回测的时候发现用指定价格下单失败,看日志说超出价格范围,然后说价格是0,但是我是传了价格进去的,代码如下
OrderParam1 = OrderParam() #生成一个OrderParam对象
OrderParam1.Code = g.code
OrderParam1.BSType = bstype
aPriceType = deepcopy(PbPriceType.Limit) #限价,别忘记from copy import *
aPriceType.LimitPriceType= 1 #对手价16 指定价1
aPriceType.price = 11690
OrderParam1.PyPriceType = aPriceType
OrderParam1.Volume = 1
context.myacc.InsertSmartOrder(OrderParam1)