fix: decimal float precision

Author: Yvictor

sjtrade/__init__.py

@@ -2,7 +2,7 @@
 trading with shioaji
 """
 
-__version__ = "0.4.5"
+__version__ = "0.4.6"
 
 def inject_env():
     import os

sjtrade/trader.py

@@ -191,7 +191,7 @@ def cancel_preorder_handler(self, exchange: Exchange, tick: sj.TickSTKv1):
             api = self.api
         # 8:55 - 8:59:55
         if tick.simtrade:
-            if position.cond.quantity < 0 and tick.close == position.contract.limit_up:
+            if position.cond.quantity < 0 and float(tick.close) == position.contract.limit_up:
                 with position.lock:
                     position.status.cancel_preorder = True
                 for trade in self.positions[tick.code].entry_trades:
@@ -217,7 +217,7 @@ def re_entry_order(self, position: Position, tick: sj.TickSTKv1):
                 self.open_price[tick.code] = tick.close
                 if (
                     position.status.cancel_preorder
-                    and tick.close < position.cond.stop_loss_price[0].price
+                    and float(tick.close) < position.cond.stop_loss_price[0].price
                 ):  # TODO check min or max
                     trade = api.place_order(
                         contract=position.contract,
@@ -263,7 +263,7 @@ def stop_profit(self, position: Position, tick: sj.TickSTKv1):
                 op = operator.le
                 cross = "under"
             for price_set in position.cond.stop_profit_price:
-                if op(tick.close, price_set.price):
+                if op(float(tick.close), price_set.price):
                     if abs(price_set.quantity) == abs(price_set.in_transit_quantity):
                         continue
                     self.place_cover_order(position, [price_set])
@@ -286,7 +286,7 @@ def stop_loss(self, position: Position, tick: sj.TickSTKv1):
                 op = operator.ge
                 cross = "over"
             for price_set in position.cond.stop_loss_price:
-                if op(tick.close, price_set.price):
+                if op(float(tick.close), price_set.price):
                     if abs(price_set.quantity) == abs(price_set.in_transit_quantity):
                         continue
                     self.place_cover_order(position, [price_set])

tests/test_trader.py

@@ -224,7 +224,7 @@ def test_sjtrader_place_entry_order(
 def test_sjtrader_cancel_preorder_handler(
     sjtrader_entryed: SJTrader, mocker: MockerFixture, logger: loguru._logger.Logger
 ):
-    tick = TickSTKv1("1605", "2022-05-25 08:45:01", 43.3, True)
+    tick = TickSTKv1("1605", "2022-05-25 08:45:01", Decimal("43.3"), True)
 
     def make_cancel_order_status(trade):
         trade.status.status = sj.order.Status.Cancelled
@@ -250,7 +250,7 @@ def make_cancel_order_status(trade):
 def test_sjtrader_re_entry_order(
     sjtrader_entryed: SJTrader, mocker: MockerFixture, logger: loguru._logger.Logger
 ):
-    tick = TickSTKv1("1605", "2022-05-25 08:45:01", 43.3, True)
+    tick = TickSTKv1("1605", "2022-05-25 08:45:01", Decimal("43.3"), True)
 
     def make_cancel_order_status(trade, timeout):
         trade.status.status = sj.order.Status.Cancelled
@@ -262,7 +262,7 @@ def make_cancel_order_status(trade, timeout):
     position = sjtrader_entryed.positions["1605"]
     sjtrader_entryed.cancel_preorder_handler(position, tick)
 
-    tick = TickSTKv1("1605", "2022-05-25 09:00:01", 35, False)
+    tick = TickSTKv1("1605", "2022-05-25 09:00:01", Decimal("35"), False)
     sjtrader_entryed.re_entry_order(position, tick)
     sjtrader_entryed.api.place_order.assert_called_with(
         contract=position.contract,
@@ -283,7 +283,7 @@ def make_cancel_order_status(trade, timeout):
 def test_sjtrader_stop_profit(
     sjtrader_entryed: SJTrader, mocker: MockerFixture, logger: loguru._logger.Logger
 ):
-    tick = TickSTKv1("1605", "2022-05-25 08:45:01", 35.5, False)
+    tick = TickSTKv1("1605", "2022-05-25 08:45:01", Decimal("35.5"), False)
     position = sjtrader_entryed.positions["1605"]
     position.status.open_quantity = -1
     sjtrader_entryed.place_cover_order = mocker.MagicMock()
@@ -295,7 +295,7 @@ def test_sjtrader_stop_profit(
 def test_sjtrader_stop_loss(
     sjtrader_entryed: SJTrader, mocker: MockerFixture, logger: loguru._logger.Logger
 ):
-    tick = TickSTKv1("1605", "2022-05-25 08:45:01", 43.3, False)
+    tick = TickSTKv1("1605", "2022-05-25 08:45:01", Decimal("43.3"), False)
     position = sjtrader_entryed.positions["1605"]
     position.status.open_quantity = -1
     sjtrader_entryed.place_cover_order = mocker.MagicMock()
@@ -305,7 +305,7 @@ def test_sjtrader_stop_loss(
 
 
 def test_sjtrader_intraday_handler(sjtrader_entryed: SJTrader, mocker: MockerFixture):
-    tick = TickSTKv1("1605", "2022-05-25 08:45:01", 43.3, True)
+    tick = TickSTKv1("1605", "2022-05-25 08:45:01", Decimal("43.3"), True)
     sjtrader_entryed.re_entry_order = mocker.MagicMock()
     sjtrader_entryed.stop_profit = mocker.MagicMock()
     sjtrader_entryed.stop_loss = mocker.MagicMock()