[Mod]change logic of is_convert_required function

2019-04-26 22:53:25 +08:00 · 2019-04-26 22:53:25 +08:00 · 4cb5e48523
commit 4cb5e48523
parent 1aa2faf4cb
1 changed files with 5 additions and 3 deletions
--- a/vnpy/app/cta_strategy/converter.py
+++ b/vnpy/app/cta_strategy/converter.py
@ -82,10 +82,12 @@ class OffsetConverter:
        contract = self.main_engine.get_contract(vt_symbol)

        # Only contracts with long-short position mode requires convert
-        if not contract or not contract.net_position:
-            return True
-        else:
+        if not contract:
            return False
+        elif contract.net_position:
+            return False
+        else:
+            return True


 class PositionHolding: