diff --git a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py index 132a917d..cfd6c772 100644 --- 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] #----------------------------------------------------------------------