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WonderTrader的执行器有一个管理机制:不在目标仓位中的合约不管理
按照你问题中的例子:
day1交易日目标持仓:{"a":1,"b":-1,"c":3}
day2交易日目标持仓:{”b“:-1,"c":3,"d":-3}
最终处理过以后,如下:
day2交易日最终目标持仓:{"a":0,”b“:-1,"c":3,"d":-3}
执行器按照这个目标仓位进行执行
而同步之前交易通道中的持仓如下:
{"a":1,”b“:-1,"c":3,"d":-3,"e":-2}
执行器就会进行以下操作:
a:平多1手
b:保持不变
c:保持不变
d:开空3手
e:忽略(注意和保持不变的区别)
以上的逻辑概括起来就是:如果交易通道中有不在管理中的仓位,执行器不会进行任何调整

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@quant1box
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