
以上是我通过write_log记录返回的成交日志,但是在实际账户中发现仓位并未成交。期货账户显示的如下:
请问具体是什么原因造成的?
on_order中代码如下:
def on_order(self, order: OrderData) -> None:
super().on_order(order)
if order.status in [Status.ALLTRADED, Status.REJECTED, Status.CANCELLED]:
order_msg = (f"订单order {order.vt_orderid}@{order.datetime}: {order.status.value}\n"
f'{order.symbol}{order.direction.value}{order.offset.value} {order.volume}手@{order.price}\n'
f'订单触发原因{self.signal_type}\n'
f'突破买入价 (Bbreak): {self.Bbreak:.2f}\n'
f'观察卖出价 (Ssetup): {self.Ssetup:.2f}\n'
f'反转卖出价 (Senter): {self.Senter:.2f}\n'
f'反转买入价 (Benter): {self.Benter:.2f}\n'
f'观察买入价 (Bsetup): {self.Bsetup:.2f}\n'
f'突破卖出价 (Sbreak): {self.Sbreak:.2f}')
self.write_log(f"订单状态更新 {order_msg}")
elif order.status == Status.SUBMITTING:
order_msg = (f"订单order {order.vt_orderid}@{order.datetime}: {order.status.value}\n"
f'{order.symbol}{order.direction.value}{order.offset.value} {order.volume}手@{order.price}\n'
f'订单触发原因{self.signal_type}\n'
f'突破买入价 (Bbreak): {self.Bbreak:.2f}\n'
f'观察卖出价 (Ssetup): {self.Ssetup:.2f}\n'
f'反转卖出价 (Senter): {self.Senter:.2f}\n'
f'反转买入价 (Benter): {self.Benter:.2f}\n'
f'观察买入价 (Bsetup): {self.Bsetup:.2f}\n'
f'突破卖出价 (Sbreak): {self.Sbreak:.2f}')
self.write_log(order_msg) # 重要:订单提交
self.order_time = order.datetime
# self.trade_logger.log_order(order)
self.put_event()