[bug fix]
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b31faa6b03
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@ -377,7 +377,7 @@ class BackTestingEngine(object):
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def get_position_holding(self, vt_symbol: str, gateway_name: str = ''):
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""" 查询合约在账号的持仓(包含多空)"""
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if gateway_name:
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if len(gateway_name) == 0:
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gateway_name = self.gateway_name
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k = f'{gateway_name}.{vt_symbol}'
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holding = self.holdings.get(k, None)
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@ -952,7 +952,7 @@ class BackTestingEngine(object):
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strategy_cond = strategy.strategy_name == order_strategy.strategy_name
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if offset_cond and symbol_cond and strategy_cond:
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self.write_log(u'撤销订单:{},{} {}@{}'
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self.write_log(u'撤销限价订单:{},{} {}@{}'
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.format(vt_orderid, order.direction, order.price, order.volume))
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order.status = Status.CANCELLED
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order.cancel_time = str(self.last_dt)
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@ -1533,7 +1533,7 @@ class CtaEngine(BaseEngine):
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'account_id': self.engine_config.get('account_id', '-'),
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'vt_symbol': vt_symbol,
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'direction': Direction.SHORT.value,
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'strategy_list': symbol_pos.get('多单策略', [])}
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'strategy_list': symbol_pos.get('空单策略', [])}
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# 多空都一致
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if round(symbol_pos['账号空单'], 7) == round(symbol_pos['策略空单'], 7) and \
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@ -1580,7 +1580,9 @@ class CtaProFutureTemplate(CtaProTemplate):
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self.write_log(u'撤单失败,更新状态为撤单成功')
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order_info.update({'status': Status.CANCELLED})
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self.active_orders.update({vt_orderid: order_info})
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if order_grid:
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if vt_orderid in order_grid.order_ids:
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order_grid.order_ids.remove(vt_orderid)
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continue
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# 处理状态为‘撤销’的委托单
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