From 3c884d9568e95bad756fe9514606a6e0e009b270 Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Fri, 29 Mar 2019 12:55:57 +0800 Subject: [PATCH 1/3] Update multi_signal_strategy.py --- .../strategies/multi_signal_strategy.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py b/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py index 62b32090..b2f1f8b3 100644 --- a/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py +++ b/vnpy/app/cta_strategy/strategies/multi_signal_strategy.py @@ -134,7 +134,7 @@ class MaSignal(CtaSignal): class MultiSignalStrategy(TargetPosTemplate): """""" - author = '用Python的交易员' + author = "用Python的交易员" rsi_window = 14 rsi_level = 20 @@ -145,9 +145,9 @@ class MultiSignalStrategy(TargetPosTemplate): signal_pos = {} - parameters = ['rsi_window', 'rsi_level', 'cci_window', - 'cci_level', 'fast_window', 'slow_window'] - variables = ['signal_pos', 'target_pos'] + parameters = ["rsi_window", "rsi_level", "cci_window", + "cci_level", "fast_window", "slow_window"] + variables = ["signal_pos", "target_pos"] def __init__(self, cta_engine, strategy_name, vt_symbol, setting): """""" @@ -210,9 +210,9 @@ class MultiSignalStrategy(TargetPosTemplate): def calculate_target_pos(self): """""" - self.signal_pos['rsi'] = self.rsi_signal.get_signal_pos() - self.signal_pos['cci'] = self.cci_signal.get_signal_pos() - self.signal_pos['ma'] = self.ma_signal.get_signal_pos() + self.signal_pos["rsi"] = self.rsi_signal.get_signal_pos() + self.signal_pos["cci"] = self.cci_signal.get_signal_pos() + self.signal_pos["ma"] = self.ma_signal.get_signal_pos() target_pos = 0 for v in self.signal_pos.values(): From 29fe0b072c315a1778ad0dae2d8701f2fa1d445e Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Fri, 29 Mar 2019 12:56:04 +0800 Subject: [PATCH 2/3] Update multi_timeframe_strategy.py --- .../strategies/multi_timeframe_strategy.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py b/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py index 2b406a98..cb18cf04 100644 --- a/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py +++ b/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py @@ -12,7 +12,7 @@ from vnpy.app.cta_strategy import ( class MultiTimeframeStrategy(CtaTemplate): """""" - author = '用Python的交易员' + author = "用Python的交易员" rsi_signal = 20 rsi_window = 14 @@ -27,12 +27,12 @@ class MultiTimeframeStrategy(CtaTemplate): slow_ma = 0 ma_trend = 0 - parameters = ['rsi_signal', 'rsi_window', - 'fast_window', 'slow_window', - 'fixed_size'] + parameters = ["rsi_signal", "rsi_window", + "fast_window", "slow_window", + "fixed_size"] - variables = ['rsi_value', 'rsi_long', 'rsi_short', - 'fast_ma', 'slow_ma', 'ma_trend'] + variables = ["rsi_value", "rsi_long", "rsi_short", + "fast_ma", "slow_ma", "ma_trend"] def __init__(self, cta_engine, strategy_name, vt_symbol, setting): """""" From 8fa9f2ae9c362f0e0854b0ab6f1470be116fcd86 Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Fri, 29 Mar 2019 12:56:44 +0800 Subject: [PATCH 3/3] Update test_strategy.py --- vnpy/app/cta_strategy/strategies/test_strategy.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vnpy/app/cta_strategy/strategies/test_strategy.py b/vnpy/app/cta_strategy/strategies/test_strategy.py index 814ae57e..f0a31c3b 100644 --- a/vnpy/app/cta_strategy/strategies/test_strategy.py +++ b/vnpy/app/cta_strategy/strategies/test_strategy.py @@ -12,7 +12,7 @@ from time import time class TestStrategy(CtaTemplate): """""" - author = '用Python的交易员' + author = "用Python的交易员" test_trigger = 10