[bug fix] 指数合约vt_symbol修复

2020-02-12 11:15:02 +08:00 · 2020-02-12 11:15:02 +08:00 · 263e226c95
commit 263e226c95
parent 9f05e5144a
1 changed files with 1 additions and 0 deletions
--- a/vnpy/gateway/ctp/ctp_gateway.py
+++ b/vnpy/gateway/ctp/ctp_gateway.py
@ -846,6 +846,7 @@ class CtpTdApi(TdApi):
                        idx_contract = deepcopy(contract)
                        idx_contract.symbol = '{}99'.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)

                        # 获取data/tdx/future_contracts.json中的合约记录