Update engine.py

2019-06-09 08:49:27 +08:00 · 2019-06-09 08:49:27 +08:00 · b79212c4d9
commit b79212c4d9
parent 4f94988a6e
1 changed files with 1 additions and 0 deletions
--- a/vnpy/app/cta_strategy/engine.py
+++ b/vnpy/app/cta_strategy/engine.py
@ -465,6 +465,7 @@ class CtaEngine(BaseEngine):
            self.write_log(f"委托失败，找不到合约：{strategy.vt_symbol}", strategy)
            return ""
        price = round_to(price,contract.pricetick)
+        volume = round_to(volume,contract.min_volume)
        if stop:
            if contract.stop_supported:
                return self.send_server_stop_order(strategy, contract, direction, offset, price, volume, lock)