senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[bug fix]

Browse Source
This commit is contained in:
msincenselee 2020-03-18 16:45:00 +08:00
parent 9b9389c9cf
commit 6fb4ff3969
1 changed files with 14 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
vnpy/app/cta_crypto/template.py
View File

@ -896,7 +896,7 @@ class CtaFutureTemplate(CtaTemplate):
self.write_log(u'{} 订单信息:{}'.format(order.vt_orderid, old_order))
old_order['traded'] = order.traded
# order_time = old_order['order_time']
order_symbol = copy(old_order['symbol'])
order_symbol = copy(old_order['vt_symbol'])
order_volume = old_order['volume'] - old_order['traded']
if order_volume <= 0:
msg = u'{} {}{}重新平仓数量为{}，不再平仓' \
@ -909,7 +909,7 @@ class CtaFutureTemplate(CtaTemplate):
order_price = old_order['price']
order_type = old_order.get('order_type', OrderType.LIMIT)
order_retry = old_order['retry']
order_retry = old_order.get('retry', 1)
grid = old_order.get('grid', None)
if order_retry > 20:
msg = u'{} 平仓撤单 {}/{}手， 重试平仓次数{}>20' \
@ -995,7 +995,11 @@ class CtaFutureTemplate(CtaTemplate):
:return:
"""
vt_orderids = self.buy(price=self.cur_price, volume=grid.volume, grid=grid)
vt_orderids = self.buy(vt_symbol=self.vt_symbol,
price=self.cur_price,
volume=grid.volume,
order_time=self.cur_datetime,
grid=grid)
if len(vt_orderids) > 0:
self.write_log(u'创建{}事务多单,开仓价：{}，数量：{}，止盈价:{},止损价:{}'
.format(grid.type, grid.open_price, grid.volume, grid.close_price, grid.stop_price))
@ -1014,7 +1018,11 @@ class CtaFutureTemplate(CtaTemplate):
:return:
"""
vt_orderids = self.short(price=self.cur_price, volume=grid.volume, grid=grid)
vt_orderids = self.short(vt_symbol=self.vt_symbol,
price=self.cur_price,
volume=grid.volume,
order_time=self.cur_datetime,
grid=grid)
if len(vt_orderids) > 0:
self.write_log(u'创建{}事务空单,指数开空价：{}，主力开仓价:{},数量：{}，止盈价:{},止损价:{}'
.format(grid.type, grid.open_price, self.cur_price, grid.volume, grid.close_price,
@ -1144,11 +1152,11 @@ class CtaFutureTemplate(CtaTemplate):
over_seconds = (dt - order_time).total_seconds()
# 只处理未成交的限价委托单
if order_status in [Status.NOTTRADED] and order_type == OrderType.LIMIT:
if order_status in [Status.SUBMITTING, Status.NOTTRADED] and order_type == OrderType.LIMIT:
if over_seconds > self.cancel_seconds or force: # 超过设置的时间还未成交
self.write_log(u'超时{}秒未成交，取消委托单：vt_orderid:{},order:{}'
.format(over_seconds, vt_orderid, order_info))
order_info.update({'status': Status.CANCELING})
order_info.update({'status': Status.CANCELLING})
self.active_orders.update({vt_orderid: order_info})
ret = self.cancel_order(str(vt_orderid))
if not ret: