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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

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vn.py 2019-06-13 13:12:58 +08:00
commit 6cfdeac8cb
1 changed files with 2 additions and 2 deletions
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vnpy/app/cta_strategy/converter.py
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@ -240,7 +240,7 @@ class PositionHolding:
td_available = self.long_td - self.long_td_frozen td_available = self.long_td - self.long_td_frozen
if req.volume > pos_available: if req.volume > pos_available:
return [req] return []
elif req.volume <= td_available: elif req.volume <= td_available:
req_td = copy(req) req_td = copy(req)
req_td.offset = Offset.CLOSETODAY req_td.offset = Offset.CLOSETODAY
@ -278,7 +278,7 @@ class PositionHolding:
# If no td_volume, we close opposite yd position first # If no td_volume, we close opposite yd position first
# then open new position # then open new position
else: else:
open_volume = max(0, yd_available - req.volume) open_volume = max(0, req.volume - yd_available)
req_list = [] req_list = []
if yd_available: if yd_available: