fix bug: 成交记录中fill_price值始终为 entrust_price

quantOS-org · Mar 28, 2018 · d610999 · d610999
1 parent 0adeaef
commit d610999
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/jaqs/trade/tradegateway.py b/jaqs/trade/tradegateway.py
@@ -1131,7 +1131,7 @@ def _make_trade_bar(self, quote_dic):
                 continue
 
             trade_ind = Trade(order)
-            trade_ind.set_fill_info(fill_price, order.entrust_size,
+            trade_ind.set_fill_info(fill_price, fill_size,
                                     quote_date, quote_time,
                                     self._next_fill_no(),
                                     trade_date=quote.trade_date)