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[bug fix] 指数合约vt_symbol修复

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msincenselee 2020-02-12 11:15:02 +08:00
parent 9f05e5144a
commit 263e226c95
1 changed files with 1 additions and 0 deletions
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vnpy/gateway/ctp/ctp_gateway.py
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@ -846,6 +846,7 @@ class CtpTdApi(TdApi):
idx_contract = deepcopy(contract) idx_contract = deepcopy(contract)
idx_contract.symbol = '{}99'.format(underlying_symbol) idx_contract.symbol = '{}99'.format(underlying_symbol)
idx_contract.name = u'{}指数'.format(underlying_symbol) idx_contract.name = u'{}指数'.format(underlying_symbol)
idx_contract.vt_symbol = f'{idx_contract.symbol}.{idx_contract.exchange.value}'
self.gateway.on_contract(idx_contract) self.gateway.on_contract(idx_contract)
# 获取data/tdx/future_contracts.json中的合约记录 # 获取data/tdx/future_contracts.json中的合约记录