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bug fix

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This commit is contained in:
msincenselee 2018-01-29 09:29:50 +08:00
parent 65f3625859
commit ea3360b325
1 changed files with 5 additions and 1 deletions
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6
vnpy/trader/app/ctaStrategy/ctaGridTrade.py
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@ -80,7 +80,8 @@ class CtaGrid(object):
j['closeStatus'] = self.closeStatus # 平仓状态 j['closeStatus'] = self.closeStatus # 平仓状态
j['lockGrids'] = self.lockGrids # 对锁的网格 j['lockGrids'] = self.lockGrids # 对锁的网格
j['reuse'] = self.reuse # 是否重用 j['reuse'] = self.reuse # 是否重用
j['type'] = self.reuse # 是否重用
j['type'] = self.type # 类型
j['openPrices'] = self.openPrices # 套利中，两腿的开仓价格 j['openPrices'] = self.openPrices # 套利中，两腿的开仓价格
j['snapshot'] = self.snapshot # 切片数据 j['snapshot'] = self.snapshot # 切片数据
@ -104,11 +105,13 @@ class CtaGrid(object):
return str return str
def __eq__(self,other): def __eq__(self,other):
return self.id == other.id return self.id == other.id
class CtaGridTrade(object): class CtaGridTrade(object):
"""网格交易类 """网格交易类
包括两个方向的网格队列， 包括两个方向的网格队列，
v1, 基本版 v1, 基本版
v2，增加更新最小价格跳动，增加动态上下网格间距 v2，增加更新最小价格跳动，增加动态上下网格间距
v3, 增加持久化到Mongo数据库
""" """
def __init__(self, strategy, maxlots=5, height=2, win=2, vol=1, minDiff = 1): def __init__(self, strategy, maxlots=5, height=2, win=2, vol=1, minDiff = 1):
@ -122,6 +125,7 @@ class CtaGridTrade(object):
self.minDiff = minDiff self.minDiff = minDiff
self.strategy = strategy self.strategy = strategy
self.jsonName = self.strategy.name #策略名称 self.jsonName = self.strategy.name #策略名称
self.useMongoDb = True
self.maxLots = maxlots # 缺省网格数量 self.maxLots = maxlots # 缺省网格数量
self.gridHeight = height # 最小网格高度 self.gridHeight = height # 最小网格高度