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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. Callback of order query.
""" """
order = OrderData( if data["TreatyCode"]:
symbol=data["TreatyCode"], order = OrderData(
exchange=EXCHANGE_DA2VT[data["ExchangeCode"]], symbol=data["TreatyCode"],
orderid=data["LocalNo"], exchange=EXCHANGE_DA2VT[data["ExchangeCode"]],
type=ORDERTYPE_DA2VT[data["PriceType"]], orderid=data["LocalNo"],
direction=DIRECTION_DA2VT[data["BuySale"]], type=ORDERTYPE_DA2VT[data["PriceType"]],
offset=OFFSET_DA2VT[data["AddReduce"]], direction=DIRECTION_DA2VT[data["BuySale"]],
price=float(data["OrderPrice"]), offset=OFFSET_DA2VT[data["AddReduce"]],
volume=int(data["OrderNumber"]), price=float(data["OrderPrice"]),
traded=int(data["FilledNumber"]), volume=int(data["OrderNumber"]),
status=STATUS_DA2VT[data["OrderState"]], traded=int(data["FilledNumber"]),
time=data["OrderTime"], status=STATUS_DA2VT[data["OrderState"]],
gateway_name=self.gateway_name time=data["OrderTime"],
) gateway_name=self.gateway_name
)
self.local_no = max(self.local_no, int(data["LocalNo"])) self.local_no = max(self.local_no, int(data["LocalNo"]))
self.orders[order.orderid] = order self.orders[order.orderid] = order
self.order_info[order.orderid] = (data["OrderNo"], data["SystemNo"]) self.order_info[order.orderid] = (data["OrderNo"], data["SystemNo"])
self.gateway.on_order(copy(order)) self.gateway.on_order(copy(order))
if last: if last:
self.gateway.write_log("委托信息查询成功") self.gateway.write_log("委托信息查询成功")
@ -482,7 +483,8 @@ class DaFutureApi(FutureApi):
""" """
Callback of trade query. Callback of trade query.
""" """
self.update_trade(data) if data["TreatyCode"]:
self.update_trade(data)
if last: if last:
self.gateway.write_log("成交信息查询成功") self.gateway.write_log("成交信息查询成功")