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[Mod] save min_volume into spread setting

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This commit is contained in:
vn.py 2019-11-07 11:20:04 +08:00
parent b056901a38
commit a67f32ae23
1 changed files with 6 additions and 3 deletions
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9
vnpy/app/spread_trading/engine.py
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@ -142,7 +142,8 @@ class SpreadDataEngine:
spread_setting = { spread_setting = {
"name": spread.name, "name": spread.name,
"leg_settings": leg_settings, "leg_settings": leg_settings,
"active_symbol": spread.active_leg.vt_symbol "active_symbol": spread.active_leg.vt_symbol,
"min_volume": spread.min_volume
} }
setting.append(spread_setting) setting.append(spread_setting)
@ -272,7 +273,8 @@ class SpreadDataEngine:
legs.append(leg) legs.append(leg)
price_multipliers[vt_symbol] = leg_setting["price_multiplier"] price_multipliers[vt_symbol] = leg_setting["price_multiplier"]
trading_multipliers[vt_symbol] = leg_setting["trading_multiplier"] trading_multipliers[vt_symbol] = leg_setting["trading_multiplier"]
inverse_contracts[vt_symbol] = leg_setting.get("inverse_contract", False) inverse_contracts[vt_symbol] = leg_setting.get(
"inverse_contract", False)
spread = SpreadData( spread = SpreadData(
name, name,
@ -727,7 +729,8 @@ class SpreadStrategyEngine:
strategy = self.algo_strategy_map.get(algo.algoid, None) strategy = self.algo_strategy_map.get(algo.algoid, None)
if strategy: if strategy:
self.call_strategy_func(strategy, strategy.update_spread_algo, algo) self.call_strategy_func(
strategy, strategy.update_spread_algo, algo)
def process_order_event(self, event: Event): def process_order_event(self, event: Event):
"""""" """"""