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[Add] filter for empty query trade/order data

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This commit is contained in:
vn.py 2019-09-03 09:57:19 +08:00
parent 5e31db27b2
commit 238b59f112
1 changed files with 21 additions and 19 deletions
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40
vnpy/gateway/da/da_gateway.py
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@ -454,26 +454,27 @@ class DaFutureApi(FutureApi):
"""
Callback of order query.
"""
order = OrderData(
symbol=data["TreatyCode"],
exchange=EXCHANGE_DA2VT[data["ExchangeCode"]],
orderid=data["LocalNo"],
type=ORDERTYPE_DA2VT[data["PriceType"]],
direction=DIRECTION_DA2VT[data["BuySale"]],
offset=OFFSET_DA2VT[data["AddReduce"]],
price=float(data["OrderPrice"]),
volume=int(data["OrderNumber"]),
traded=int(data["FilledNumber"]),
status=STATUS_DA2VT[data["OrderState"]],
time=data["OrderTime"],
gateway_name=self.gateway_name
)
if data["TreatyCode"]:
order = OrderData(
symbol=data["TreatyCode"],
exchange=EXCHANGE_DA2VT[data["ExchangeCode"]],
orderid=data["LocalNo"],
type=ORDERTYPE_DA2VT[data["PriceType"]],
direction=DIRECTION_DA2VT[data["BuySale"]],
offset=OFFSET_DA2VT[data["AddReduce"]],
price=float(data["OrderPrice"]),
volume=int(data["OrderNumber"]),
traded=int(data["FilledNumber"]),
status=STATUS_DA2VT[data["OrderState"]],
time=data["OrderTime"],
gateway_name=self.gateway_name
)
self.local_no = max(self.local_no, int(data["LocalNo"]))
self.orders[order.orderid] = order
self.order_info[order.orderid] = (data["OrderNo"], data["SystemNo"])
self.local_no = max(self.local_no, int(data["LocalNo"]))
self.orders[order.orderid] = order
self.order_info[order.orderid] = (data["OrderNo"], data["SystemNo"])
self.gateway.on_order(copy(order))
self.gateway.on_order(copy(order))
if last:
self.gateway.write_log("委托信息查询成功")
@ -482,7 +483,8 @@ class DaFutureApi(FutureApi):
"""
Callback of trade query.
"""
self.update_trade(data)
if data["TreatyCode"]:
self.update_trade(data)
if last:
self.gateway.write_log("成交信息查询成功")