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[bug fix] 平仓股指时，不需要查看当前持仓

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This commit is contained in:
msincenselee 2020-08-11 15:19:58 +08:00
parent 81b7bf479e
commit dffff72bd8
1 changed files with 4 additions and 2 deletions
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6
vnpy/app/cta_strategy_pro/template.py
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@ -1819,7 +1819,8 @@ class CtaProFutureTemplate(CtaProTemplate):
grid.volume -= grid.traded_volume
grid.traded_volume = 0
if grid_pos.long_pos <grid.volume:
# 非股指，才需要检查现有仓位
if self.exchange!= Exchange.CFFEX and grid_pos.long_pos <grid.volume:
self.write_error(f'账号{sell_symbol}多单持仓:{grid_pos.long_pos}不满足平仓:{grid.volume}要求:')
return False
@ -1920,7 +1921,8 @@ class CtaProFutureTemplate(CtaProTemplate):
grid.volume -= grid.traded_volume
grid.traded_volume = 0
if grid_pos.short_pos < grid.volume:
# 非股指，需要检查是否有持仓
if self.exchange==Exchange.CFFEX and grid_pos.short_pos < grid.volume:
self.write_error(f'账号{cover_symbol}多单持仓:{grid_pos.short_pos}不满足平仓:{grid.volume}要求:')
return False