diff --git a/vnpy/trader/gateway/futuGateway/futuGateway.py b/vnpy/trader/gateway/futuGateway/futuGateway.py index 14cd2209..c0921483 100644 --- a/vnpy/trader/gateway/futuGateway/futuGateway.py +++ b/vnpy/trader/gateway/futuGateway/futuGateway.py @@ -459,6 +459,10 @@ class FutuGateway(VtGateway): def processOrder(self, data, qry=False): """处理委托推送""" for ix, row in data.iterrows(): + # 如果状态是已经删除,则直接忽略 + if str(row['status']) == '7': + continue + order = VtOrderData() order.gatewayName = self.gatewayName