जमा करें #864900: GitHub WonderTrader 0.9.9 Expected Behavior Violationजानकारी

शीर्षकGitHub WonderTrader 0.9.9 Expected Behavior Violation
विवरणWonderTrader updates _undone_qty with the full strategy signal before ActionPolicy determines the actual order quantity. When ActionPolicy clips or blocks an order, the internal pending-order state can retain phantom volume that does not correspond to any broker-side live order. Execution modules such as TWAP, VWAP, and MinImpact trust this stale pending volume when deciding whether to cancel existing orders or submit new ones. During a later target-position reduction, the executor can treat the phantom volume as an opposite live order, call the cancellation path, and return before generating the required reducing order. This causes internal order state to diverge from actual broker state and prevents the intended position adjustment during that execution cycle.
स्रोत⚠️ https://my.feishu.cn/wiki/VbQqwEcrJiYOd0khs0Jchw76nhd?from=from_copylink
उपयोगकर्ता
 sannomiya (UID 98147)
सबमिशन21/06/2026 04:38 PM (2 महीनों पहले)
संयम07/08/2026 10:39 AM (2 months later)
स्थितिस्वीकृत
VulDB प्रविष्टि386958 [WonderTrader तक 0.9.9 Pending Order TraderAdapter.h _undone_qty getUndoneQty अधिकार वृद्धि]
अंक20

Might our Artificial Intelligence support you?

Check our Alexa App!