From ce1a85b656018ac5b79440153624a20e413c9c40 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Mon, 12 Oct 2020 12:40:51 +0800
Subject: [PATCH] =?UTF-8?q?[bug=20fix]=20=E4=BF=AE=E5=A4=8D=E8=82=A1?=
 =?UTF-8?q?=E6=8C=87=E5=AF=B9=E9=94=81=E7=9A=84bug?=
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---
 vnpy/app/cta_strategy_pro/template_spread.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/vnpy/app/cta_strategy_pro/template_spread.py b/vnpy/app/cta_strategy_pro/template_spread.py
index aa8f9f80..7f2720e1 100644
--- 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)