close odd short stocks

ricequant · Jun 9, 2023 · a4ebaea · a4ebaea
1 parent 5fbbe9d
commit a4ebaea
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py b/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py
@@ -104,7 +104,8 @@ def _submit_order(ins, amount, side, position_effect, style, current_quantity, a
             _(u"Order Creation Failed: [{order_book_id}] No market data").format(order_book_id=ins.order_book_id))
         return
 
-    if (side == SIDE.BUY) or (side == SIDE.SELL and current_quantity != abs(amount)):
+    if (side == SIDE.BUY and current_quantity != -amount) or (side == SIDE.SELL and current_quantity != abs(amount)):
+        # 在融券回测中，需要用买单作为平空，对于此种情况下出现的碎股，亦允许一次性申报卖出
         amount = _round_order_quantity(ins, amount)
 
     if amount == 0: