vnpy/beta/spreadtrading/ST_setting.json

23 lines
442 B
JSON

[
{
"name": "cuzn4",
"formula" : "(B+()2)/A",
"activeLeg":
{
"vtSymbol": "zn1806",
"ratio": -2,
"payup": 2,
"legname" : "A"
},
"passiveLegs": [
{
"vtSymbol": "cu1806",
"ratio": 1,
"payup": 2,
"legname" : "B"
}
]
}
]