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[bug fix] 修复股指对锁的bug

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This commit is contained in:
msincenselee 2020-10-12 12:40:51 +08:00
parent e230b27e5b
commit ce1a85b656
1 changed files with 2 additions and 2 deletions
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4
vnpy/app/cta_strategy_pro/template_spread.py
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@ -1,4 +1,4 @@
# 套利模板 # 套利模板
# 华富资产 @ 李来佳 # 华富资产 @ 李来佳
import os import os
@ -419,7 +419,7 @@ class CtaSpreadTemplate(CtaTemplate):
if order_info is not None: if order_info is not None:
# 委托单记录 =》 找到 Grid # 委托单记录 =》 找到 Grid
grid = order_info.get('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 # 更新平均开仓/平仓得价格，数量
self.update_grid_trade(trade, grid) self.update_grid_trade(trade, grid)