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

[Mod]change filename of MultiTimeframStrategy

Browse Source
This commit is contained in:
vn.py 2019-02-21 09:22:59 +08:00
parent d0ff8f904d
commit 760da8e7d2
1 changed files with 38 additions and 39 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
vnpy/app/cta_strategy/strategies/multi_time_frame_strategy.py → vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
View File

@ -1,7 +1,6 @@
from vnpy.app.cta_strategy import (
CtaTemplate,
StopOrder,
Direction,
TickData,
BarData,
TradeData,
@ -13,7 +12,6 @@ from vnpy.app.cta_strategy import (
class MultiTimeframeStrategy(CtaTemplate):
""""""
author = '用Python的交易员'
rsi_signal = 20
@ -29,9 +27,12 @@ class MultiTimeframeStrategy(CtaTemplate):
slow_ma = 0
ma_trend = 0
parameters = ['rsi_signal', 'rsi_window',
'fast_window', 'slow_window',
'fixed_size']
parameters = [ 'rsi_signal', 'rsi_window', 'fast_window', 'slow_window','fixed_size']
variables = ['rsi_value','rsi_long','rsi_short','fast_ma','slow_ma','ma_trend']
variables = ['rsi_value', 'rsi_long', 'rsi_short',
'fast_ma', 'slow_ma', 'ma_trend']
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
@ -109,7 +110,6 @@ class MultiTimeframeStrategy(CtaTemplate):
self.put_event()
def on_15min_bar(self, bar: BarData):
""""""
self.am15.update_bar(bar)
@ -141,4 +141,3 @@ class MultiTimeframeStrategy(CtaTemplate):
Callback of stop order update.
"""
pass