使用套利合约进行对冲优点是双向开仓速度快, 滑点少, 策略实盘测试通过.
策略源码
function Hedge(q, e, initAccount, symbol, hedgeSpread, coverSpread, rHedgeSpread, rCoverSpread) {
var self = {}
self.q = q
self.initAccount = initAccount
self.status = 0
self.symbol = symbol
self.e = e
self.isBusy = false
self.hedgeSpread = hedgeSpread
self.coverSpread = coverSpread
self.rHedgeSpread = rHedgeSpread策略参数
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