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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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This commit is contained in:
msincenselee 2016-07-31 09:17:18 +08:00
parent 98c0b314f6
commit c88ce86d23
1 changed files with 2 additions and 1 deletions
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3
vn.trader/riskManager/rmEngine.py
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@ -139,7 +139,7 @@ class RmEngine(object):
if balance == EMPTY_FLOAT: if balance == EMPTY_FLOAT:
self.percent = EMPTY_FLOAT self.percent = EMPTY_FLOAT
else: else:
self.pecent = round((balance - available)*100/balance,2) self.percent = round((balance - available)*100/balance,2)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def writeRiskLog(self, content): def writeRiskLog(self, content):
@ -190,6 +190,7 @@ class RmEngine(object):
%(workingOrderCount, self.workingOrderLimit)) %(workingOrderCount, self.workingOrderLimit))
return False return False
self.writeRiskLog(u'DEBUG:Offset:{0},percent:{1},Limit:{2}'.format(orderReq.offset, self.percent, self.percentLimit))
# 检查仓位 add by Incense 20160728 # 检查仓位 add by Incense 20160728
if orderReq.offset == OFFSET_OPEN: if orderReq.offset == OFFSET_OPEN: