From 99f2de2161eb098cefd5c0bf21955558ad2f1f63 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Tue, 30 Jan 2018 21:39:26 +0800
Subject: [PATCH] bug fix

---
 vnpy/trader/gateway/ctpGateway/ctpGateway.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/vnpy/trader/gateway/ctpGateway/ctpGateway.py b/vnpy/trader/gateway/ctpGateway/ctpGateway.py
index 37851193..bd74cc24 100644
--- 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: