bug fix
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65f3625859
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@ -80,7 +80,8 @@ class CtaGrid(object):
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j['closeStatus'] = self.closeStatus # 平仓状态
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j['lockGrids'] = self.lockGrids # 对锁的网格
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j['reuse'] = self.reuse # 是否重用
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j['type'] = self.reuse # 是否重用
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j['type'] = self.type # 类型
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j['openPrices'] = self.openPrices # 套利中,两腿的开仓价格
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j['snapshot'] = self.snapshot # 切片数据
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@ -104,11 +105,13 @@ class CtaGrid(object):
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return str
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def __eq__(self,other):
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return self.id == other.id
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class CtaGridTrade(object):
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"""网格交易类
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包括两个方向的网格队列,
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v1, 基本版
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v2,增加更新最小价格跳动,增加动态上下网格间距
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v3, 增加持久化到Mongo数据库
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"""
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def __init__(self, strategy, maxlots=5, height=2, win=2, vol=1, minDiff = 1):
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@ -122,6 +125,7 @@ class CtaGridTrade(object):
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self.minDiff = minDiff
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self.strategy = strategy
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self.jsonName = self.strategy.name #策略名称
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self.useMongoDb = True
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self.maxLots = maxlots # 缺省网格数量
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self.gridHeight = height # 最小网格高度
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