From bfd5ac66d2e12d9c6b72c5bdb4ab88afaa4a649d Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Tue, 30 Apr 2019 13:57:14 +0800 Subject: [PATCH] [Fix]close #1646 --- vnpy/app/cta_strategy/converter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vnpy/app/cta_strategy/converter.py b/vnpy/app/cta_strategy/converter.py index e8d5423b..0ba57bba 100644 --- 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