[Fix]close #1646

2019-04-30 13:57:14 +08:00 · 2019-04-30 13:57:14 +08:00 · bfd5ac66d2
commit bfd5ac66d2
parent 0836a5a7f8
1 changed files with 1 additions and 1 deletions
--- a/vnpy/app/cta_strategy/converter.py
+++ b/vnpy/app/cta_strategy/converter.py
@ -219,7 +219,7 @@ class PositionHolding:
                elif order.offset == Offset.CLOSE:
                    self.long_td_frozen += frozen

-                    if self.long_td_frozen > self.short_td:
+                    if self.long_td_frozen > self.long_td:
                        self.long_yd_frozen += (self.long_td_frozen
                                                - self.long_td)
                        self.long_td_frozen = self.long_td