Merge branch 'v2.0.1-DEV' of https://github.com/vnpy/vnpy into v2.0.1-DEV

vnpy/app/cta_strategy/strategies/boll_channel_strategy.py

@@ -13,7 +13,7 @@ from vnpy.app.cta_strategy import (
 class BollChannelStrategy(CtaTemplate):
     """"""
 
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     boll_window = 18
     boll_dev = 3.4
@@ -32,10 +32,10 @@ class BollChannelStrategy(CtaTemplate):
     long_stop = 0
     short_stop = 0
 
-    parameters = ['boll_window', 'boll_dev', 'cci_window',
+    parameters = ["boll_window", "boll_dev", "cci_window",
-                  'atr_window', 'sl_multiplier', 'fixed_size']
+                  "atr_window", "sl_multiplier", "fixed_size"]
-    variables = ['boll_up', 'boll_down', 'cci_value', 'atr_value',
+    variables = ["boll_up", "boll_down", "cci_value", "atr_value",
-                 'intra_trade_high', 'intra_trade_low', 'long_stop', 'short_stop']
+                 "intra_trade_high", "intra_trade_low", "long_stop", "short_stop"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""

vnpy/app/cta_strategy/strategies/double_ma_strategy.py

@@ -11,7 +11,7 @@ from vnpy.app.cta_strategy import (
 
 
 class DoubleMaStrategy(CtaTemplate):
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     fast_window = 10
     slow_window = 20
@@ -22,8 +22,8 @@ class DoubleMaStrategy(CtaTemplate):
     slow_ma0 = 0.0
     slow_ma1 = 0.0
 
-    parameters = ['fast_window', 'slow_window']
+    parameters = ["fast_window", "slow_window"]
-    variables = ['fast_ma0', 'fast_ma1', 'slow_ma0', 'slow_ma1']
+    variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""

vnpy/app/cta_strategy/strategies/dual_thrust_strategy.py

@@ -14,13 +14,13 @@ from vnpy.app.cta_strategy import (
 class DualThrustStrategy(CtaTemplate):
     """"""
 
-    author = u'用Python的交易员'
+    author = "用Python的交易员"
 
     fixed_size = 1
     k1 = 0.4
     k2 = 0.6
 
-    barList = []
+    bars = []
 
     day_open = 0
     day_high = 0
@@ -34,8 +34,8 @@ class DualThrustStrategy(CtaTemplate):
     long_entered = False
     short_entered = False
 
-    parameters = ['k1', 'k2', "fixed_size"]
+    parameters = ["k1", "k2", "fixed_size"]
-    variables = ['range', 'long_entry', 'short_entry', 'exit_time']
+    variables = ["range", "long_entry", "short_entry", "exit_time"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
@@ -45,7 +45,7 @@ class DualThrustStrategy(CtaTemplate):
 
         self.bg = BarGenerator(self.on_bar)
         self.am = ArrayManager()
-        self.barList = []
+        self.bars = []
 
     def on_init(self):
         """
@@ -78,12 +78,12 @@ class DualThrustStrategy(CtaTemplate):
         """
         self.cancel_all()
 
-        self.barList.append(bar)
+        self.bars.append(bar)
-        if len(self.barList) <= 2:
+        if len(self.bars) <= 2:
             return
         else:
-            self.barList.pop(0)
+            self.bars.pop(0)
-        last_bar = self.barList[-2]
+        last_bar = self.bars[-2]
 
         if last_bar.datetime.date() != bar.datetime.date():
             if self.day_high:

vnpy/app/cta_strategy/strategies/multi_signal_strategy.py

@@ -134,7 +134,7 @@ class MaSignal(CtaSignal):
 class MultiSignalStrategy(TargetPosTemplate):
     """"""
 
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     rsi_window = 14
     rsi_level = 20
@@ -145,9 +145,9 @@ class MultiSignalStrategy(TargetPosTemplate):
 
     signal_pos = {}
 
-    parameters = ['rsi_window', 'rsi_level', 'cci_window',
+    parameters = ["rsi_window", "rsi_level", "cci_window",
-                  'cci_level', 'fast_window', 'slow_window']
+                  "cci_level", "fast_window", "slow_window"]
-    variables = ['signal_pos', 'target_pos']
+    variables = ["signal_pos", "target_pos"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
@@ -210,9 +210,9 @@ class MultiSignalStrategy(TargetPosTemplate):
 
     def calculate_target_pos(self):
         """"""
-        self.signal_pos['rsi'] = self.rsi_signal.get_signal_pos()
+        self.signal_pos["rsi"] = self.rsi_signal.get_signal_pos()
-        self.signal_pos['cci'] = self.cci_signal.get_signal_pos()
+        self.signal_pos["cci"] = self.cci_signal.get_signal_pos()
-        self.signal_pos['ma'] = self.ma_signal.get_signal_pos()
+        self.signal_pos["ma"] = self.ma_signal.get_signal_pos()
 
         target_pos = 0
         for v in self.signal_pos.values():

vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py

@@ -12,7 +12,7 @@ from vnpy.app.cta_strategy import (
 
 class MultiTimeframeStrategy(CtaTemplate):
     """"""
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     rsi_signal = 20
     rsi_window = 14
@@ -27,12 +27,12 @@ class MultiTimeframeStrategy(CtaTemplate):
     slow_ma = 0
     ma_trend = 0
 
-    parameters = ['rsi_signal', 'rsi_window',
+    parameters = ["rsi_signal", "rsi_window",
-                  'fast_window', 'slow_window',
+                  "fast_window", "slow_window",
-                  'fixed_size']
+                  "fixed_size"]
 
-    variables = ['rsi_value', 'rsi_long', 'rsi_short',
+    variables = ["rsi_value", "rsi_long", "rsi_short",
-                 'fast_ma', 'slow_ma', 'ma_trend']
+                 "fast_ma", "slow_ma", "ma_trend"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""

vnpy/app/cta_strategy/strategies/test_strategy.py

@@ -12,7 +12,7 @@ from time import time
 
 class TestStrategy(CtaTemplate):
     """"""
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     test_trigger = 10