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[Fix]bugs in king keltner strategy

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This commit is contained in:
vn.py 2019-03-28 11:11:29 +08:00
parent 003d903907
commit 90682ab92d
1 changed files with 3 additions and 3 deletions
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6
vnpy/app/cta_strategy/strategies/king_keltner_strategy.py
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@ -76,7 +76,7 @@ class KingKeltnerStrategy(CtaTemplate):
""""""
for orderid in self.vt_orderids:
self.cancel_order(orderid)
self.vt_orderids = []
self.vt_orderids.clear()
am = self.am
am.update_bar(bar)
@ -138,8 +138,8 @@ class KingKeltnerStrategy(CtaTemplate):
self.long_vt_orderids = self.buy(buy_price, volume, True)
self.short_vt_orderids = self.short(short_price, volume, True)
self.vt_orderids.append(self.long_vt_orderids)
self.vt_orderids.append(self.short_vt_orderids)
self.vt_orderids.extend(self.long_vt_orderids)
self.vt_orderids.extend(self.short_vt_orderids)
def on_stop_order(self, stop_order: StopOrder):
"""