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在CTP接口层添加对无效数据的过滤

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chenxy123 2017-03-10 23:24:24 +08:00
parent 65b8551677
commit 1517117b8e
1 changed files with 5 additions and 0 deletions
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5
vn.trader/ctpGateway/ctpGateway.py
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@ -338,6 +338,11 @@ class CtpMdApi(MdApi):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnDepthMarketData(self, data): def onRtnDepthMarketData(self, data):
"""行情推送""" """行情推送"""
# 忽略成交量为0的无效tick数据
if not data['Volume']:
return
# 创建对象
tick = VtTickData() tick = VtTickData()
tick.gatewayName = self.gatewayName tick.gatewayName = self.gatewayName