bug fix

2018-01-30 21:39:26 +08:00 · 2018-01-30 21:39:26 +08:00 · 99f2de2161
commit 99f2de2161
parent 37e31c34dd
1 changed files with 2 additions and 1 deletions
--- a/vnpy/trader/gateway/ctpGateway/ctpGateway.py
+++ b/vnpy/trader/gateway/ctpGateway/ctpGateway.py
@ -796,7 +796,8 @@ class CtpTdApi(TdApi):
        # 计算持仓均价
        if pos.position and pos.symbol in self.symbolSizeDict:
            size = self.symbolSizeDict[pos.symbol]
-            pos.price = (cost + data['PositionCost']) / (pos.position * size)
+            if size > 0 and pos.position > 0:
+                pos.price = (cost + data['PositionCost']) / abs(pos.position * size)

        # 读取冻结
        if pos.direction is DIRECTION_LONG: