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[bug fix]

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This commit is contained in:
msincenselee 2020-06-05 13:38:49 +08:00
parent 2be5d812c2
commit 6431cfbb3a
1 changed files with 6 additions and 1 deletions
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7
vnpy/app/cta_stock/template.py
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@ -587,17 +587,19 @@ class CtaStockTemplate(CtaTemplate):
self.write_log(f'清除委托单：{lg.order_ids}') self.write_log(f'清除委托单：{lg.order_ids}')
[self.cta_engine.cancel_order(self, vt_orderid) for vt_orderid in lg.order_ids] [self.cta_engine.cancel_order(self, vt_orderid) for vt_orderid in lg.order_ids]
lg.order_ids = [] lg.order_ids = []
if lg.open_status and not lg.close_status and not lg.open_status: if lg.open_status and not lg.close_status and not lg.order_status:
pos = self.get_position(lg.vt_symbol) pos = self.get_position(lg.vt_symbol)
pos.volume += lg.volume pos.volume += lg.volume
lg.traded_volume = 0 lg.traded_volume = 0
self.write_log(u'持仓状态，加载持仓多单[{},价格:{},数量:{}手, 开仓时间:{}' self.write_log(u'持仓状态，加载持仓多单[{},价格:{},数量:{}手, 开仓时间:{}'
.format(lg.vt_symbol, lg.open_price, lg.volume, lg.open_time)) .format(lg.vt_symbol, lg.open_price, lg.volume, lg.open_time))
self.positions.update({lg.vt_symbol: pos})
elif lg.order_status and not lg.open_status and not lg.close_status and lg.traded_volume > 0: elif lg.order_status and not lg.open_status and not lg.close_status and lg.traded_volume > 0:
pos = self.get_position(lg.vt_symbol) pos = self.get_position(lg.vt_symbol)
pos.volume += lg.traded_volume pos.volume += lg.traded_volume
self.write_log(u'开仓状态，加载部分持仓多单[{},价格:{},数量:{}手, 开仓时间:{}' self.write_log(u'开仓状态，加载部分持仓多单[{},价格:{},数量:{}手, 开仓时间:{}'
.format(lg.vt_symbol, lg.open_price, lg.traded_volume, lg.open_time)) .format(lg.vt_symbol, lg.open_price, lg.traded_volume, lg.open_time))
self.positions.update({lg.vt_symbol: pos})
elif lg.order_status and lg.open_status and lg.close_status: elif lg.order_status and lg.open_status and lg.close_status:
if lg.traded_volume > 0: if lg.traded_volume > 0:
old_volume = lg.volume old_volume = lg.volume
@ -609,6 +611,9 @@ class CtaStockTemplate(CtaTemplate):
pos.volume += lg.volume pos.volume += lg.volume
self.write_log(u'卖出状态，加载持仓多单[{},价格:{},数量:{}手, 开仓时间:{}' self.write_log(u'卖出状态，加载持仓多单[{},价格:{},数量:{}手, 开仓时间:{}'
.format(lg.vt_symbol, lg.open_price, lg.volume, lg.open_time)) .format(lg.vt_symbol, lg.open_price, lg.volume, lg.open_time))
self.positions.update({lg.vt_symbol: pos})
self.gt.save() self.gt.save()
self.display_grids() self.display_grids()