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@ -25,7 +25,7 @@ class TwapAlgo(AlgoTemplate):
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# 参数,强制类型转换,保证从CSV加载的配置正确
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.direction = text_type(setting['direction']) # 买卖
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self.direction = text_type(setting['direction']) # 买卖
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self.targetPrice = float(setting['targetPrice']) # 目标价格
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self.totalVolume = float(setting['totalVolume']) # 总数量
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self.time = int(setting['time']) # 执行时间
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