senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

bugfix: 数据引擎排除拒单类的活动订单

Browse Source
This commit is contained in:
wisfern 2017-08-18 09:53:30 +08:00
parent 68a65828d7
commit 5b2a6d06ea
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
vnpy/trader/vtEngine.py
View File

@ -350,7 +350,7 @@ class DataEngine(object):
self.orderDict[order.vtOrderID] = order 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 # 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: if order.vtOrderID in self.workingOrderDict:
del self.workingOrderDict[order.vtOrderID] del self.workingOrderDict[order.vtOrderID]
# 否则则更新字典中的数据 # 否则则更新字典中的数据