bug fix，修改为当前价-开仓均价

vnpy/trader/gateway/ctpGateway/ctpGateway.py

@@ -1056,13 +1056,20 @@ class CtpTdApi(TdApi):
                 pre_settlement_price = data['PreSettlementPrice']
                 # 开仓均价
                 open_cost_price = data['OpenCost'] / (pos.position * size)
-                # 逐笔盈亏 = (上一交易日结算价 - 开仓价)* 持仓数量 * 杠杆 + 当日持仓收益
-                if pos.direction == DIRECTION_LONG:
-                    pre_profit = (pre_settlement_price - open_cost_price) * (pos.position * size)
-                else:
-                    pre_profit = (open_cost_price - pre_settlement_price) * (pos.position * size)
 
-                pos.positionProfit = pos.positionProfit + pre_profit + data['PositionProfit']
+                cur_price = self.gateway.symbol_price_dict.get(pos.vtSymbol, None)
+                if cur_price is None:
+                # 逐笔盈亏 = (上一交易日结算价 - 开仓价)* 持仓数量 * 杠杆 + 当日持仓收益
+                    if pos.direction == DIRECTION_LONG:
+                       pre_profit = (pre_settlement_price - open_cost_price) * (yd_position * size)
+                    else:
+                       pre_profit = (open_cost_price - pre_settlement_price) * (yd_position * size)
+                    pos.positionProfit = pos.positionProfit + pre_profit + data['PositionProfit']
+                else:
+                    if pos.direction == DIRECTION_LONG:
+                        pos.positionProfit = (cur_price - open_cost_price) * (pos.position * size)
+                    else:
+                        pos.positionProfit = (open_cost_price - cur_price) * (pos.position * size)
 
             # 读取冻结
             if pos.direction is DIRECTION_LONG:

vnpy/trader/gateway/ctpseGateway/ctpseGateway.py

@@ -1054,6 +1054,7 @@ class CtpTdApi(TdApi):
 
             exchange = self.symbolExchangeDict.get(pos.symbol, EXCHANGE_UNKNOWN)
 
+            yd_position = data['YdPosition']
             # 针对上期所持仓的今昨分条返回（有昨仓、无今仓），读取昨仓数据
             if exchange == EXCHANGE_SHFE:
                 if data['YdPosition'] and not data['TodayPosition']:
@@ -1080,13 +1081,22 @@ class CtpTdApi(TdApi):
                 pre_settlement_price = data['PreSettlementPrice']
                 # 开仓均价
                 open_cost_price = data['OpenCost'] / (pos.position * size)
-                # 逐笔盈亏 = (上一交易日结算价 - 开仓价)* 持仓数量 * 杠杆 + 当日持仓收益
-                if pos.direction == DIRECTION_LONG:
-                    pre_profit = (pre_settlement_price - open_cost_price) * (pos.position * size)
-                else:
-                    pre_profit = (open_cost_price - pre_settlement_price) * (pos.position * size)
 
-                pos.positionProfit = pos.positionProfit + pre_profit + data['PositionProfit']
+                cur_price = self.gateway.symbol_price_dict.get(pos.vtSymbol, None)
+                if cur_price is None:
+
+                    # 逐笔盈亏 = (上一交易日结算价 - 开仓价)* 昨仓持仓数量 * 杠杆 + 当日持仓收益
+                    if pos.direction == DIRECTION_LONG:
+                       pre_profit = (pre_settlement_price - open_cost_price) * (yd_position * size)
+                    else:
+                       pre_profit = (open_cost_price - pre_settlement_price) * (yd_position * size)
+                    pos.positionProfit = pos.positionProfit + pre_profit + data['PositionProfit']
+                else:
+                    # 逐笔盈亏 = (当前价 - 开仓价)* 持仓数量 * 杠杆
+                    if pos.direction == DIRECTION_LONG:
+                        pos.positionProfit = (cur_price - open_cost_price) * (pos.position * size)
+                    else:
+                        pos.positionProfit = (open_cost_price - cur_price) * (pos.position * size)
 
             # 读取冻结
             if pos.direction is DIRECTION_LONG:
@@ -1106,7 +1116,7 @@ class CtpTdApi(TdApi):
                 self.posDict.clear()
         except Exception as ex:
             self.gateway.writeError('onRspQryInvestorPosition exception:{}'.format(str(ex)))
-            self.gateway.writeError('traceL{}'.format(traceback.format_exc()))
+            self.gateway.writeError('trace {}'.format(traceback.format_exc()))
 
 
     #----------------------------------------------------------------------

vnpy/trader/vtGateway.py

@@ -26,6 +26,8 @@ class VtGateway(object):
         # 所有订阅onBar的都会添加
         self.klines = {}
 
+        self.symbol_price_dict = {}
+
     # ----------------------------------------------------------------------
     def onTick(self, tick):
         """市场行情推送"""
@@ -34,6 +36,11 @@ class VtGateway(object):
         event1.dict_['data'] = tick
         self.eventEngine.put(event1)
 
+        if tick.lastPrice is not None or tick.lastPrice != 0:
+            self.symbol_price_dict.update({tick.vtSymbol: tick.lastPrice})
+        elif tick.askPrice1 is not None and tick.bidPrice1 is not None:
+            self.symbol_price_dict.update({tick.vtSymbol: (tick.askPrice1 + tick.bidPrice1)/2})
+
         # 特定合约代码的事件
         event2 = Event(type_=EVENT_TICK+tick.vtSymbol)
         event2.dict_['data'] = tick
@@ -45,6 +52,8 @@ class VtGateway(object):
         event = Event(type_=type)
         event.dict_['data'] = bar
         self.eventEngine.put(event)
+        self.writeLog(u'Onbar Event:{},{},o:{},h:{},l:{},c:{}'.format(bar.vtSymbol, bar.datetime, bar.open,
+                                                                    bar.high, bar.low, bar.close))
 
     # ----------------------------------------------------------------------
     def onTrade(self, trade):
@@ -108,13 +117,6 @@ class VtGateway(object):
         event1.dict_['data'] = error
         self.eventEngine.put(event1)
 
-        logMsg = u'{} {}:[{}]:{}'.format(datetime.now(), error.gatewayName, error.errorID,error.errorMsg )
-        # 写入本地log日志
-        if self.logger:
-            self.logger.error(logMsg)
-            print(logMsg,file=sys.stderr)
-        else:
-            self.createLogger()
 
     # ----------------------------------------------------------------------
     def onLog(self, log):
@@ -222,7 +224,6 @@ class VtGateway(object):
         if self.logger:
             self.logger.error(content)
 
-
     # ----------------------------------------------------------------------
     def printDict(self,d):
         """返回dict的字符串类型"""