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[Mod]添加对OFFSET_CLOSE在不同交易所的区别判断

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vn.py 2017-10-17 16:57:35 +08:00
parent f3eea4a1c0
commit 711265c70a
1 changed files with 21 additions and 12 deletions
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33
vnpy/trader/vtEngine.py
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@ -654,14 +654,18 @@ class PositionDetail(object):
# 平昨
elif trade.offset is OFFSET_CLOSEYESTERDAY:
self.shortYd -= trade.volume
# 平仓（非上期所，优先平今）
# 平仓
elif trade.offset is OFFSET_CLOSE:
self.shortTd -= trade.volume
if self.shortTd < 0:
self.shortYd += self.shortTd
self.shortTd = 0
# 上期所等同于平昨
if self.exchange is EXCHANGE_SHFE:
self.shortYd -= trade.volume
# 非上期所，优先平今
else:
self.shortTd -= trade.volume
if self.shortTd < 0:
self.shortYd += self.shortTd
self.shortTd = 0
# 空头
elif trade.direction is DIRECTION_SHORT:
# 开仓
@ -675,11 +679,16 @@ class PositionDetail(object):
self.longYd -= trade.volume
# 平仓
elif trade.offset is OFFSET_CLOSE:
self.longTd -= trade.volume
if self.longTd < 0:
self.longYd += self.longTd
self.longTd = 0
# 上期所等同于平昨
if self.exchange is EXCHANGE_SHFE:
self.longYd -= trade.volume
# 非上期所，优先平今
else:
self.longTd -= trade.volume
if self.longTd < 0:
self.longYd += self.longTd
self.longTd = 0
# 汇总今昨
self.calculatePosition()