senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

修复xtpGateway的若干bug

Browse Source
This commit is contained in:
vn.py 2017-08-31 17:32:44 +08:00
parent e32a9a37e1
commit 4d4aabf107
1 changed files with 3 additions and 32 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
vnpy/trader/gateway/xtpGateway/xtpGateway.py
View File

@ -296,7 +296,6 @@ class XtpMdApi(QuoteApi):
timestamp = str(data['data_time'])
tick.date = timestamp[:8]
#tick.time = '%s:%s:%s.%s' %(timestamp[8:10], timestamp[10:12], timestamp[12:14], timestamp[14:])
tick.time = '%s:%s:%s.%s' %(timestamp[8:10], timestamp[10:12], timestamp[12:14], timestamp[14])
tick.openPrice = data['open_price']
@ -474,7 +473,6 @@ class XtpTdApi(TraderApi):
order.price = data['price']
order.totalVolume = data['quantity']
order.priceType = priceTypeMapReverse.get(data['price_type'], '')
order.businessType = businessMapReverse.get(data['business_type'], BUSINESS_UNKNOWN)
self.orderDict[orderID] = order
else:
@ -483,11 +481,7 @@ class XtpTdApi(TraderApi):
# 变化字段
order.status = statusMapReverse.get(data['order_status'], STATUS_UNKNOWN)
order.tradedVolume = data['qty_traded']
order.tradedAmount = data['trade_amount']
if order.status == STATUS_CANCELLED or order.status == STATUS_PARTCANCELLED:
order.cancelVolume = order.totalVolume - order.tradedVolume
if data['insert_time']:
timestamp = str(data['insert_time'])
order.orderTime = '%s:%s:%s' %(timestamp[8:10], timestamp[10:12], timestamp[12:14])
@ -534,9 +528,6 @@ class XtpTdApi(TraderApi):
# 价格、报单量等数值
trade.price = data['price']
trade.volume = data['quantity']
trade.amount = data['trade_amount']
trade.businessType = businessMapReverse.get(data['business_type'], BUSINESS_UNKNOWN)
if data['trade_time']:
timestamp = str(data['trade_time'])
@ -549,12 +540,10 @@ class XtpTdApi(TraderApi):
order = self.orderDict.get(orderID, None)
if (not order or
order.status is STATUS_ALLTRADED or
order.status is STATUS_CANCELLED or
order.status is STATUS_PARTCANCELLED):
order.status is STATUS_CANCELLED):
return
order.tradedVolume += trade.volume
order.tradedAmount += trade.amount
if order.status is STATUS_NOTTRADED:
order.status = STATUS_PARTTRADED
@ -680,7 +669,7 @@ class XtpTdApi(TraderApi):
req['quantity'] = orderReq.volume
req['price_type'] = priceTypeMap.get(orderReq.priceType, 0)
req['market'] = marketMap.get(orderReq.exchange, 0)
req['business_type'] = businessMap.get(orderReq.businessType, 0)
req['business_type'] = 0 # 目前只支持买卖业务
# 目前尚未支持衍生品交易，因此不适用
#req['side'] = sideMap.get((orderReq.direction, OFFSET_NONE), 0)
@ -692,25 +681,7 @@ class XtpTdApi(TraderApi):
# 发出委托
orderID = str(self.insertOrder(req, self.sessionID))
vtOrderID = '.'.join([self.gatewayName, orderID])
# 推送委托初始化信息
order = VtOrderData()
order.symbol = orderReq.symbol
order.exchange = orderReq.exchange
order.vtSymbol = '.'.join([order.symbol, order.exchange])
order.orderID = orderID
order.vtOrderID = vtOrderID
order.price = orderReq.price
order.totalVolume = orderReq.volume
order.direction = orderReq.direction
order.offset = orderReq.offset
order.priceType = orderReq.priceType
order.businessType = orderReq.businessType
order.gatewayName = self.gatewayName
order.status = STATUS_INITED
self.gateway.onOrder(order)
# 返回订单号（字符串），便于某些算法进行动态管理
return vtOrderID