修复vn.oanda中地址错误的bug

This commit is contained in:
lyic 2016-03-09 20:01:40 +08:00
parent 6aa67354a9
commit 9c3a5fce52
3 changed files with 16 additions and 17 deletions

View File

@ -9,7 +9,7 @@ from threading import Thread
API_SETTING = {}
API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com',
'stream': 'https://stream-fxpractice.oanda.com'}
API_SETTING['trade'] = {'rest': 'https://api-fxpractice.oanda.com',
API_SETTING['trade'] = {'rest': 'https://api-fxtrade.oanda.com',
'stream': 'https://stream-fxtrade.oanda.com/'}

View File

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

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@ -9,7 +9,7 @@ from threading import Thread
API_SETTING = {}
API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com',
'stream': 'https://stream-fxpractice.oanda.com'}
API_SETTING['trade'] = {'rest': 'https://api-fxpractice.oanda.com',
API_SETTING['trade'] = {'rest': 'https://api-fxtrade.oanda.com',
'stream': 'https://stream-fxtrade.oanda.com/'}