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[Fix] 修正成交发生时订单成交量错误的BUG

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nanoric 2019-03-08 08:56:47 -04:00
parent 212b864c69
commit d1306dd237
1 changed files with 1 additions and 1 deletions
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vnpy/gateway/oes/oes_td.py
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@ -264,7 +264,7 @@ class OesTdMessageLoop:
time=parse_oes_datetime(data.trdDate, data.trdTime) time=parse_oes_datetime(data.trdDate, data.trdTime)
) )
vt_order.status = STATUS_OES2VT[data.ordStatus] vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.traded = data.origOrdQty + data.trdQty vt_order.traded = data.cumQty
vt_order.time = parse_oes_datetime(data.trdDate, data.trdTime) vt_order.time = parse_oes_datetime(data.trdDate, data.trdTime)
self.gateway.on_trade(trade) self.gateway.on_trade(trade)
self.gateway.on_order(vt_order) self.gateway.on_order(vt_order)