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修复风控的bug

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This commit is contained in:
vnpy 2016-05-03 22:38:03 +08:00
parent 9ecf06761f
commit b7c060e226
1 changed files with 4 additions and 4 deletions
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8
vn.trader/vtEngine.py
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@ -141,6 +141,10 @@ class MainEngine(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def sendOrder(self, orderReq, gatewayName): def sendOrder(self, orderReq, gatewayName):
"""对特定接口发单""" """对特定接口发单"""
# 如果风控检查失败则不发单
if not self.rmEngine.checkRisk(orderReq):
return ''
if gatewayName in self.gatewayDict: if gatewayName in self.gatewayDict:
gateway = self.gatewayDict[gatewayName] gateway = self.gatewayDict[gatewayName]
return gateway.sendOrder(orderReq) return gateway.sendOrder(orderReq)
@ -150,10 +154,6 @@ class MainEngine(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def cancelOrder(self, cancelOrderReq, gatewayName): def cancelOrder(self, cancelOrderReq, gatewayName):
"""对特定接口撤单""" """对特定接口撤单"""
# 如果风控检查失败则不发单
if not self.rmEngine.checkRisk(orderReq):
return ''
if gatewayName in self.gatewayDict: if gatewayName in self.gatewayDict:
gateway = self.gatewayDict[gatewayName] gateway = self.gatewayDict[gatewayName]
gateway.cancelOrder(cancelOrderReq) gateway.cancelOrder(cancelOrderReq)