增加风控引擎对数量为0委托的检查

2017-08-30 21:07:38 +08:00 · 2017-08-30 21:07:38 +08:00 · 61dfdeea38
commit 61dfdeea38
parent a8c0ff957c
1 changed files with 4 additions and 0 deletions
--- a/vnpy/trader/app/riskManager/rmEngine.py
+++ b/vnpy/trader/app/riskManager/rmEngine.py
@ -166,6 +166,10 @@ class RmEngine(object):
            return True

        # 检查委托数量
+        if orderReq.volume <= 0:
+            self.writeRiskLog(u'委托数量必须大于0')
+            return False
+        
        if orderReq.volume > self.orderSizeLimit:
            self.writeRiskLog(u'单笔委托数量%s，超过限制%s'
                              %(orderReq.volume, self.orderSizeLimit))