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fix sell short risk check

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martin 2024-02-02 17:13:47 +08:00
parent a729dc9f37
commit 6017d3bcc8
1 changed files with 8 additions and 6 deletions
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14
hikyuu_cpp/hikyuu/trade_sys/moneymanager/MoneyManagerBase.cpp
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@ -80,7 +80,9 @@ double MoneyManagerBase ::getSellNumber(const Datetime& datetime, const Stock& s
HKU_IF_RETURN(!getParam<bool>("disable_cn_force_clean_position"), MAX_DOUBLE);
}
HKU_IF_RETURN(risk <= 0.0, 0.0);
HKU_ERROR_IF_RETURN(risk <= 0.0, 0.0,
"risk is negative! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f}) Part({})", datetime,
stock.market_code(), price, risk, getSystemPartName(from));
return _getSellNumber(datetime, stock, price, risk, from);
}
@ -93,7 +95,7 @@ double MoneyManagerBase ::getBuyNumber(const Datetime& datetime, const Stock& st
HKU_ERROR_IF_RETURN(
risk <= 0.0, 0.0,
"risk is zero! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f}) Part({})", datetime,
"risk is negative! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f}) Part({})", datetime,
stock.market_code(), price, risk, getSystemPartName(from));
HKU_TRACE_IF_RETURN(m_tm->getStockNumber() >= getParam<int>("max-stock"), 0.0,
@ -145,8 +147,8 @@ double MoneyManagerBase ::getSellShortNumber(const Datetime& datetime, const Sto
HKU_ERROR_IF_RETURN(!m_tm, 0.0,
"m_tm is null! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
datetime, stock.market_code(), price, risk);
HKU_ERROR_IF_RETURN(risk <= 0.0, 0.0,
"risk is zero! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
HKU_ERROR_IF_RETURN(risk >= 0.0, 0.0,
"risk is positive! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
datetime, stock.market_code(), price, risk);
return _getSellShortNumber(datetime, stock, price, risk, from);
}
@ -156,8 +158,8 @@ double MoneyManagerBase ::getBuyShortNumber(const Datetime& datetime, const Stoc
HKU_ERROR_IF_RETURN(!m_tm, 0.0,
"m_tm is null! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
datetime, stock.market_code(), price, risk);
HKU_ERROR_IF_RETURN(risk <= 0.0, 0.0,
"m_tm is null! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
HKU_ERROR_IF_RETURN(risk >= 0.0, 0.0,
"risk is positive! Datetime({}) Stock({}) price({:<.3f}) risk({:<.2f})",
datetime, stock.market_code(), price, risk);
return _getBuyShortNumber(datetime, stock, price, risk, from);
}