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vn.py committed 2019-11-14 12:24:51 +08:00
1 parent 1351496280
commit 6015edcb73
3 files changed
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@@ -94,6 +94,8 @@ class StatisticalArbitrageStrategy(SpreadStrategyTemplate):
"""
Callback when spread bar data is generated.
"""
self.stop_all_algos()
self.am.update_bar(bar)
if not self.am.inited:
return
+1 -1
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@@ -547,7 +547,7 @@ class SpreadStrategyTemplate:
def stop_all_algos(self):
""""""
for algoid in self.algoids:
for algoid in list(self.algoids):
self.stop_algo(algoid)
def buy(self, vt_symbol: str, price: float, volume: float, lock: bool = False) -> List[str]: