From 4acc31597ee025262dd2d9c9423495768c4b6eb6 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Mon, 19 Aug 2019 09:09:44 +0800
Subject: [PATCH] =?UTF-8?q?=E6=B7=BB=E5=8A=A0ctp=E6=8E=A5=E5=8F=A3api?=
 =?UTF-8?q?=E7=BC=96=E8=AF=91=E7=9A=84=E8=A7=A3=E5=86=B3=E6=96=B9=E6=A1=88?=
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---
 vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln     | 31 ++++++++++++++++++++
 vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln     | 31 ++++++++++++++++++++
 vnpy/trader/gateway/ctpGateway/ctpGateway.py |  4 +--
 3 files changed, 63 insertions(+), 3 deletions(-)
 create mode 100644 vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln
 create mode 100644 vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln

diff --git a/vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln b/vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln
new file mode 100644
index 00000000..13e7a30b
--- /dev/null
+++ b/vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln
@@ -0,0 +1,31 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.28307.489
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnctpmd", "vnctpmd.vcxproj", "{2F0C046E-B41E-40E7-BB36-26249FA40DC1}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		Debug|x86 = Debug|x86
+		Release|x64 = Release|x64
+		Release|x86 = Release|x86
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Debug|x64.ActiveCfg = Debug|x64
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Debug|x64.Build.0 = Debug|x64
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Debug|x86.ActiveCfg = Debug|Win32
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Debug|x86.Build.0 = Debug|Win32
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x64.ActiveCfg = Release|x64
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x64.Build.0 = Release|x64
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x86.ActiveCfg = Release|Win32
+		{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x86.Build.0 = Release|Win32
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {EAF93A09-031B-4CE4-8304-31CD7C88637C}
+	EndGlobalSection
+EndGlobal
diff --git a/vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln b/vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln
new file mode 100644
index 00000000..daf6fbc3
--- /dev/null
+++ b/vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln
@@ -0,0 +1,31 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.28307.489
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnctptd", "vnctptd.vcxproj", "{69635369-B64A-44F5-88E9-82CBD72EBE2E}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		Debug|x86 = Debug|x86
+		Release|x64 = Release|x64
+		Release|x86 = Release|x86
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x64.ActiveCfg = Debug|x64
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x64.Build.0 = Debug|x64
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x86.ActiveCfg = Debug|Win32
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x86.Build.0 = Debug|Win32
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x64.ActiveCfg = Release|x64
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x64.Build.0 = Release|x64
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x86.ActiveCfg = Release|Win32
+		{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x86.Build.0 = Release|Win32
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {4C05450B-547E-4B43-A88E-152593CCF6B3}
+	EndGlobalSection
+EndGlobal
diff --git a/vnpy/trader/gateway/ctpGateway/ctpGateway.py b/vnpy/trader/gateway/ctpGateway/ctpGateway.py
index 9b7a83b0..755888e4 100644
--- a/vnpy/trader/gateway/ctpGateway/ctpGateway.py
+++ b/vnpy/trader/gateway/ctpGateway/ctpGateway.py
@@ -1062,9 +1062,7 @@ class CtpTdApi(TdApi):
             exchange = self.symbolExchangeDict.get(pos.symbol, EXCHANGE_UNKNOWN)
 
             # 获取size
-            if pos.symbol not in self.symbolSizeDict:
-                return
-            size = self.symbolSizeDict[pos.symbol]
+            size = self.symbolSizeDict.get(pos.symbol,10)
 
             # 针对上期所持仓的今昨分条返回（有昨仓、无今仓），读取昨仓数据
             if exchange in [EXCHANGE_SHFE, EXCHANGE_INE]: