修复保证金计算错误

Author: timercrack

trader/strategy/brother2.py

@@ -740,17 +740,15 @@ def calculate(self, day, create_main_bar=True):
  p_code_set = set(self.__inst_ids)
  for code in self.__cur_pos.keys():
  p_code_set.add(self.__re_extract_code.match(code).group(1))
- sig_dict = dict()
+ all_margin = 0
  for inst in Instrument.objects.all().order_by('exchange', 'product_code'):
  if create_main_bar:
  logger.debug(f'生成连续合约: {inst.name}')
  calc_main_inst(inst, day)
  if inst.product_code in p_code_set:
  logger.debug(f'计算交易信号: {inst.name}')
  sig, margin = self.calc_signal(inst, day)
- if sig:
- sig_dict[sig] = margin
- all_margin = sum(sig_dict.values())
+ all_margin += margin
  if (all_margin + self.__margin) / self.__current > 0.80:
  logger.info(f"！！！风险提示！！！开仓保证金共计: {all_margin:.0f}({all_margin/10000:.1f}万) "
  f"账户风险度将达到: {100 * (all_margin + self.__margin) / self.__current:.0f}% "