[Fix]修复CTA回测撤单没有委托推送的bug

2017-09-20 15:57:19 +08:00 · 2017-09-20 15:57:19 +08:00 · 8e9d7b810a
commit 8e9d7b810a
parent a17c1d6e58
1 changed files with 4 additions and 0 deletions
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
@ -472,8 +472,12 @@ class BacktestingEngine(object):
        """撤单"""
        if vtOrderID in self.workingLimitOrderDict:
            order = self.workingLimitOrderDict[vtOrderID]
+            
            order.status = STATUS_CANCELLED
            order.cancelTime = self.dt.strftime('%H:%M:%S')
+            
+            self.strategy.onOrder(order)
+            
            del self.workingLimitOrderDict[vtOrderID]
        
    #----------------------------------------------------------------------