From 04c1eb19241721fc1a5ddd467c9ade9fda9cb888 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 15 May 2020 10:35:19 +0800 Subject: [PATCH] [Mod] update strategy monitor every bar --- .../spread_trading/strategies/statistical_arbitrage_strategy.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py b/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py index 935b8b7284..80309cb7ab 100644 --- a/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py +++ b/vnpy/app/spread_trading/strategies/statistical_arbitrage_strategy.py @@ -136,6 +136,8 @@ def on_spread_bar(self, bar: BarData): interval=self.interval ) + self.put_event() + def on_spread_pos(self): """ Callback when spread position is updated.