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添加ctp接口api编译的解决方案，修复获取持仓信息的bug

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msincenselee 2019-08-19 09:09:44 +08:00
parent 78852a0c52
commit 4acc31597e
3 changed files with 63 additions and 3 deletions
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31
vnpy/api/ctp/vnctpmd/vnctpmd/vnctpmd.sln Normal file
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@ -0,0 +1,31 @@

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{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Debug|x86.Build.0 = Debug|Win32
{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x64.ActiveCfg = Release|x64
{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x64.Build.0 = Release|x64
{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x86.ActiveCfg = Release|Win32
{2F0C046E-B41E-40E7-BB36-26249FA40DC1}.Release|x86.Build.0 = Release|Win32
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31
vnpy/api/ctp/vnctptd/vnctptd/vnctptd.sln Normal file
View File

@ -0,0 +1,31 @@

Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.28307.489
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnctptd", "vnctptd.vcxproj", "{69635369-B64A-44F5-88E9-82CBD72EBE2E}"
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Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
Release|x64 = Release|x64
Release|x86 = Release|x86
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x64.ActiveCfg = Debug|x64
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x64.Build.0 = Debug|x64
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x86.ActiveCfg = Debug|Win32
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Debug|x86.Build.0 = Debug|Win32
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x64.ActiveCfg = Release|x64
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x64.Build.0 = Release|x64
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x86.ActiveCfg = Release|Win32
{69635369-B64A-44F5-88E9-82CBD72EBE2E}.Release|x86.Build.0 = Release|Win32
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SolutionGuid = {4C05450B-547E-4B43-A88E-152593CCF6B3}
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4
vnpy/trader/gateway/ctpGateway/ctpGateway.py
View File

@ -1062,9 +1062,7 @@ class CtpTdApi(TdApi):
exchange = self.symbolExchangeDict.get(pos.symbol, EXCHANGE_UNKNOWN)
# 获取size
if pos.symbol not in self.symbolSizeDict:
return
size = self.symbolSizeDict[pos.symbol]
size = self.symbolSizeDict.get(pos.symbol,10)
# 针对上期所持仓的今昨分条返回（有昨仓、无今仓），读取昨仓数据
if exchange in [EXCHANGE_SHFE, EXCHANGE_INE]: