dekun 1cd3039605 Fix roll margin validation and SHFE close offset for night positions. ...

Use CTP account margin for roll cap checks and prefer close-today on SHFE when yesterday close is rejected.

Co-authored-by: Cursor <cursoragent@cursor.com>

2026-07-03 09:22:17 +08:00

..

__init__.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_entry_price.py

Fix CTP open average price direction mapping and resolution order.

2026-07-02 21:13:28 +08:00

ctp_fee_sync.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_fee_worker.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_ipc_client.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_kline.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_premarket_connect.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_reconnect.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_settings.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_symbol.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_trade_sync.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_trading_state.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

ctp_worker.py

Restructure into modules/ with single-process CTP and config/ layout.

2026-07-01 14:42:16 +08:00

vnpy_bridge.py

Fix roll margin validation and SHFE close offset for night positions.

2026-07-03 09:22:17 +08:00