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Merge pull request #1531 from 1122455801/22

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[FIX] 修改multi_signal, multi_timeframe 和test Strategy的代码风格
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vn.py 2019-03-29 14:39:28 +08:00 committed by GitHub
commit cc390e9ba7
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3 changed files with 14 additions and 14 deletions
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14
vnpy/app/cta_strategy/strategies/multi_signal_strategy.py
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@ -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():

12
vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
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@ -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):
""""""

2
vnpy/app/cta_strategy/strategies/test_strategy.py
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@ -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