修改风控模块,增加持仓比例控制。如超过90%就不开仓
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@ -139,7 +139,7 @@ class RmEngine(object):
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if balance == EMPTY_FLOAT:
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self.percent = EMPTY_FLOAT
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else:
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self.pecent = round((balance - available)*100/balance,2)
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self.percent = round((balance - available)*100/balance,2)
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#----------------------------------------------------------------------
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def writeRiskLog(self, content):
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@ -190,6 +190,7 @@ class RmEngine(object):
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%(workingOrderCount, self.workingOrderLimit))
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return False
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self.writeRiskLog(u'DEBUG:Offset:{0},percent:{1},Limit:{2}'.format(orderReq.offset, self.percent, self.percentLimit))
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# 检查仓位 add by Incense 20160728
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if orderReq.offset == OFFSET_OPEN:
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