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cclauss 2018-06-16 08:32:44 +02:00 committed by GitHub
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vnpy/trader/app/algoTrading/twapAlgo.py
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@ -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 # 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.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.targetPrice = float(setting['targetPrice']) # 目标价格
self.totalVolume = float(setting['totalVolume']) # 总数量 self.totalVolume = float(setting['totalVolume']) # 总数量
self.time = int(setting['time']) # 执行时间 self.time = int(setting['time']) # 执行时间