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交易所套利指令的平仓支持 #175

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zzeric opened this issue Mar 8, 2022 · 8 comments
Open

交易所套利指令的平仓支持 #175

zzeric opened this issue Mar 8, 2022 · 8 comments

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@zzeric
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zzeric commented Mar 8, 2022

开仓是能支持的，但是开仓后，交易所是分拆成一对持仓，平仓时CTPBEE是按套利代码查持仓的，所以会发现仓位不足，平仓失败。所以对IPS / SP这类代码的平仓，可以不检测。
@zzeric
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zzeric commented Mar 8, 2022

或者检查合约对的持仓量

@somewheve
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套利持仓我还没做过检测 你可以提个pr麻

@zzeric
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zzeric commented Mar 9, 2022

我试试哈

@somewheve
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注意别影响以前的代码哈 向前兼容

@hxhrtrading
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请问有交流群么？

@somewheve
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有个实盘群 一般来说是解答实盘中产生的问题的 不涉及交流

@somewheve somewheve reopened this Jan 20, 2024
@somewheve
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#259 此处开始增加对套利指令的支持

下一步下单和仓位需要进一步测试

@somewheve
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功能上我了解了 感觉写起来有点麻瓜 我在想要不要增加一个套利操作的函数 带上额外的仓位检查

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@hxhrtrading @zzeric @somewheve