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Merge pull request #1112 from nanoric/fix_ctpGateway_onRspQryInvestorPosition_KeyError_before_qryInstrument

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[Fix] ctpGateway: 修正一个在查询持仓时，若未查询过该合约大小则出错的BUG
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vn.py 2018-09-14 17:11:06 +08:00 committed by GitHub
commit 3790777475
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vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -734,6 +734,8 @@ class CtpTdApi(TdApi):
pos.ydPosition = data['Position'] - data['TodayPosition'] pos.ydPosition = data['Position'] - data['TodayPosition']
# 计算成本 # 计算成本
if pos.symbol not in self.symbolSizeDict:
return
size = self.symbolSizeDict[pos.symbol] size = self.symbolSizeDict[pos.symbol]
cost = pos.price * pos.position * size cost = pos.price * pos.position * size