def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(TSMyoRSIStrategy, self).__init__(cta_engine, strategy_name,
vt_symbol, setting)
self.bg = BarGenerator(self.on_bar, 5, self.on_5min_bar)
self.am_fast = TSMArrayManager()
self.am_slow = TSMArrayManager()
# 策略自身订单管理
self.active_orderids = []
self.bars = []
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(TSMyoPPDCDONCHIStrategy,
self).__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
self.am = TSMArrayManager()
self.bars = []
self.vt_orderids = []
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(TSMyoDLLTStrategy, self).__init__(cta_engine, strategy_name,
vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
self.am = TSMArrayManager()
# 策略自身订单管理
self.active_orderids = []
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(TSMyoAngleERStrategy, self).__init__(cta_engine, strategy_name,
vt_symbol, setting)
self.bg = BarGenerator(self.on_bar)
# 股指每天240分钟
self.am = TSMArrayManager(240)
# 策略自身订单管理
self.active_orderids = []
self.bars = []
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(TSMyoAfternoonStrategy, self).__init__(
cta_engine, strategy_name, vt_symbol, setting
)
self.bg15 = BarGenerator(self.on_bar, 15, self.on_15min_bar)
self.am = TSMArrayManager(50)
# 策略自身订单管理
self.active_orderids = []
self.bars = []
