Merge pull request #1161 from raycool/raycool-dev

套利交易逻辑对冲函数逻辑被动腿错误
2018-10-12 09:08:39 +08:00 · 2018-10-12 09:08:39 +08:00 · 051f00f051
commit 051f00f051
parent 9d834b040e 100700257b
1 changed files with 2 additions and 1 deletions
--- a/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py
+++ b/vnpy/trader/app/algoTrading/algo/arbitrageAlgo.py
@ -7,6 +7,7 @@ from vnpy.trader.vtConstant import (DIRECTION_LONG, DIRECTION_SHORT,
                                    OFFSET_OPEN, OFFSET_CLOSE,
                                    STATUS_ALLTRADED, STATUS_CANCELLED,
                                    STATUS_REJECTED)
+
 from vnpy.trader.uiQt import QtGui

 from vnpy.trader.app.algoTrading.algoTemplate import AlgoTemplate
@ -157,7 +158,7 @@ class ArbitrageAlgo(AlgoTemplate):
                                            tick.bidPrice5,
                                            volume)
        elif self.netPos < 0:
-            self.passiveOrderID = self.buy(self.activeVtSymbol,
+            self.passiveOrderID = self.buy(self.passiveVtSymbol,
                                           tick.askPrice5,
                                           volume)