https://github.com/vnpy/vnpy/blob/master/vnpy/trader/converter.py
def convert_order_request_lock(self, req: OrderRequest) -> List[OrderRequest]:
""""""
if req.direction == Direction.LONG: ## 1.当req为【多平】
td_volume = self.short_td ## 2.且td_volume > 0
yd_available = self.short_yd - self.short_yd_frozen
else:
td_volume = self.long_td
yd_available = self.long_yd - self.long_yd_frozen
# If there is td_volume, we can only lock position
if td_volume:
req_open = copy(req)
req_open.offset = Offset.OPEN ## 3.此时req就变为了【多开】? 是否需要 修改direction 使 req为变为 【空开】
return [req_open]
# If no td_volume, we close opposite yd position first
# then open new position
else:
# ... ...当req为【多平】，且td_volume > 0，req就变为了【多开】? 是否需要 修改direction 使 req为变为 【空开】？
