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[Mod] add comment for round_to

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This commit is contained in:
vn.py 2019-06-10 13:25:06 +08:00
parent 2cfb18b7bb
commit 4fadcd9016
1 changed files with 6 additions and 3 deletions
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9
vnpy/app/cta_strategy/engine.py
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@ -36,7 +36,7 @@ from vnpy.trader.constant import (
Offset,
Status
)
from vnpy.trader.utility import load_json, save_json, extract_vt_symbol,round_to
from vnpy.trader.utility import load_json, save_json, extract_vt_symbol, round_to
from vnpy.trader.database import database_manager
from vnpy.trader.rqdata import rqdata_client
@ -464,8 +464,11 @@ class CtaEngine(BaseEngine):
if not contract:
self.write_log(f"委托失败，找不到合约：{strategy.vt_symbol}", strategy)
return ""
price = round_to(price,contract.pricetick)
volume = round_to(volume,contract.min_volume)
# Round order price and volume to nearest incremental value
price = round_to(price, contract.pricetick)
volume = round_to(volume, contract.min_volume)
if stop:
if contract.stop_supported:
return self.send_server_stop_order(strategy, contract, direction, offset, price, volume, lock)