From 9f8c0e87b7e3266161d9bdb325a00c64d9d2609d Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 17 Oct 2019 16:18:18 +0800
Subject: [PATCH] [Fix] bug when calculating spread pos using net pos

---
 vnpy/app/spread_trading/base.py | 22 ++++++++++++++++------
 1 file changed, 16 insertions(+), 6 deletions(-)

diff --git a/vnpy/app/spread_trading/base.py b/vnpy/app/spread_trading/base.py
index 5eff4b48..e6777d30 100644
--- a/vnpy/app/spread_trading/base.py
+++ b/vnpy/app/spread_trading/base.py
@@ -172,24 +172,34 @@ class SpreadData:
 
     def calculate_pos(self):
         """"""
-        self.net_pos = 0
+        long_pos = 0
+        short_pos = 0
 
         for n, leg in enumerate(self.legs.values()):
+            leg_long_pos = 0
+            leg_short_pos = 0
+
             trading_multiplier = self.trading_multipliers[leg.vt_symbol]
             adjusted_net_pos = leg.net_pos / trading_multiplier
 
             if adjusted_net_pos > 0:
                 adjusted_net_pos = floor(adjusted_net_pos)
+                leg_long_pos = adjusted_net_pos
             else:
                 adjusted_net_pos = ceil(adjusted_net_pos)
+                leg_short_pos = abs(adjusted_net_pos)
 
             if not n:
-                self.net_pos = adjusted_net_pos
+                long_pos = leg_long_pos
+                short_pos = leg_short_pos
             else:
-                if adjusted_net_pos > 0:
-                    self.net_pos = min(self.net_pos, adjusted_net_pos)
-                else:
-                    self.net_pos = max(self.net_pos, adjusted_net_pos)
+                long_pos = min(long_pos, leg_long_pos)
+                short_pos = min(short_pos, leg_short_pos)
+
+        if long_pos > 0:
+            self.net_pos = long_pos
+        else:
+            self.net_pos = short_pos
 
     def clear_price(self):
         """"""