senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Fix]Close #520

Browse Source
This commit is contained in:
vn.py 2017-09-22 22:05:39 +08:00
parent fb8b404666
commit 9778e85480
1 changed files with 9 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
vnpy/trader/vtEngine.py
View File

@ -470,13 +470,16 @@ class DataEngine(object):
# 设置持仓细节的委托转换模式
contract = self.getContract(vtSymbol)
if contract and contract.exchange is EXCHANGE_SHFE:
detail.mode = detail.MODE_SHFE
if contract:
# 上期所合约
if contract.exchange is EXCHANGE_SHFE:
detail.mode = detail.MODE_SHFE
# 检查是否有平今惩罚
for productID in self.tdPenaltyList:
if str(productID) in contract.symbol:
detail.mode = detail.MODE_TDPENALTY
for productID in self.tdPenaltyList:
if str(productID) in contract.symbol:
detail.mode = detail.MODE_TDPENALTY
return detail
#----------------------------------------------------------------------