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[bug fix]

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This commit is contained in:
msincenselee 2020-02-10 12:18:56 +08:00
parent 4570eab5b9
commit 9f05e5144a
1 changed files with 7 additions and 7 deletions
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14
vnpy/app/cta_strategy_pro/cta_line_bar.py
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@ -1239,8 +1239,8 @@ class CtaLineBar(object):
self.line_sar.append(sr0) self.line_sar.append(sr0)
self.cur_sar_direction = 'down' self.cur_sar_direction = 'down'
self.cur_sar_count = 0 self.cur_sar_count = 0
self.line_sar_top.append(self.line_bar[-2].high) # SAR的谷顶 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) # SAR的波底 self.line_sar_buttom.append(self.line_bar[-2].low_price) # SAR的波底
elif len(self.line_sar_sr_up) > 0: elif len(self.line_sar_sr_up) > 0:
if self.low_array[-1] > self.line_sar_sr_up[-1]: if self.low_array[-1] > self.line_sar_sr_up[-1]:
sr0 = 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.cur_sar_direction = 'down'
# self.write_log('Up->Down: sr0={},ep0={},af0={},sr={}'.format(sr0, ep0, af0, sr0)) # 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.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_top.append(self.line_bar[-2].high_price)
self.line_sar_buttom.append(self.line_bar[-2].low) self.line_sar_buttom.append(self.line_bar[-2].low_price)
self.line_sar_sr_up = [] self.line_sar_sr_up = []
self.line_sar_ep_up = [] self.line_sar_ep_up = []
self.line_sar_af_up = [] self.line_sar_af_up = []
@ -1305,8 +1305,8 @@ class CtaLineBar(object):
self.cur_sar_direction = 'up' self.cur_sar_direction = 'up'
# self.write_log('Down->Up: sr0={},ep0={},af0={},sr={}'.format(sr0, ep0, af0, sr0)) # 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.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_top.append(self.line_bar[-2].high_price)
self.line_sar_buttom.append(self.line_bar[-2].low) self.line_sar_buttom.append(self.line_bar[-2].low_price)
self.line_sar_sr_down = [] self.line_sar_sr_down = []
self.line_sar_ep_down = [] self.line_sar_ep_down = []
self.line_sar_af_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 # 收盘价 = 结算bar + 最后一个未结束得close
close_list = self.close_array[-data_len:] 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:]] # close_list = [x.close_price for x in self.lineBar[-data_len:]]
# 计算最后得动态RSI值 # 计算最后得动态RSI值