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Update template.py

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vn.py 2019-07-02 14:54:01 +08:00 committed by GitHub
parent 2363583fc3
commit f8b249500d
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1 changed files with 7 additions and 6 deletions
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vnpy/app/cta_strategy/template.py
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@ -1,5 +1,6 @@
"""""" """"""
from abc import ABC from abc import ABC
from copy import copy
from typing import Any, Callable from typing import Any, Callable
from vnpy.trader.constant import Interval, Direction, Offset from vnpy.trader.constant import Interval, Direction, Offset
@ -32,12 +33,12 @@ class CtaTemplate(ABC):
self.trading = False self.trading = False
self.pos = 0 self.pos = 0
if "inited" not in self.variables: # Copy a new variables list here to avoid duplicate insert when multiple
self.variables.insert(0, "inited") # strategy instances are created with the same strategy class.
if "trading" not in self.variables: self.variables = copy(self.variables)
self.variables.insert(1, "trading") self.variables.insert(0, "inited")
if "pos" not in self.variables: self.variables.insert(1, "trading")
self.variables.insert(2, "pos") self.variables.insert(2, "pos")
self.update_setting(setting) self.update_setting(setting)