找到了,被隐藏了。还是在~/.vntrader
xiaohe wrote:
可参考https://www.vnpy.com/forum/topic/2086-ubuntuxi-tong-xia-zi-ji-xie-de-ce-lue-zhao-bu-dao
感谢,但是没找到json文件在哪里。。
请问ubuntu下策略文件和对应的json文件都存放在哪里呢,十分感谢
我觉得一档买卖量写反了,应该改成:
adjusted_bid_volume = floor_to(
leg_ask_volume / abs(trading_multiplier),
self.min_volume
)
adjusted_ask_volume = floor_to(
leg_bid_volume / abs(trading_multiplier),
self.min_volume
)
我查了1.9.2LTS的代码,是对的。目前版本写反了。。
if trading_multiplier > 0:
adjusted_bid_volume = floor_to(
leg_bid_volume / trading_multiplier,
self.min_volume
)
adjusted_ask_volume = floor_to(
leg_ask_volume / trading_multiplier,
self.min_volume
)
# 这里是不是错了???交易乘数是负的时候,价差买量应该要用腿的卖量计算?
else:
adjusted_bid_volume = floor_to(
leg_bid_volume / abs(trading_multiplier),
self.min_volume
)
adjusted_ask_volume = floor_to(
leg_ask_volume / abs(trading_multiplier),
self.min_volume
)
如上,当交易乘数是负数时,spread的一档买量不是应该用该腿的一档卖量进行换算?