[bug fix] 修复股指对锁的bug

2020-10-12 12:40:51 +08:00 · 2020-10-12 12:40:51 +08:00 · ce1a85b656
commit ce1a85b656
parent e230b27e5b
1 changed files with 2 additions and 2 deletions
--- a/vnpy/app/cta_strategy_pro/template_spread.py
+++ b/vnpy/app/cta_strategy_pro/template_spread.py
@ -1,4 +1,4 @@
-# 套利模板
+# 套利模板
 # 华富资产 @ 李来佳

 import os
@ -419,7 +419,7 @@ class CtaSpreadTemplate(CtaTemplate):
        if order_info is not None:
            # 委托单记录 =》 找到 Grid
            grid = order_info.get('grid')
-            if grid:
+            if grid and order_info.get('offset', None) == Offset.OPEN:
                # 更新平均开仓/平仓得价格，数量
                self.update_grid_trade(trade, grid)