bugfix: 数据引擎排除拒单类的活动订单

2017-08-18 09:53:30 +08:00 · 2017-08-18 09:53:30 +08:00 · 5b2a6d06ea
commit 5b2a6d06ea
parent 68a65828d7
1 changed files with 1 additions and 1 deletions
--- a/vnpy/trader/vtEngine.py
+++ b/vnpy/trader/vtEngine.py
@ -350,7 +350,7 @@ class DataEngine(object):
        self.orderDict[order.vtOrderID] = order
        
        # 如果订单的状态是全部成交或者撤销，则需要从workingOrderDict中移除
-        if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED:
+        if order.status in [STATUS_ALLTRADED, STATUS_REJECTED, STATUS_CANCELLED]:
            if order.vtOrderID in self.workingOrderDict:
                del self.workingOrderDict[order.vtOrderID]
        # 否则则更新字典中的数据