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bug fix

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This commit is contained in:
msincenselee 2019-06-06 10:36:51 +08:00
parent 86b1d8f4ee
commit 642ef2a1cb
2 changed files with 4 additions and 4 deletions
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4
vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -1061,7 +1061,7 @@ class CtpTdApi(TdApi):
# 仓位累加汇总
pos.position += data['Position']
if pos.position and size:
if pos.position > 0 and size > 0:
# 计算持仓均价
pos.price = (pre_cost + data['OpenCost']) / (pos.position * size)
@ -1069,7 +1069,7 @@ class CtpTdApi(TdApi):
pre_settlement_price = data['PreSettlementPrice']
# 当前一笔的开仓均价
open_cost_price = (data['OpenCost'] / (data['Position'] * size)) if data['Position'] > 0 else 0.0
open_cost_price = (data['OpenCost'] / (data['Position'] * size)) if data['Position'] * size != 0 else 0.0
pre_profit = 0
# 上-交易日收益 = (上一交易日结算价 - 开仓价)* 昨仓持仓数量 * 杠杆

4
vnpy/trader/gateway/ctpseGateway/ctpseGateway.py
View File

@ -1077,7 +1077,7 @@ class CtpTdApi(TdApi):
# 仓位累加汇总
pos.position += data['Position']
if pos.position and size:
if pos.position > 0 and size > 0:
# 计算持仓均价
pos.price = (pre_cost + data['OpenCost']) / (pos.position * size)
@ -1085,7 +1085,7 @@ class CtpTdApi(TdApi):
pre_settlement_price = data['PreSettlementPrice']
# 当前一笔的开仓均价
open_cost_price = (data['OpenCost'] / (data['Position'] * size)) if data['Position'] > 0 else 0.0
open_cost_price = (data['OpenCost'] / (data['Position'] * size)) if data['Position'] * size != 0 else 0.0
pre_profit = 0
# 上-交易日收益 = (上一交易日结算价 - 开仓价)* 昨仓持仓数量 * 杠杆