[Fix]bug in send_order of CtaEngine

This commit is contained in:
vn.py 2019-02-22 14:11:47 +08:00
parent f0108ef889
commit f94e078a75
2 changed files with 4 additions and 4 deletions

View File

@ -278,7 +278,7 @@ class CtaEngine(BaseEngine):
price=price,
volume=volume,
)
vt_orderid = self.main_engine.send_limit_order(
vt_orderid = self.main_engine.send_order(
req, contract.gateway_name)
# Save relationship between orderid and strategy.

View File

@ -6,7 +6,7 @@ from dataclasses import dataclass
from datetime import datetime
from logging import INFO
from .constant import Direction, Exchange, Interval, Offset, Status
from .constant import Direction, Exchange, Interval, Offset, Status, Product, OptionType
ACTIVE_STATUSES = set([Status.SUBMITTING, Status.NOTTRADED, Status.PARTTRADED])
@ -228,13 +228,13 @@ class ContractData(BaseData):
symbol: str
exchange: Exchange
name: str
product: str
product: Product
size: int
pricetick: float
option_strike: float = 0
option_underlying: str = "" # vt_symbol of underlying contract
option_type: str = ""
option_type: OptionType = None
option_expiry: datetime = None
def __post_init__(self):