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修复ctaTemplate中的发单bug（交易停止时应该返回空字符串，而不是None）

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This commit is contained in:
chenxy123 2016-06-23 22:20:34 +08:00
parent 7f4762828b
commit 7ee3ffbd5d
2 changed files with 7 additions and 2 deletions
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7
vn.trader/ctaAlgo/ctaTemplate.py
View File

@ -120,11 +120,16 @@ class CtaTemplate(object):
vtOrderID = self.ctaEngine.sendOrder(self.vtSymbol, orderType, price, volume, self) vtOrderID = self.ctaEngine.sendOrder(self.vtSymbol, orderType, price, volume, self)
return vtOrderID return vtOrderID
else: else:
return None # 交易停止时发单返回空字符串
return ''
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def cancelOrder(self, vtOrderID): def cancelOrder(self, vtOrderID):
"""撤单""" """撤单"""
# 如果发单号为空字符串，则不进行后续操作
if not vtOrderID:
return
if STOPORDERPREFIX in vtOrderID: if STOPORDERPREFIX in vtOrderID:
self.ctaEngine.cancelStopOrder(vtOrderID) self.ctaEngine.cancelStopOrder(vtOrderID)
else: else:

2
vn.trader/vtGateway.py
View File

@ -355,7 +355,7 @@ class VtContractData(VtBaseData):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def __init__(self): def __init__(self):
"""Constructor""" """Constructor"""
super(VtBaseData, self).__init__() super(VtContractData, self).__init__()
self.symbol = EMPTY_STRING # 代码 self.symbol = EMPTY_STRING # 代码
self.exchange = EMPTY_STRING # 交易所代码 self.exchange = EMPTY_STRING # 交易所代码