修复vn.oanda中地址错误的bug
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@ -9,7 +9,7 @@ from threading import Thread
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API_SETTING = {}
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API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com',
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'stream': 'https://stream-fxpractice.oanda.com'}
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API_SETTING['trade'] = {'rest': 'https://api-fxpractice.oanda.com',
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API_SETTING['trade'] = {'rest': 'https://api-fxtrade.oanda.com',
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'stream': 'https://stream-fxtrade.oanda.com/'}
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@ -181,15 +181,13 @@ class DoubleEmaDemo(CtaTemplate):
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########################################################################################
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## 基于tick级别细粒度撤单追单测试demo
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class OrderManagementDemo(CtaTemplate):
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"""追撤单策略Demo"""
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"""基于tick级别细粒度撤单追单测试demo"""
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className = 'OrderManagementDemo'
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author = u'用Python的交易员'
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# 策略参数
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initDays = 10 # 初始化数据所用的天数
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# 策略变量
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@ -212,10 +210,10 @@ class OrderManagementDemo(CtaTemplate):
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def __init__(self, ctaEngine, setting):
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"""Constructor"""
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super(OrderManagementDemo, self).__init__(ctaEngine, setting)
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self.lastOrder = None
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self.lastOrder = None
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self.orderType = ''
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#----------------------------------------------------------------------
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def onInit(self):
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"""初始化策略(必须由用户继承实现)"""
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@ -243,11 +241,11 @@ class OrderManagementDemo(CtaTemplate):
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def onTick(self, tick):
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"""收到行情TICK推送(必须由用户继承实现)"""
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# 建立不成交买单测试单
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if self.lastOrder == None:
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self.buy(tick.lastprice - 10.0, 1)
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# 建立不成交买单测试单
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if self.lastOrder == None:
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self.buy(tick.lastprice - 10.0, 1)
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# CTA委托类型映射
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# CTA委托类型映射
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if self.lastOrder != None and self.lastOrder.direction == u'多' and self.lastOrder.offset == u'开仓':
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self.orderType = u'买开'
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@ -259,21 +257,22 @@ class OrderManagementDemo(CtaTemplate):
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elif self.lastOrder != None and self.lastOrder.direction == u'空' and self.lastOrder.offset == u'平仓':
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self.orderType = u'卖平'
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# 不成交,即撤单,并追单
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# 不成交,即撤单,并追单
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if self.lastOrder != None and self.lastOrder.status == u'未成交':
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self.cancelOrder(self.lastOrder.vtOrderID)
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self.lastOrder = None
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elif self.lastOrder != None and self.lastOrder.status == u'已撤销':
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# 追单并设置为不能成交
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# 追单并设置为不能成交
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self.sendOrder(self.orderType, self.tick.lastprice - 10, 1)
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self.lastOrder = None
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#----------------------------------------------------------------------
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def onBar(self, bar):
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"""收到Bar推送(必须由用户继承实现)"""
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pass
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pass
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#----------------------------------------------------------------------
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def onOrder(self, order):
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@ -9,7 +9,7 @@ from threading import Thread
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API_SETTING = {}
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API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com',
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'stream': 'https://stream-fxpractice.oanda.com'}
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API_SETTING['trade'] = {'rest': 'https://api-fxpractice.oanda.com',
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API_SETTING['trade'] = {'rest': 'https://api-fxtrade.oanda.com',
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'stream': 'https://stream-fxtrade.oanda.com/'}
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