def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
-
"""""" -
if not data: -
return -
# Check if contract data received -
if data["InstrumentID"] in symbol_exchange_map: -
# Get buffered position object -
# Get buffered position object -
key = f"{data['InstrumentID'], data['PosiDirection']}" -
position = self.positions.get(key, None) -
if not position: -
position = PositionData( -
symbol=data["InstrumentID"], -
exchange=symbol_exchange_map[data["InstrumentID"]], -
direction=DIRECTION_CTP2VT[data["PosiDirection"]], -
gateway_name=self.gateway_name -
) -
self.positions[key] = position -
# For SHFE and INE position data update -
if position.exchange in [Exchange.SHFE, Exchange.INE]: -
if data["YdPosition"] and not data["TodayPosition"]: -
position.yd_volume = data["Position"] -
# For other exchange position data update -
else: -
position.yd_volume = data["Position"] - data["TodayPosition"] -
# Get contract size (spread contract has no size value) -
size = symbol_size_map.get(position.symbol, 0) - 这里的逻辑处理似乎存在问题，这里为什么不是用累加 position.yd_volume，也就是 position.yd_volume += data["Position"] - data["TodayPosition"]
