diff --git a/vnpy/app/cta_strategy_pro/cta_line_bar.py b/vnpy/app/cta_strategy_pro/cta_line_bar.py index 45e6350c..ef831bea 100644 --- a/vnpy/app/cta_strategy_pro/cta_line_bar.py +++ b/vnpy/app/cta_strategy_pro/cta_line_bar.py @@ -1239,8 +1239,8 @@ class CtaLineBar(object): self.line_sar.append(sr0) self.cur_sar_direction = 'down' self.cur_sar_count = 0 - self.line_sar_top.append(self.line_bar[-2].high) # SAR的谷顶 - self.line_sar_buttom.append(self.line_bar[-2].low) # SAR的波底 + self.line_sar_top.append(self.line_bar[-2].high_price) # SAR的谷顶 + self.line_sar_buttom.append(self.line_bar[-2].low_price) # SAR的波底 elif len(self.line_sar_sr_up) > 0: if self.low_array[-1] > self.line_sar_sr_up[-1]: sr0 = self.line_sar_sr_up[-1] @@ -1265,8 +1265,8 @@ class CtaLineBar(object): self.cur_sar_direction = 'down' # self.write_log('Up->Down: sr0={},ep0={},af0={},sr={}'.format(sr0, ep0, af0, sr0)) # self.write_log('lineSarTop={}, lineSarButtom={}, len={}'.format(self.lineSarTop[-1], self.lineSarButtom[-1],len(self.lineSarSrUp))) - self.line_sar_top.append(self.line_bar[-2].high) - self.line_sar_buttom.append(self.line_bar[-2].low) + self.line_sar_top.append(self.line_bar[-2].high_price) + self.line_sar_buttom.append(self.line_bar[-2].low_price) self.line_sar_sr_up = [] self.line_sar_ep_up = [] self.line_sar_af_up = [] @@ -1305,8 +1305,8 @@ class CtaLineBar(object): self.cur_sar_direction = 'up' # self.write_log('Down->Up: sr0={},ep0={},af0={},sr={}'.format(sr0, ep0, af0, sr0)) # self.write_log('lineSarTop={}, lineSarButtom={}, len={}'.format(self.lineSarTop[-1], self.lineSarButtom[-1],len(self.lineSarSrDown))) - self.line_sar_top.append(self.line_bar[-2].high) - self.line_sar_buttom.append(self.line_bar[-2].low) + self.line_sar_top.append(self.line_bar[-2].high_price) + self.line_sar_buttom.append(self.line_bar[-2].low_price) self.line_sar_sr_down = [] self.line_sar_ep_down = [] self.line_sar_af_down = [] @@ -3501,7 +3501,7 @@ class CtaLineBar(object): # 收盘价 = 结算bar + 最后一个未结束得close close_list = self.close_array[-data_len:] - close_list.append(self.line_bar[-1].close) + close_list.append(self.line_bar[-1].close_price) # close_list = [x.close_price for x in self.lineBar[-data_len:]] # 计算最后得动态RSI值