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exchangeID received from gateway is 'SH',should use exchangeMapReverse to get vnpy exchangeID.

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This commit is contained in:
shuo_at_work 2018-03-13 10:30:55 +08:00
parent 705e4d3dae
commit 44170f6a04
1 changed files with 2 additions and 2 deletions
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4
vnpy/trader/gateway/secGateway/secGateway.py
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@ -804,7 +804,7 @@ class SecTdApi(TdApi):
# 保存代码
pos.symbol = data['securityID']
pos.exchange = exchangeMap.get(data['exchangeID'], EXCHANGE_UNKNOWN)
pos.exchange = exchangeMapReverse.get(data['exchangeID'], EXCHANGE_UNKNOWN)
pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
pos.direction = DIRECTION_LONG
pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
@ -1152,7 +1152,7 @@ class SecTdApi(TdApi):
# 保存代码
pos.symbol = data['securityOptionID']
pos.exchange = exchangeMap.get(data['exchangeID'], EXCHANGE_UNKNOWN)
pos.exchange = exchangeMapReverse.get(data['exchangeID'], EXCHANGE_UNKNOWN)
pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
pos.direction = directionMapReverse.get(data['entrustDirection'], DIRECTION_UNKNOWN)
pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])