diff --git a/vnpy/trader/app/algoTrading/twapAlgo.py b/vnpy/trader/app/algoTrading/twapAlgo.py index 8093e355..86515d45 100644 --- a/vnpy/trader/app/algoTrading/twapAlgo.py +++ b/vnpy/trader/app/algoTrading/twapAlgo.py @@ -25,7 +25,7 @@ class TwapAlgo(AlgoTemplate): # 参数,强制类型转换,保证从CSV加载的配置正确 self.vtSymbol = str(setting['vtSymbol']) # 合约代码 - self.direction = text_type(setting['direction']) # 买卖 + self.direction = text_type(setting['direction']) # 买卖 self.targetPrice = float(setting['targetPrice']) # 目标价格 self.totalVolume = float(setting['totalVolume']) # 总数量 self.time = int(setting['time']) # 执行时间