From dffff72bd8818949aab5655ec017b0b190ee9d68 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Tue, 11 Aug 2020 15:19:58 +0800
Subject: [PATCH] =?UTF-8?q?[bug=20fix]=20=E5=B9=B3=E4=BB=93=E8=82=A1?=
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---
 vnpy/app/cta_strategy_pro/template.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index c3237f9e..e74e07e0 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -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