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取消对策略持仓pos字段的修改。改为由策略内部自行更新。

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msincenselee 2017-05-07 18:54:24 +08:00
parent 8b7d373359
commit 076c573d1e
1 changed files with 5 additions and 5 deletions
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10
vn.trader/ctaStrategy/ctaEngine.py
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@ -415,11 +415,11 @@ class CtaEngine(object):
# 3.提取对应的策略 # 3.提取对应的策略
strategy = self.orderStrategyDict[trade.vtOrderID] strategy = self.orderStrategyDict[trade.vtOrderID]
# 计算策略持仓 # 计算策略持仓 ( canceled by IncenseLee )
if trade.direction == DIRECTION_LONG: #if trade.direction == DIRECTION_LONG:
strategy.pos += trade.volume # strategy.pos += trade.volume
else: #else:
strategy.pos -= trade.volume # strategy.pos -= trade.volume
self.callStrategyFunc(strategy, strategy.onTrade, trade) self.callStrategyFunc(strategy, strategy.onTrade, trade)