取消对策略持仓pos字段的修改。改为由策略内部自行更新。

2017-05-07 18:54:24 +08:00 · 2017-05-07 18:54:24 +08:00 · 076c573d1e
commit 076c573d1e
parent 8b7d373359
1 changed files with 5 additions and 5 deletions
--- a/vn.trader/ctaStrategy/ctaEngine.py
+++ b/vn.trader/ctaStrategy/ctaEngine.py
@ -415,11 +415,11 @@ class CtaEngine(object):
            # 3.提取对应的策略
            strategy = self.orderStrategyDict[trade.vtOrderID]
            
-            # 计算策略持仓
-            if trade.direction == DIRECTION_LONG:
-                strategy.pos += trade.volume
-            else:
-                strategy.pos -= trade.volume
+            # 计算策略持仓 ( canceled by IncenseLee )
+            #if trade.direction == DIRECTION_LONG:
+            #    strategy.pos += trade.volume
+            #else:
+            #    strategy.pos -= trade.volume

            self.callStrategyFunc(strategy, strategy.onTrade, trade)