will cancel order when day end

cnPro · Mar 22, 2021 · b516b93 · b516b93
1 parent e3b267d
commit b516b93
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Showing 2 changed files with 9 additions and 3 deletions.
diff --git a/ctpbee/looper/account.py b/ctpbee/looper/account.py
@@ -299,6 +299,12 @@ def pop_order(self, order: OrderData):
 
     def clear_frozen(self):
         """ 撤单的时候应该要清除所有的单子 并同时清除保证金占用和手续费冻结 """
+        from ctpbee.constant import EVENT_ORDER, Status
+        for order in list(self.interface.pending.values()):
+            """ 结算后需要把未所有的单子撤掉 """
+            order.status = Status.CANCELLED
+            self.interface.on_event(EVENT_ORDER, order)
+
         self.interface.pending.clear()
         self.frozen_fee.clear()
         self.long_frozen_margin.clear()

diff --git a/ctpbee/looper/interface.py b/ctpbee/looper/interface.py
@@ -26,7 +26,7 @@ class LocalLooper:
     def __init__(self, app_signal, app):
         """ 需要构建完整的成交回报以及发单报告,
         在account里面需要存储大量的存储
-         在我们此处实现过程也通过调用事件引擎来进行调用
+         在我们此处实现过程也通过调用事件引擎来进行调用\
          """
         self.app = app
         # 活跃报单数量
@@ -216,7 +216,7 @@ def match_deal(self):
 
                 """ 调用API生成成交单 """
                 # 同时这里需要处理是否要进行
-                trade = self._generate_trade_data_from_order(data)
+                trade = self._generate_trade_data_from_order(order_data=active_order)
                 """ 这里按照市价进行匹配成交 """
                 self.on_event(EVENT_LOG,
                               f"--> {trade.local_symbol} 成交时间: {str(trade.time)}, 成交价格{str(trade.price)}, 成交笔数: {str(trade.volume)},"
@@ -225,7 +225,7 @@ def match_deal(self):
                 """ 调用strategy的on_trade """
                 ARC.append(active_order.order_id)
                 self.traded_order_mapping[trade.order_id] = trade
-                self.today_volume += data.volume
+                self.today_volume += active_order.volume
                 continue
             elif self.params.get("deal_pattern") == "simnow":
                 can_trade = False