将CTP行情推送的tick日期改为本地获取

This commit is contained in:
chenxy123 2016-10-31 23:16:28 +08:00
parent 002b35ab98
commit 0ebe56a2f3

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@ -11,6 +11,7 @@ vtSymbol直接使用symbol
import os
import json
from copy import copy
from datetime import datetime
from vnctpmd import MdApi
from vnctptd import TdApi
@ -330,7 +331,10 @@ class CtpMdApi(MdApi):
tick.volume = data['Volume']
tick.openInterest = data['OpenInterest']
tick.time = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100)])
tick.date = data['TradingDay']
# 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
#tick.date = data['TradingDay']
tick.date = datetime.now().strftime('%Y%m%d')
tick.openPrice = data['OpenPrice']
tick.highPrice = data['HighestPrice']