From b79212c4d95bcf7d1d38f48d29d78a53f96c6c44 Mon Sep 17 00:00:00 2001 From: xldistance <819873074@qq.com> Date: Sun, 9 Jun 2019 08:49:27 +0800 Subject: [PATCH] Update engine.py --- vnpy/app/cta_strategy/engine.py | 1 + 1 file changed, 1 insertion(+) diff --git a/vnpy/app/cta_strategy/engine.py b/vnpy/app/cta_strategy/engine.py index fd3d3c46..98b52bfe 100644 --- 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)