在gateway文件中的第753行至771行的代码如下:
def cancel_order(self, req: CancelRequest):
"""
Cancel existing order.
"""
frontid, sessionid, orderref = req.orderid.split("")
sopt_req = {
"InstrumentID": req.symbol,
"Exchange": req.exchange,
"OrderRef": order_ref,
"FrontID": int(frontid),
"SessionID": int(sessionid),
"ActionFlag": THOST_FTDC_AF_Delete,
"BrokerID": self.brokerid,
"InvestorID": self.userid
}
self.reqid += 1
self.reqOrderAction(sopt_req, self.reqid)
建议将其中的
"Exchange": req.exchange,
改为
"ExchangeID": req.exchange.value,
这样是不是更好些呢?