diff --git a/vn.trader/ctaStrategy/ctaEngine.py b/vn.trader/ctaStrategy/ctaEngine.py index c1de33a5..9dcafa95 100644 --- 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)