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[Fix]修复持仓价格计算可能出错的bug

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This commit is contained in:
vn.py 2018-01-17 10:48:13 +08:00
parent 7e62a7cf2f
commit f6a2623720
1 changed files with 8 additions and 2 deletions
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10
vnpy/trader/vtEngine.py
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@ -819,12 +819,18 @@ class PositionDetail(object):
cost = self.longPrice * self.longPos
cost += trade.volume * trade.price
newPos = self.longPos + trade.volume
self.longPrice = cost / newPos
if newPos:
self.longPrice = cost / newPos
else:
self.longPrice = 0
else:
cost = self.shortPrice * self.shortPos
cost += trade.volume * trade.price
newPos = self.shortPos + trade.volume
self.shortPrice = cost / newPos
if newPos:
self.shortPrice = cost / newPos
else:
self.shortPrice = 0
#----------------------------------------------------------------------
def calculatePosition(self):