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回测的时候,使用 CLOSE 和 CLOSETODAY 都出现 “交易日结束撤单” 的情况。

请问,这是什么原因导致的,能不能避免?

数据如下:

{‘order_id’: ‘93972237cbd228b0c0c39740cf36664a’, ‘exchange_order_id’: ‘93972237cbd228b0c0c39740cf36664a’, ‘direction’: ‘SELL’, ‘offset’: ‘CLOSETODAY’, ‘volume_orign’: 5, ‘volume_left’: 5, ‘limit_price’: 3634.0, ‘price_type’: ‘LIMIT’, ‘volume_condition’: ‘ANY’, ‘time_condition’: ‘GFD’, ‘insert_date_time’: 1550798219999999000, ‘last_msg’: ‘交易日结束撤单’

{‘order_id’: ‘21542013eaf0e9cfd38e234230223a47’, ‘exchange_order_id’: ‘21542013eaf0e9cfd38e234230223a47’, ‘direction’: ‘SELL’, ‘offset’: ‘CLOSE’, ‘volume_orign’: 5, ‘volume_left’: 5, ‘limit_price’: 3634.0, ‘price_type’: ‘LIMIT’, ‘volume_condition’: ‘ANY’, ‘time_condition’: ‘GFD’, ‘insert_date_time’: 1550840459999999000, ‘last_msg’: ‘交易日结束撤单’, ‘status’: ‘FINISHED’, ‘user_id’: ‘TQSIM’

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在最新行情时间超过当时交易日的结束时间(18:00:00)时,进行当日结算并撤销所有未成交的委托单

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