new underlying

ricequant · Dec 11, 2018 · 59ce36e · 59ce36e
1 parent 7ba0746
commit 59ce36e
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Showing 2 changed files with 17 additions and 6 deletions.
diff --git a/rqalpha/data/future_info_cn.py b/rqalpha/data/future_info_cn.py
@@ -321,5 +321,10 @@
            'close_commission_today_ratio': 0.0,
            'commission_type': COMMISSION_TYPE.BY_VOLUME,
            'open_commission_ratio': 3.0,
-           'tick_size': 5.0}
+           'tick_size': 5.0},
+    "EG": {'close_commission_ratio': 4.0,
+           'close_commission_today_ratio': 0.0,
+           'commission_type': COMMISSION_TYPE.BY_VOLUME,
+           'open_commission_ratio': 4.0,
+           'tick_size': 1.0},
 }
diff --git a/rqalpha/utils/default_future_info.py b/rqalpha/utils/default_future_info.py
@@ -25,19 +25,23 @@
     TimeRange(start=time(13, 1), end=time(15, 0)),
 ]
 
-# | 商品期货 WR, FU, CS, C, L, V, PP, BB, FB, JD, WH, PM, RI, SF, SM, RS, JR, LR, AP  | 09:01~10:15, 10:31~11:30, 13:31~15:00 |
+# | 商品期货 WR, FU, CS, C, L, V, PP, BB, FB, JD, WH, PM, RI, SF, SM, RS, JR, LR, AP, EG
+# | 09:01~10:15, 10:31~11:30, 13:31~15:00 |
 time_period1 = [
     TimeRange(start=time(9, 1), end=time(10, 15)),
     TimeRange(start=time(10, 31), end=time(11, 30)),
     TimeRange(start=time(13, 31), end=time(15, 0)),
 ]
 TRADING_PERIOD_DICT.update({
     underlying_symbol: time_period1
-    for underlying_symbol in
-    ["WR", "FU", "CS", "C", "L", "V", "PP", "BB", "FB", "JD", "WH", "PM", "RI", "SF", "SM", "RS", "JR", "LR", "AP", "SP"]
+    for underlying_symbol in [
+        "WR", "FU", "CS", "C", "L", "V", "PP", "BB", "FB", "JD", "WH", "PM", "RI", "SF", "SM", "RS", "JR", "LR", "AP",
+        "SP", "EG"
+    ]
 })
 
-# | 商品期货 Y, M, A, B, P, J, JM, I, CF, SR, OI, TA, MA, ZC, FG, RM, CY | 21:01~23:30, 09:01~10:15, 10:31~11:30, 13:31~15:00 |
+# | 商品期货 Y, M, A, B, P, J, JM, I, CF, SR, OI, TA, MA, ZC, FG, RM, CY
+# | 21:01~23:30, 09:01~10:15, 10:31~11:30, 13:31~15:00 |
 time_period2 = [
     TimeRange(start=time(21, 1), end=time(23, 30)),
     TimeRange(start=time(9, 1), end=time(10, 15)),
@@ -46,7 +50,9 @@
 ]
 TRADING_PERIOD_DICT.update({
     underlying_symbol: time_period2
-    for underlying_symbol in ["Y", "M", "A", "B", "P", "J", "JM", "I", "CF", "SR", "OI", "TA", "MA", "ZC", "FG", "RM", "CY"]
+    for underlying_symbol in [
+        "Y", "M", "A", "B", "P", "J", "JM", "I", "CF", "SR", "OI", "TA", "MA", "ZC", "FG", "RM", "CY"
+    ]
 })
 
 # | 商品期货 CU, AL, ZN, PB, SN, NI | 21:01~1:00, 09:01~10:15, 10:31~11:30, 13:31~15:00 |