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sync 1.7

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This commit is contained in:
msincenselee 2017-10-17 19:59:06 +08:00
parent 88ee904a0c
commit 0215ba42b8
1 changed files with 17 additions and 8 deletions
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25
vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -378,6 +378,11 @@ class CtpMdApi(MdApi):
# 忽略成交量为0的无效tick数据 # 忽略成交量为0的无效tick数据
#if not data['Volume']: #if not data['Volume']:
# return # return
if not self.connectionStatus:
self.connectionStatus = True
if not self.gateway.mdConnected:
self.gateway.mdConnected = True
tick = VtTickData() tick = VtTickData()
tick.gatewayName = self.gatewayName tick.gatewayName = self.gatewayName
@ -458,13 +463,14 @@ class CtpMdApi(MdApi):
"""订阅合约""" """订阅合约"""
# 这里的设计是，如果尚未登录就调用了订阅方法 # 这里的设计是，如果尚未登录就调用了订阅方法
# 则先保存订阅请求，登录完成后会自动订阅 # 则先保存订阅请求，登录完成后会自动订阅
if self.loginStatus: #if self.loginStatus:
print u'subscribe {0}'.format(str(subscribeReq.symbol)) print u'subscribe {0}'.format(str(subscribeReq.symbol))
self.subscribeMarketData(str(subscribeReq.symbol)) self.subscribeMarketData(str(subscribeReq.symbol))
self.writeLog(u'订阅合约:{0}'.format(str(subscribeReq.symbol))) self.writeLog(u'订阅合约:{0}'.format(str(subscribeReq.symbol)))
else: #else:
print u'not login, add {0} into subscribe list'.format(str(subscribeReq.symbol)) # print u'not login, add {0} into subscribe list'.format(str(subscribeReq.symbol))
self.writeLog(u'未连接，增加合约{0}至待订阅列表'.format(str(subscribeReq.symbol))) # self.writeLog(u'未连接，增加合约{0}至待订阅列表'.format(str(subscribeReq.symbol)))
self.subscribedSymbols.add(subscribeReq) self.subscribedSymbols.add(subscribeReq)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@ -753,6 +759,9 @@ class CtpTdApi(TdApi):
if not data['InstrumentID']: if not data['InstrumentID']:
return return
if not self.gateway.tdConnected:
self.gateway.tdConnected = True
# 获取持仓缓存对象 # 获取持仓缓存对象
posName = '.'.join([data['InstrumentID'], data['PosiDirection']]) posName = '.'.join([data['InstrumentID'], data['PosiDirection']])
if posName in self.posDict: if posName in self.posDict:
@ -1541,7 +1550,7 @@ class CtpTdApi(TdApi):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def test(): def test():
"""测试""" """测试"""
from PyQt4 import QtCore from qtpy import QtCore
import sys import sys
def print_log(event): def print_log(event):