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Update king_keltner_strategy.py

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This commit is contained in:
1122455801 2019-07-01 10:50:18 +08:00
parent feef63adfa
commit ad6368d0a5
1 changed files with 2 additions and 2 deletions
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vnpy/app/cta_strategy/strategies/king_keltner_strategy.py
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@ -96,7 +96,7 @@ class KingKeltnerStrategy(CtaTemplate):
vt_orderid = self.sell(self.intra_trade_high * (1 - self.trailing_percent / 100), vt_orderid = self.sell(self.intra_trade_high * (1 - self.trailing_percent / 100),
abs(self.pos), True) abs(self.pos), True)
self.vt_orderids.append(vt_orderid) self.vt_orderids.extend(vt_orderid)
elif self.pos < 0: elif self.pos < 0:
self.intra_trade_high = bar.high_price self.intra_trade_high = bar.high_price
@ -104,7 +104,7 @@ class KingKeltnerStrategy(CtaTemplate):
vt_orderid = self.cover(self.intra_trade_low * (1 + self.trailing_percent / 100), vt_orderid = self.cover(self.intra_trade_low * (1 + self.trailing_percent / 100),
abs(self.pos), True) abs(self.pos), True)
self.vt_orderids.append(vt_orderid) self.vt_orderids.extend(vt_orderid)
self.put_event() self.put_event()