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修复TargetPosTemplate的bug

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This commit is contained in:
chenxy123 2017-03-07 22:34:21 +08:00
parent 70151b0f16
commit defec19912
1 changed files with 4 additions and 2 deletions
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6
vn.trader/ctaAlgo/ctaTemplate.py
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@ -219,8 +219,9 @@ class TargetPosTemplate(CtaTemplate):
"""收到行情推送""" """收到行情推送"""
self.lastTick = tick self.lastTick = tick
# 实盘模式下，需要根据tick的实时推送执行自动开平仓操作 # 实盘模式下，启动交易后，需要根据tick的实时推送执行自动开平仓操作
self.trade() if self.trading:
self.trade()
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onBar(self, bar): def onBar(self, bar):
@ -246,6 +247,7 @@ class TargetPosTemplate(CtaTemplate):
# 先撤销之前的委托 # 先撤销之前的委托
for vtOrderID in self.orderList: for vtOrderID in self.orderList:
self.cancelOrder(vtOrderID) self.cancelOrder(vtOrderID)
self.orderList = []
# 如果目标仓位和实际仓位一致，则不进行任何操作 # 如果目标仓位和实际仓位一致，则不进行任何操作
posChange = self.targetPos - self.pos posChange = self.targetPos - self.pos