1. 补充ubuntu下boost版本相关信息
2. 修复ctpGateway的持仓查询的数据推送问题
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@ -46,7 +46,7 @@ CTP
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* 参考[这里](http://www.continuum.io/downloads)的教程下载并安装Anaconda的Linux 64位版本
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* 参考[这里](http://www.continuum.io/downloads)的教程下载并安装Anaconda的Linux 64位版本
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* 使用apt-get安装编译相关的工具:
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* 使用apt-get安装编译相关的工具,注意某些老的Ubuntu必须指定使用boost 1.58.0版本:
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- apt-get install build-essential
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- apt-get install build-essential
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@ -87,8 +87,7 @@ class CtpGateway(VtGateway):
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"""连接"""
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"""连接"""
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# 载入json文件
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# 载入json文件
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fileName = self.gatewayName + '_connect.json'
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fileName = self.gatewayName + '_connect.json'
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path = os.path.abspath(os.path.dirname(__file__))
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fileName = os.getcwd() + '/ctpGateway/' + fileName
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fileName = os.path.join(path, fileName)
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try:
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try:
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f = file(fileName)
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f = file(fileName)
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@ -659,10 +658,15 @@ class CtpTdApi(TdApi):
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exchange = self.symbolExchangeDict.get(data['InstrumentID'], EXCHANGE_UNKNOWN)
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exchange = self.symbolExchangeDict.get(data['InstrumentID'], EXCHANGE_UNKNOWN)
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size = self.symbolSizeDict.get(data['InstrumentID'], 1)
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size = self.symbolSizeDict.get(data['InstrumentID'], 1)
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if exchange == EXCHANGE_SHFE:
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if exchange == EXCHANGE_SHFE:
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pos = posBuffer.updateShfeBuffer(data, size)
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posBuffer.updateShfeBuffer(data, size)
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else:
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else:
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pos = posBuffer.updateBuffer(data, size)
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posBuffer.updateBuffer(data, size)
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self.gateway.onPosition(pos)
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# 所有持仓数据都更新后,再将缓存中的持仓情况发送到事件引擎中
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if last:
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for buf in self.posBufferDict.values():
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pos = buf.getPos()
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self.gateway.onPosition(pos)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onRspQryTradingAccount(self, data, error, n, last):
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def onRspQryTradingAccount(self, data, error, n, last):
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@ -1441,6 +1445,11 @@ class PositionBuffer(object):
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self.pos.price = 0
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self.pos.price = 0
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return copy(self.pos)
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return copy(self.pos)
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#----------------------------------------------------------------------
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def getPos(self):
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"""获取当前的持仓数据"""
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return copy(self.pos)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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