[Mod]对于没有涨跌价的市场,停止单触发使用5单价格发单
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@ -229,10 +229,17 @@ class CtaEngine(AppEngine):
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if longTriggered or shortTriggered:
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# 买入和卖出分别以涨停跌停价发单(模拟市价单)
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# 对于没有涨跌停价格的市场则使用5档报价
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if so.direction==DIRECTION_LONG:
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price = tick.upperLimit
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if tick.upperLimit:
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price = tick.upperLimit
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else:
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price = tick.askPrice5
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else:
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price = tick.lowerLimit
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if tick.lowerLimit:
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price = tick.lowerLimit
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else:
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price = tick.bidPrice5
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# 发出市价委托
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vtOrderID = self.sendOrder(so.vtSymbol, so.orderType,
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