From cc3fdfc5692ebccd45dcbca156b1cb1d9e006198 Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Wed, 25 Oct 2017 13:00:01 +0800
Subject: [PATCH] =?UTF-8?q?[Mod]=E5=AE=9E=E7=8E=B0SpreadTrading=E6=A8=A1?=
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---
 vnpy/trader/app/spreadTrading/stEngine.py | 39 ++++++++---------------
 1 file changed, 13 insertions(+), 26 deletions(-)

diff --git a/vnpy/trader/app/spreadTrading/stEngine.py b/vnpy/trader/app/spreadTrading/stEngine.py
index f6d63347..5829323f 100644
--- a/vnpy/trader/app/spreadTrading/stEngine.py
+++ b/vnpy/trader/app/spreadTrading/stEngine.py
@@ -366,9 +366,16 @@ class StAlgoEngine(object):
             req.price = price + payup * contract.priceTick
         else:
             req.price = price - payup * contract.priceTick
+            
+        # 委托转换
+        reqList = self.mainEngine.convertOrderReq(req)
+        vtOrderIDList = []
         
-        vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
-        return vtOrderID
+        for req in reqList:
+            vtOrderID = self.mainEngine.sendOrder(req, contract.gatewayName)
+            vtOrderIDList.append(vtOrderID)
+        
+        return vtOrderIDList
         
     #----------------------------------------------------------------------
     def cancelOrder(self, vtOrderID):
@@ -389,45 +396,25 @@ class StAlgoEngine(object):
     #----------------------------------------------------------------------
     def buy(self, vtSymbol, price, volume, payup=0):
         """买入"""
-        vtOrderID = self.sendOrder(vtSymbol, DIRECTION_LONG, OFFSET_OPEN, price, volume, payup)
-        l = []
-        
-        if vtOrderID:
-            l.append(vtOrderID)
-
+        l = self.sendOrder(vtSymbol, DIRECTION_LONG, OFFSET_OPEN, price, volume, payup)
         return l
     
     #----------------------------------------------------------------------
     def sell(self, vtSymbol, price, volume, payup=0):
         """卖出"""
-        vtOrderID = self.sendOrder(vtSymbol, DIRECTION_SHORT, OFFSET_CLOSE, price, volume, payup)
-        l = []
-        
-        if vtOrderID:
-            l.append(vtOrderID)
-
+        l = self.sendOrder(vtSymbol, DIRECTION_SHORT, OFFSET_CLOSE, price, volume, payup)
         return l
     
     #----------------------------------------------------------------------
     def short(self, vtSymbol, price, volume, payup=0):
         """卖空"""
-        vtOrderID = self.sendOrder(vtSymbol, DIRECTION_SHORT, OFFSET_OPEN, price, volume, payup)
-        l = []
-        
-        if vtOrderID:
-            l.append(vtOrderID)
-
+        l = self.sendOrder(vtSymbol, DIRECTION_SHORT, OFFSET_OPEN, price, volume, payup)
         return l
     
     #----------------------------------------------------------------------
     def cover(self, vtSymbol, price, volume, payup=0):
         """平空"""
-        vtOrderID = self.sendOrder(vtSymbol, DIRECTION_LONG, OFFSET_CLOSE, price, volume, payup)
-        l = []
-        
-        if vtOrderID:
-            l.append(vtOrderID)
-
+        l = self.sendOrder(vtSymbol, DIRECTION_LONG, OFFSET_CLOSE, price, volume, payup)
         return l
     
     #----------------------------------------------------------------------