vnpy/vn.trader/riskManager/RM_setting.json
msincenselee c7f6e1e9a5 增加:
1、自动根据持仓合约,订阅tick消息。
2、风控增加亏损比例监控(暂时还没有确定的强制平仓处理)
2016-11-30 14:28:30 +08:00

10 lines
218 B
JSON

{
"orderFlowClear": 10,
"percentLimit": 80,
"workingOrderLimit": 200,
"tradeLimit": 20000,
"orderSizeLimit": 100,
"active": true,
"lossPercentLimit": 11,
"orderFlowLimit": 20000
}