From 2916cb439141114ec75743438e03d6c550f693d2 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 31 Oct 2019 12:15:32 +0800
Subject: [PATCH] [Mod] lock mode close order volume reset

---
 vnpy/trader/converter.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/vnpy/trader/converter.py b/vnpy/trader/converter.py
index d42a39eb..b181bdbe 100644
--- a/vnpy/trader/converter.py
+++ b/vnpy/trader/converter.py
@@ -278,6 +278,7 @@ class PositionHolding:
         # If no td_volume, we close opposite yd position first
         # then open new position
         else:
+            close_volume = min(req.volume, yd_available)
             open_volume = max(0, req.volume - yd_available)
             req_list = []
 
@@ -287,6 +288,7 @@ class PositionHolding:
                     req_yd.offset = Offset.CLOSEYESTERDAY
                 else:
                     req_yd.offset = Offset.CLOSE
+                req_yd.volume = close_volume
                 req_list.append(req_yd)
 
             if open_volume: