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[Mod]修改TargetPosTemplate的委托号管理逻辑

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vn.py 2017-10-18 11:04:40 +08:00
parent 84e6eb277f
commit f861132c5c
1 changed files with 8 additions and 8 deletions
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16
vnpy/trader/app/ctaStrategy/ctaTemplate.py
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@ -286,10 +286,10 @@ class TargetPosTemplate(CtaTemplate):
# 回测模式下，采用合并平仓和反向开仓委托的方式 # 回测模式下，采用合并平仓和反向开仓委托的方式
if self.getEngineType() == ENGINETYPE_BACKTESTING: if self.getEngineType() == ENGINETYPE_BACKTESTING:
if posChange > 0: if posChange > 0:
vtOrderID = self.buy(longPrice, abs(posChange)) l = self.buy(longPrice, abs(posChange))
else: else:
vtOrderID = self.short(shortPrice, abs(posChange)) l = self.short(shortPrice, abs(posChange))
self.orderList.append(vtOrderID) self.orderList.extend(l)
# 实盘模式下，首先确保之前的委托都已经结束（全成、撤销） # 实盘模式下，首先确保之前的委托都已经结束（全成、撤销）
# 然后先发平仓委托，等待成交后，再发送新的开仓委托 # 然后先发平仓委托，等待成交后，再发送新的开仓委托
@ -301,16 +301,16 @@ class TargetPosTemplate(CtaTemplate):
# 买入 # 买入
if posChange > 0: if posChange > 0:
if self.pos < 0: if self.pos < 0:
vtOrderID = self.cover(longPrice, abs(self.pos)) l = self.cover(longPrice, abs(self.pos))
else: else:
vtOrderID = self.buy(longPrice, abs(posChange)) l = self.buy(longPrice, abs(posChange))
# 卖出 # 卖出
else: else:
if self.pos > 0: if self.pos > 0:
vtOrderID = self.sell(shortPrice, abs(self.pos)) l = self.sell(shortPrice, abs(self.pos))
else: else:
vtOrderID = self.short(shortPrice, abs(posChange)) l = self.short(shortPrice, abs(posChange))
self.orderList.append(vtOrderID) self.orderList.extend(l)
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