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你的开源社区量化交易平台 | vn.py | vnpy
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def on_trade(self, trade: TradeData): """ Callback of new trade data update. """ msg = ["trade >>> ", trade.datetime, trade.symbol, trade.orderid, trade.tradeid, trade.direction, trade.offset, trade.price, trade.volume] self.write_log("\t".join([str(x) for x in msg])) self.write_log(self.bullorder) self.write_log(self.bearorder) # 处理开多 if trade.direction.value == Direction.LONG.value and trade.offset.value == "开": self.bullorder["status"] = "POS" self.bullorder["trade_time"] = trade.datetime # 多单止盈 self.write_log("=========================================bull止盈================================================") self.sell(self.bullorder["takeprofit_price"], 1) # 多单止损 self.write_log("=========================================bull止损================================================") self.sell(self.bullorder["stoploss_price"], 1)

如代码, 在on_trade中挂止盈止损, 但是只有前面的止盈可以委托成功, 止损并未发出, 为啥?
然后再高频中应该怎样现价止损?

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可以自己在策略里进行打印排查