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fix symbol error

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This commit is contained in:
huguanghui 2018-10-11 20:30:59 +08:00
parent e3eaadf263
commit 72fef7f1ff
1 changed files with 3 additions and 2 deletions
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5
vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py
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@ -7,13 +7,14 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
OFFSET_OPEN, OFFSET_CLOSE,
STATUS_ALLTRADED, STATUS_CANCELLED,
STATUS_REJECTED)
from vnpy.trader.uiQt import QtGui
from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
from vnpy.trader.app.algoTrading.uiAlgoWidget import AlgoWidget, QtWidgets
STATUS_FINISHED = set([STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED])
STATUS_FINISHED = {STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED}
########################################################################
@ -157,7 +158,7 @@ class ArbitrageAlgo(AlgoTemplate):
tick.bidPrice5,
volume)
elif self.netPos < 0:
self.passiveOrderID = self.buy(self.activeVtSymbol,
self.passiveOrderID = self.buy(self.passiveVtSymbol,
tick.askPrice5,
volume)