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[Fix]Close #605

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This commit is contained in:
vn.py 2017-12-01 22:44:26 +08:00
parent 768e572433
commit f87405b8e9
1 changed files with 22 additions and 11 deletions
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33
vnpy/trader/vtEngine.py
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@ -882,15 +882,20 @@ class PositionDetail(object):
return [req]
# 平仓量大于今可用，平今再平昨
else:
reqTd = copy(req)
reqTd.offset = OFFSET_CLOSETODAY
reqTd.volume = tdAvailable
l = []
if tdAvailable > 0:
reqTd = copy(req)
reqTd.offset = OFFSET_CLOSETODAY
reqTd.volume = tdAvailable
l.append(reqTd)
reqYd = copy(req)
reqYd.offset = OFFSET_CLOSEYESTERDAY
reqYd.volume = req.volume - tdAvailable
l.append(reqYd)
return [reqTd, reqYd]
return l
# 平今惩罚模式，没有今仓则平昨，否则锁仓
elif self.mode is self.MODE_TDPENALTY:
@ -918,18 +923,24 @@ class PositionDetail(object):
return [req]
# 平仓量大于昨可用，平仓再反向开仓
else:
reqClose = copy(req)
if self.exchange is EXCHANGE_SHFE:
req.offset = OFFSET_CLOSEYESTERDAY
else:
req.offset = OFFSET_CLOSE
reqClose.volume = ydAvailable
l = []
if ydAvailable > 0:
reqClose = copy(req)
if self.exchange is EXCHANGE_SHFE:
req.offset = OFFSET_CLOSEYESTERDAY
else:
req.offset = OFFSET_CLOSE
reqClose.volume = ydAvailable
l.append(reqClose)
reqOpen = copy(req)
reqOpen.offset = OFFSET_OPEN
reqOpen.volume = req.volume - ydAvailable
l.append(reqOpen)
return [reqClose, reqOpen]
return l
# 其他情况则直接返回空
return []