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[bug fix]

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This commit is contained in:
msincenselee 2020-04-07 09:27:58 +08:00
parent f3a1fa13e3
commit 1a9716485c
1 changed files with 2 additions and 0 deletions
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vnpy/app/cta_crypto/template.py
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@ -1276,6 +1276,8 @@ class CtaFutureTemplate(CtaTemplate):
if order_info['offset'] == Offset.OPEN \ if order_info['offset'] == Offset.OPEN \
and order_grid \ and order_grid \
and len(order_grid.order_ids) == 0 \ and len(order_grid.order_ids) == 0 \
and not order_grid.open_status \
and not order_grid.order_status \
and order_grid.traded_volume == 0: and order_grid.traded_volume == 0:
self.write_log(u'移除从未开仓成功的委托网格{}'.format(order_grid.__dict__)) self.write_log(u'移除从未开仓成功的委托网格{}'.format(order_grid.__dict__))
order_info['grid'] = None order_info['grid'] = None