def __init__(self, ctaEngine, setting): """Constructor""" super(MultiTimeframeStrategy, self).__init__(ctaEngine, setting) self.rsiLong = 50 + self.rsiSignal self.rsiShort = 50 - self.rsiSignal # 创建K线合成器对象 self.bg5 = BarGenerator(self.onBar, 5, self.on5MinBar) self.am5 = ArrayManager() self.bg15 = BarGenerator(self.onBar, 15, self.on15MinBar) self.am15 = ArrayManager()
def __init__(self, ctaEngine, setting): """Constructor""" super(AtrRsiStrategy, self).__init__(ctaEngine, setting) # 创建K线合成器对象 self.bg = BarGenerator(self.onBar) self.am = ArrayManager()
def __init__(self, ctaEngine, setting): """Constructor""" super(BollChannelStrategy, self).__init__(ctaEngine, setting) self.bg = BarGenerator(self.onBar, 15, self.onXminBar) # 创建K线合成器对象 self.bg30 = BarGenerator(self.onBar, 30, self.on30minBar) self.am = ArrayManager()
def __init__(self): """Constructor""" super(MaSignal, self).__init__() self.fastWindow = 5 self.slowWindow = 20 self.bg = BarGenerator(self.onBar, 5, self.onFiveBar) self.am = ArrayManager()
def __init__(self, ctaEngine, setting): """Constructor""" super(KkStrategyTest, self).__init__(ctaEngine, setting) self.bg = BarGenerator(self.onBar, 5, self.onFiveBar) # 创建K线合成器对象 self.am = ArrayManager() self.buyOrderIDList = [] self.shortOrderIDList = [] self.orderList = []
def __init__(self): """Constructor""" super(CciSignal, self).__init__() self.cciWindow = 30 self.cciLevel = 10 self.cciLong = self.cciLevel self.cciShort = -self.cciLevel self.bg = BarGenerator(self.onBar) self.am = ArrayManager()
def __init__(self): """Constructor""" super(RsiSignal, self).__init__() self.rsiWindow = 14 self.rsiLevel = 20 self.rsiLong = 50 + self.rsiLevel self.rsiShort = 50 - self.rsiLevel self.bg = BarGenerator(self.onBar) self.am = ArrayManager()
def __init__(self, ctaEngine, setting): """Constructor""" super(DoubleMaStrategy, self).__init__(ctaEngine, setting) self.bg = BarGenerator(self.onBar) self.am = ArrayManager()