TqSim() 账号，有双向持仓（多、空）各1手的情况下，使用挂价单平仓异常，一方显示正常报单，一方报错”平今仓手数不足”.
其他双向持仓（多>1手、空>1手）的情况下，正常。
#### 异常报错 # 开仓 sell_price = quote.bid_price1 buy_price = quote.ask_price1 sell_order = api.insert_order(symbol=cont[0], direction="SELL", offset="OPEN", limit_price=sell_price, volume=1) buy_order = api.insert_order(symbol=cont[0], direction="BUY", offset="OPEN", limit_price=buy_price, volume=1) api.wait_update() #平仓 sell_price = quote.ask_price1 + 20 buy_price = quote.bid_price1 - 20 sell_order = api.insert_order(symbol=cont[0], direction="SELL", offset="CLOSETODAY", limit_price=sell_price, volume=1) buy_order = api.insert_order(symbol=cont[0], direction="BUY", offset="CLOSETODAY", limit_price=buy_price, volume=1) api.wait_update() #### 正常 # 开仓 sell_price = quote.bid_price1 buy_price = quote.ask_price1 sell_order = api.insert_order(symbol=cont[0], direction="SELL", offset="OPEN", limit_price=sell_price, volume=2) buy_order = api.insert_order(symbol=cont[0], direction="BUY", offset="OPEN", limit_price=buy_price, volume=2) api.wait_update() # 平仓 sell_price = quote.ask_price1 + 20 buy_price = quote.bid_price1 - 20 sell_order = api.insert_order(symbol=cont[0], direction="SELL", offset="CLOSETODAY", limit_price=sell_price, volume=1) buy_order = api.insert_order(symbol=cont[0], direction="BUY", offset="CLOSETODAY", limit_price=buy_price, volume=1) api.wait_update()
以上代码只是做一个报错复现的示例。
当下单成交后，position.pos_long = 1, position.pos_short = 1 时，同时下单双向平仓也是报一样的问题。position.pos_long = 2, position.pos_short = 2 时，同样的下单脚本就不会报错。