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夜市的交易日期修改，改成当前日期。

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This commit is contained in:
msincenselee 2016-10-27 16:16:22 +08:00
parent ebfca451aa
commit 35e8e51862
1 changed files with 6 additions and 14 deletions
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16
vn.trader/ctaAlgo/ctaEngine.py
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@ -314,23 +314,15 @@ class CtaEngine(object):
if key != 'datetime':
d[key] = tick.__getattribute__(key)
# 5.添加datetime字段
ctaTick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
# 修正，交易日期不一定是OpenDate
# 5.添加datetime字段
if ctaTick.datetime.hour >= 20:
dt = datetime.now()
if ctaTick.datetime > dt and (ctaTick.datetime - dt).seconds > 100:
today = dt.strftime('%Y%m%d')
if today != ctaTick.date:
# 当前日期不等于交易日,ctaTick.date修正为当日，保留ctaTick.tradingDay
self.writeCtaLog(u'fix tick{0},{1}'.format(ctaTick.datetime.strftime(' %Y%m%d %H:%M:%S.%f'), dt.strftime('%Y%m%d %H:%M:%S.%f')))
ctaTick.datetime = datetime.strptime(' '.join([today, tick.time]), '%Y%m%d %H:%M:%S.%f')
ctaTick.date = today
# 重新计算时间
ctaTick.datetime = datetime.strptime(' '.join([ctaTick.date, ctaTick.time]), '%Y%m%d %H:%M:%S.%f')
else:
# 修正出现偏差的时间
ctaTick.datetime = dt
self.writeCtaLog(u'fix 修正出现偏差的时间')
# 逐个推送到策略实例中
l = self.tickStrategyDict[tick.vtSymbol]