[Mod]round order volume to contract min_volume in AlgoEngine

vnpy/app/algo_trading/engine.py

@@ -5,7 +5,7 @@ from vnpy.trader.event import (
     EVENT_TICK, EVENT_TIMER, EVENT_ORDER, EVENT_TRADE)
 from vnpy.trader.constant import (Direction, Offset, OrderType)
 from vnpy.trader.object import (SubscribeRequest, OrderRequest)
-from vnpy.trader.utility import load_json, save_json
+from vnpy.trader.utility import load_json, save_json, round_to
 
 from .template import AlgoTemplate
 
@@ -162,6 +162,10 @@ class AlgoEngine(BaseEngine):
             self.write_log(f'委托下单失败，找不到合约：{vt_symbol}', algo)
             return
 
+        volume = round_to(volume, contract.min_volume)
+        if not volume:
+            return ""
+
         req = OrderRequest(
             symbol=contract.symbol,
             exchange=contract.exchange,

vnpy/app/cta_strategy/backtesting.py

@@ -14,7 +14,7 @@ from vnpy.trader.constant import (Direction, Offset, Exchange,
                                   Interval, Status)
 from vnpy.trader.database import database_manager
 from vnpy.trader.object import OrderData, TradeData, BarData, TickData
-from vnpy.trader.utility import round_to_pricetick
+from vnpy.trader.utility import round_to
 
 from .base import (
     BacktestingMode,
@@ -726,7 +726,7 @@ class BacktestingEngine:
         lock: bool
     ):
         """"""
-        price = round_to_pricetick(price, self.pricetick)
+        price = round_to(price, self.pricetick)
         if stop:
             vt_orderid = self.send_stop_order(direction, offset, price, volume)
         else:

vnpy/trader/utility.py

@@ -101,11 +101,11 @@ def save_json(filename: str, data: dict):
         json.dump(data, f, indent=4)
 
 
-def round_to_pricetick(price: float, pricetick: float):
+def round_to(value: float, target: float):
     """
     Round price to price tick value.
     """
-    rounded = round(price / pricetick, 0) * pricetick
+    rounded = int(round(value / target)) * target
     return rounded