[Mod] close #1969

2019-07-27 08:47:12 +08:00 · 2019-07-27 08:47:12 +08:00 · b755f9f1fa
commit b755f9f1fa
parent eb5cf945f5
1 changed files with 5 additions and 0 deletions
--- a/vnpy/app/cta_strategy/engine.py
+++ b/vnpy/app/cta_strategy/engine.py
@ -323,6 +323,11 @@ class CtaEngine(BaseEngine):
        for req in req_list:
            vt_orderid = self.main_engine.send_order(
                req, contract.gateway_name)
+
+            # Check if sending order successful
+            if not vt_orderid:
+                continue
+
            vt_orderids.append(vt_orderid)

            self.offset_converter.update_order_request(req, vt_orderid)