diff --git a/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py b/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py index 220358d2..f1128d45 100644 --- a/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py +++ b/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py @@ -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)