将CTP行情推送的tick日期改为本地获取
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@ -11,6 +11,7 @@ vtSymbol直接使用symbol
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import os
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import json
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from copy import copy
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from datetime import datetime
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from vnctpmd import MdApi
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from vnctptd import TdApi
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@ -330,7 +331,10 @@ class CtpMdApi(MdApi):
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tick.volume = data['Volume']
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tick.openInterest = data['OpenInterest']
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tick.time = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100)])
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tick.date = data['TradingDay']
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# 这里由于交易所夜盘时段的交易日数据有误,所以选择本地获取
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#tick.date = data['TradingDay']
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tick.date = datetime.now().strftime('%Y%m%d')
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tick.openPrice = data['OpenPrice']
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tick.highPrice = data['HighestPrice']
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