From 6fb4ff39692825f16ac049d1cb24138c71b06af6 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Wed, 18 Mar 2020 16:45:00 +0800 Subject: [PATCH] [bug fix] --- vnpy/app/cta_crypto/template.py | 20 ++++++++++++++------ 1 file changed, 14 insertions(+), 6 deletions(-) diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py index 3f819547..dd95d308 100644 --- a/vnpy/app/cta_crypto/template.py +++ b/vnpy/app/cta_crypto/template.py @@ -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: