疑似bug about open-trade-gateway

[yutiansut]

https://github.com/shinnytech/open-trade-gateway/blob/master/src/sim/trader_sim.cpp#L116
此段代码的输出

QUANTAXIS>> {'100001': {'session': {'user_id': '100001', 'trading_day': '20190310'}}}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'trade': {'100001': {'session': {'user_id': '100001', 'trading_day': '20190310'}}}}]}
QUANTAXIS>> {'100001': {'user_id': '100001', 'trading_day': '20190310', 'trade_more_data': False, 'accounts': {'CNY': {'user_id': '100001', 'currency': 'CNY', 'pre_balance': 999994.4, 'deposit': 0.0, 'withdraw': 0.0, 'close_profit': 0.0, 'commission': 0.0, 'premium': 0.0, 'static_balance': 999994.4, 'position_profit': -2120.0, 'float_profit': -2120.0, 'balance': 997874.4, 'margin': 16380.0, 'frozen_margin': 0.0, 'frozen_commission': 0.0, 'frozen_premium': 0.0, 'available': 981494.4, 'risk_ratio': 0.016414891493358286}}, 'positions': {'SHFE.rb1905': {'user_id': '100001', 'exchange_id': 'SHFE', 'instrument_id': 'rb1905', 'volume_long_today': 0, 'volume_long_his': 7, 'volume_long': 7, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'open_price_long': 3753.285714285714, 'open_price_short': 0.0, 'open_cost_long': 262730.0, 'open_cost_short': 0.0, 'position_price_long': 3753.285714285714, 'position_price_short': 0.0, 'position_cost_long': 262730.0, 'position_cost_short': 0.0, 'last_price': 3723.0, 'float_profit_long': -2120.0, 'float_profit_short': 0.0, 'float_profit': -2120.0, 'position_profit_long': -2120.0, 'position_profit_short': 0.0, 'position_profit': -2120.0, 'margin_long': 16380.0, 'margin_short': 0.0, 'margin': 16380.0}}, 'orders': {}, 'trades': {}, 'banks': {'SIM': {'id': 'SIM', 'name': '模拟银行'}}, 'transfers': {}}}

[yutiansut]

如果我们联入simnow / 或者实盘账户
输出的trading_day就是正确的

QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N0': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '已经连接到交易前置'}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N0': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '已经连接到交易前置'}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N1': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '登录成功'}}}]}
QUANTAXIS>> {'133499': {'session': {'user_id': '133499', 'trading_day': '20190311'}}}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'trade': {'133499': {'session': {'user_id': '133499', 'trading_day': '20190311'}}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N0': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '已经连接到交易前置'}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N1': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '登录成功'}}}]}
QUANTAXIS>> {'133497': {'session': {'user_id': '133497', 'trading_day': '20190311'}}}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'trade': {'133497': {'session': {'user_id': '133497', 'trading_day': '20190311'}}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N0': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '已经连接到交易前置'}}}]}
QUANTAXIS>> {'aid': 'rtn_data', 'data': [{'notify': {'N1': {'type': 'MESSAGE', 'level': 'INFO', 'code': 0, 'content': '登录成功'}}}]}

[yutiansut]

该问题间接导致仓位属性计算错误

应该是今仓/平今

exchange_id: "DCE"
float_profit: 3400
float_profit_long: 0
float_profit_short: 3400
instrument_id: "j1905"
last_price: 1989.5
margin: 11050
margin_long: 0
margin_short: 11050
open_cost_long: 0
open_cost_short: 202350
open_price_long: 0
open_price_short: 2023.5
position_cost_long: 0
position_cost_short: 202350
position_price_long: 0
position_price_short: 2023.5
position_profit: 3400
position_profit_long: 0
position_profit_short: 3400
user_id: "100003"
volume_long: 0
volume_long_frozen: 0
volume_long_frozen_his: 0
volume_long_frozen_today: 0
volume_long_his: 0
volume_long_today: 0
volume_short: 1
volume_short_frozen: 1
volume_short_frozen_his: 0
volume_short_frozen_today: 0
volume_short_his: 1
volume_short_today: 0

[yutiansut]

@shinny-yangyang @shinny-chengzhi

[shinny-yangyang]

bug confirmed.

open-trade-gateway/src/utility.cpp

Line 31 in e4c83bd

std::string GuessTradingDay()

此函数在周末白天执行时, 会算错下一个交易日

[yutiansut]

@shinny-yangyang thx