[Fix]Close #716，SpreadTrading模块当价差某条腿行情未初始化时，禁止交易

vnpy/trader/app/spreadTrading/stBase.py

@@ -98,6 +98,14 @@ class StSpread(object):
         
         # 遍历价差腿列表
         for n, leg in enumerate(self.allLegs):
+            # 过滤有某条腿尚未初始化的情况（无挂单量）
+            if not leg.bidVolume or not leg.askVolume:
+                self.bidPrice = EMPTY_FLOAT
+                self.askPrice = EMPTY_FLOAT
+                self.askVolume = EMPTY_INT
+                self.bidVolume = EMPTY_INT                
+                return
+                
             # 计算价格
             if leg.multiplier > 0:
                 self.bidPrice += leg.bidPrice * leg.multiplier

vnpy/trader/app/spreadTrading/stEngine.py

@@ -239,7 +239,6 @@ class StDataEngine(object):
         event2.dict_['data'] = spread
         self.eventEngine.put(event2)         
         
-    
     #----------------------------------------------------------------------
     def registerEvent(self):
         """"""
@@ -309,6 +308,10 @@ class StAlgoEngine(object):
         """处理价差行情事件"""
         spread = event.dict_['data']
         
+        # 若价差的买卖价均为0，则意味着尚未初始化，直接返回
+        if not spread.bidPrice and not spread.askPrice:
+            return
+        
         algo = self.algoDict.get(spread.name, None)
         if algo:
             algo.updateSpreadTick(spread)