senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Fix]bug in send_order of CtaEngine

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
vnpy/app/cta_strategy/engine.py
View File

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

6
vnpy/trader/object.py
View File

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