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[bug fix] 移仓换月

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This commit is contained in:
msincenselee 2020-07-21 22:39:04 +08:00
parent 764f70ca16
commit dc16eb99cd
1 changed files with 1 additions and 1 deletions
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2
vnpy/app/cta_strategy_pro/template.py
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@ -989,7 +989,7 @@ class CtaProTemplate(CtaTemplate):
# 委托平空非主力合约 # 委托平空非主力合约
vt_orderids = self.cover(price=none_mi_price, vt_orderids = self.cover(price=none_mi_price,
volume=none_mi_grid.volume, volume=none_mi_grid.volume,
vt_symbol=self.vt_symbol, vt_symbol=none_mi_symbol,
order_type=self.order_type, order_type=self.order_type,
grid=none_mi_grid) grid=none_mi_grid)
if len(vt_orderids) > 0: if len(vt_orderids) > 0: