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Merge pull request #54 from bigtan/patch-4

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Update ctaEngine.py
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vn.py 2016-04-19 12:45:31 +08:00
commit f3fb2f38c7
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vn.trader/ctaAlgo/ctaEngine.py
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@ -163,7 +163,7 @@ class CtaEngine(object):
for so in self.workingStopOrderDict.values():
if so.vtSymbol == vtSymbol:
longTriggered = so.direction==DIRECTION_LONG and tick.lastPrice>=so.price # 多头停止单被触发
shortTriggered = so.direction==DIRECTION_SHORT and tick.lasatPrice<=so.price # 空头停止单被触发
shortTriggered = so.direction==DIRECTION_SHORT and tick.lastPrice<=so.price # 空头停止单被触发
if longTriggered or shortTriggered:
# 买入和卖出分别以涨停跌停价发单（模拟市价单）