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[Fix] use local time for tick data, close #2106

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vn.py 2019-11-07 16:00:05 +08:00
parent 4e966a4bdb
commit 11d94b9902
1 changed files with 2 additions and 2 deletions
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vnpy/gateway/oes/oes_md.py
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@ -93,7 +93,7 @@ class OesMdMessageLoop:
gateway_name=self.gateway.gateway_name, gateway_name=self.gateway.gateway_name,
symbol=symbol, symbol=symbol,
exchange=self.symbol_to_exchange[symbol], exchange=self.symbol_to_exchange[symbol],
datetime=datetime.utcnow() datetime=datetime.now()
) )
self.last_tick[symbol] = tick self.last_tick[symbol] = tick
return tick return tick
@ -173,7 +173,7 @@ class OesMdMessageLoop:
data = d.trade data = d.trade
symbol = data.SecurityID symbol = data.SecurityID
tick = self._get_last_tick(symbol) tick = self._get_last_tick(symbol)
tick.datetime = datetime.utcnow() tick.datetime = datetime.now()
tick.volume = data.TradeQty tick.volume = data.TradeQty
tick.last_price = data.TradePrice / 10000 tick.last_price = data.TradePrice / 10000
self.gateway.on_tick(copy(tick)) self.gateway.on_tick(copy(tick))