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[Mod] close #1969

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