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Lin-Dongzhao
commented
May 18, 2026
- 修复现货获取 settlement 问题
- 分红再投资买入股票时,新增手续费逻辑
Cuizi7
requested changes
May 18, 2026
| def get_settle_price(self, order_book_id, trading_dt: datetime): | ||
| instrument = self.get_active_instrument(order_book_id, trading_dt) | ||
| if instrument.type != 'Future': | ||
| if instrument.type not in [INSTRUMENT_TYPE.FUTURE, INSTRUMENT_TYPE.SPOT]: |
| return payable_value - amount * last_price | ||
| transaction_cost = estimate_transaction_cost_calculator(self._env, self._instrument, amount, last_price) | ||
| if amount * last_price + transaction_cost > payable_value: | ||
| amount = round_order_quantity(self._instrument, amount - self._instrument.order_step_size) |
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