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[Fix] convert position related str to float/int

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This commit is contained in:
vn.py 2019-07-26 10:41:44 +08:00
parent f85a7a54d5
commit 31bf3a7124
1 changed files with 8 additions and 8 deletions
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16
vnpy/gateway/okexf/okexf_gateway.py
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@ -387,28 +387,28 @@ class OkexfRestApi(RestClient):
return return
for pos_data in data["holding"][0]: for pos_data in data["holding"][0]:
if float(pos_data["long_qty"]) > 0: if int(pos_data["long_qty"]) > 0:
pos = PositionData( pos = PositionData(
symbol=pos_data["instrument_id"].upper(), symbol=pos_data["instrument_id"].upper(),
exchange=Exchange.OKEX, exchange=Exchange.OKEX,
direction=Direction.LONG, direction=Direction.LONG,
volume=pos_data["long_qty"], volume=int(pos_data["long_qty"]),
frozen=float(pos_data["long_qty"]) - float(pos_data["long_avail_qty"]), frozen=float(pos_data["long_qty"]) - float(pos_data["long_avail_qty"]),
price=pos_data["long_avg_cost"], price=float(pos_data["long_avg_cost"]),
pnl=pos_data["realised_pnl"], pnl=float(pos_data["realised_pnl"]),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.gateway.on_position(pos) self.gateway.on_position(pos)
if float(pos_data["short_qty"]) > 0: if int(pos_data["short_qty"]) > 0:
pos = PositionData( pos = PositionData(
symbol=pos_data["instrument_id"], symbol=pos_data["instrument_id"],
exchange=Exchange.OKEX, exchange=Exchange.OKEX,
direction=Direction.SHORT, direction=Direction.SHORT,
volume=pos_data["short_qty"], volume=int(pos_data["short_qty"]),
frozen=float(pos_data["short_qty"]) - float(pos_data["short_avail_qty"]), frozen=float(pos_data["short_qty"]) - float(pos_data["short_avail_qty"]),
price=pos_data["short_avg_cost"], price=float(["short_avg_cost"]),
pnl=pos_data["realised_pnl"], pnl=float(["realised_pnl"]),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.gateway.on_position(pos) self.gateway.on_position(pos)