fix bug for binance_spot_grid_strategy

Xwnine · Dec 19, 2020 · b88fc01 · b88fc01
1 parent 4d8a2f3
commit b88fc01
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/howtrader/app/cta_strategy/strategies/binance_spot_grid_strategy.py b/howtrader/app/cta_strategy/strategies/binance_spot_grid_strategy.py
@@ -91,7 +91,7 @@ def process_timer_event(self, event: Event):
                 self.buy_orders.extend(buy_orders_ids)
                 self.sell_orders.extend(sell_orders_ids)
 
-            else:
+            elif len(self.buy_orders) == 0 or len(self.sell_orders) == 0:
                 # 网格两边的数量不对等.
                 self.cancel_all()