update order_target_portfolio #893
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Cuizi7
requested changes
Jul 30, 2024
| @@ -70,14 +72,26 @@ def _get_account_position_ins(id_or_ins): | |||
| return account, position, ins | |||
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| def _round_order_quantity(ins, quantity) -> int: | |||
| def _round_order_quantity(ins, quantity, method: str = "round_down") -> int: | |||
| @@ -373,16 +387,8 @@ def order_target_portfolio( | |||
| )) | |||
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| account_value = account.total_value | |||
| if total_percent == 1: | |||
| order.set_frozen_price(last_price) | ||
| order_list.append(order) | ||
| open_orders.append(order) | ||
| estimate_cash -= order.quantity * order.frozen_price + env.get_order_transaction_cost(order) |
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如果 delta_quantity 不变的话订单花费的金额没必要重复计算。
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