07-02 14:55:37 +08:00 committed by GitHub
commit 6d9384c56b
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
vnpy/app/cta_strategy/strategies/king_keltner_strategy.py
View File

@ -96,7 +96,7 @@ class KingKeltnerStrategy(CtaTemplate):
vt_orderid = self.sell(self.intra_trade_high * (1 - self.trailing_percent / 100),
abs(self.pos), True)
self.vt_orderids.append(vt_orderid)
self.vt_orderids.extend(vt_orderid)
elif self.pos < 0:
self.intra_trade_high = bar.high_price
@ -104,7 +104,7 @@ class KingKeltnerStrategy(CtaTemplate):
vt_orderid = self.cover(self.intra_trade_low * (1 + self.trailing_percent / 100),
abs(self.pos), True)
self.vt_orderids.append(vt_orderid)
self.vt_orderids.extend(vt_orderid)
self.put_event()