我用的是1.4版本,一直用新版,这次穿透式监管也只是升级了ctpgateway。老版本大家都没碰到这种情况吗?
总是隔上十来次交易就来一次这种bug,这次是两个品种的self.pos同时出现多一倍的情况。没有全程人工盯盘,我一直没有抓住现场。就是ctpengine里的这点代码,怎么就出错呢?
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def processTradeEvent(self, event):
"""处理成交推送"""
trade = event.dict_['data']
if trade.vtOrderID in self.orderStrategyDict:
strategy = self.orderStrategyDict[trade.vtOrderID]
# 计算策略持仓
if trade.direction == DIRECTION_LONG:
strategy.pos += trade.volume
else:
strategy.pos -= trade.volume
self.callStrategyFunc(strategy, strategy.onTrade, trade)
# 更新持仓缓存数据
if trade.vtSymbol in self.tickStrategyDict:
posBuffer = self.posBufferDict.get(trade.vtSymbol, None)
if not posBuffer:
posBuffer = PositionBuffer()
posBuffer.vtSymbol = trade.vtSymbol
self.posBufferDict[trade.vtSymbol] = posBuffer
posBuffer.updateTradeData(trade)
#----------------------------------------------------------------------