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[Mod] lock mode close order volume reset

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vn.py 2019-10-31 12:15:32 +08:00
parent 8eca0abd13
commit 2916cb4391
1 changed files with 2 additions and 0 deletions
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vnpy/trader/converter.py
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@ -278,6 +278,7 @@ class PositionHolding:
# If no td_volume, we close opposite yd position first # If no td_volume, we close opposite yd position first
# then open new position # then open new position
else: else:
close_volume = min(req.volume, yd_available)
open_volume = max(0, req.volume - yd_available) open_volume = max(0, req.volume - yd_available)
req_list = [] req_list = []
@ -287,6 +288,7 @@ class PositionHolding:
req_yd.offset = Offset.CLOSEYESTERDAY req_yd.offset = Offset.CLOSEYESTERDAY
else: else:
req_yd.offset = Offset.CLOSE req_yd.offset = Offset.CLOSE
req_yd.volume = close_volume
req_list.append(req_yd) req_list.append(req_yd)
if open_volume: if open_volume: