[Mod]实现委托转换类型的加载判断
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@ -12,5 +12,7 @@
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"logActive": true,
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"logLevel": "debug",
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"logConsole": true,
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"logFile": true
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"logFile": true,
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"tdPenalty": ["IF", "IH", "IC"]
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}
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@ -12,5 +12,7 @@
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"logActive": true,
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"logLevel": "debug",
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"logConsole": true,
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"logFile": true
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"logFile": true,
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"tdPenalty": ["IF", "IH", "IC"]
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}
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@ -354,8 +354,9 @@ class DataEngine(object):
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# 保存活动委托数据的字典(即可撤销)
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self.workingOrderDict = {}
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# 持仓细节字典, vtSymbol:PositionDetail
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self.detailDict = {}
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# 持仓细节相关
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self.detailDict = {} # vtSymbol:PositionDetail
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self.tdPenaltyList = globalSetting['tdPenalty'] # 平今手续费惩罚的产品代码列表
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# 读取保存在硬盘的合约数据
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self.loadContracts()
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@ -466,6 +467,16 @@ class DataEngine(object):
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detail = PositionDetail(vtSymbol)
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self.detailDict[vtSymbol] = detail
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# 设置持仓细节的委托转换模式
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contract = self.getContract(vtSymbol)
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if contract and contract.exchange is EXCHANGE_SHFE:
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detail.mode = detail.MODE_SHFE
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for productID in self.tdPenaltyList:
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if str(productID) in contract.symbol:
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detail.mode = detail.MODE_TDPENALTY
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return detail
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#----------------------------------------------------------------------
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