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noranhe avatar noranhe commented on June 5, 2024

可以自己去策略内打印排查是self.pos获取仓位不正确或延迟还是策略内部逻辑的问题

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rjl02468 avatar rjl02468 commented on June 5, 2024

我使用的就是vnpy自带的海归策略，只是是在10分钟的时间框架里面

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vnpy avatar vnpy commented on June 5, 2024

CTA策略的回测引擎，在策略委托时没有对开平数量进行检查，而是基于净仓模式来执行委托撮合。

如果需要对开平数量进行控制，需要自己在策略层面来实现。

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