From 711265c70a75e535cca33208efede3534505a43b Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Tue, 17 Oct 2017 16:57:35 +0800
Subject: [PATCH] =?UTF-8?q?[Mod]=E6=B7=BB=E5=8A=A0=E5=AF=B9OFFSET=5FCLOSE?=
 =?UTF-8?q?=E5=9C=A8=E4=B8=8D=E5=90=8C=E4=BA=A4=E6=98=93=E6=89=80=E7=9A=84?=
 =?UTF-8?q?=E5=8C=BA=E5=88=AB=E5=88=A4=E6=96=AD?=
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---
 vnpy/trader/vtEngine.py | 33 +++++++++++++++++++++------------
 1 file changed, 21 insertions(+), 12 deletions(-)

diff --git a/vnpy/trader/vtEngine.py b/vnpy/trader/vtEngine.py
index 45ccf025..52085e8a 100644
--- a/vnpy/trader/vtEngine.py
+++ b/vnpy/trader/vtEngine.py
@@ -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()