From 4ed16b48ac2666161126ca7e313cd146fe67a8fa Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Tue, 24 Nov 2020 16:26:48 +0800
Subject: [PATCH] =?UTF-8?q?[bug=20fix]=20=E4=BF=AE=E5=A4=8D=E5=A4=A7?=
 =?UTF-8?q?=E8=BF=9E=E3=80=81=E9=83=91=E5=B7=9E=E7=9A=84on=5Ftrade?=
 =?UTF-8?q?=E6=97=A5=E6=9C=9F=E9=94=99=E8=AF=AF?=
MIME-Version: 1.0
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---
 vnpy/gateway/ctp/ctp_gateway.py     | 24 +++++++++++++++++++++++-
 vnpy/gateway/rohon/rohon_gateway.py | 19 +++++++++++++++++++
 2 files changed, 42 insertions(+), 1 deletion(-)

diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py
index 4084aa4b..318a28f3 100644
--- a/vnpy/gateway/ctp/ctp_gateway.py
+++ b/vnpy/gateway/ctp/ctp_gateway.py
@@ -653,7 +653,7 @@ class CtpMdApi(MdApi):
         # 不处理开盘前的tick数据
         if dt.hour in [8, 20] and dt.minute < 59:
             return
-        if exchange is Exchange.CFFEX and dt.hour == 9 and dt.minute < 14:
+        if exchange is Exchange.CFFEX and dt.hour == 9 and dt.minute < 29:
             return
 
         tick = TickData(
@@ -1181,6 +1181,28 @@ class CtpTdApi(TdApi):
             trade_date = trade_date[0:4] + '-' + trade_date[4:6] + '-' + trade_date[6:8]
         trade_time = data['TradeTime']
         trade_datetime = datetime.strptime(f'{trade_date} {trade_time}', '%Y-%m-%d %H:%M:%S')
+        #print(f'raw_data:{print_dict(data)}')
+        # 修正 郑商所、大商所的TradeDate错误
+        if exchange in [Exchange.DCE, Exchange.CZCE]:
+            dt_now = datetime.now()
+            # 交易发生在夜盘
+            if trade_datetime.hour >= 21:
+                # 系统时间在夜盘，使用系统时间
+                if dt_now.hour >= 21:
+                    trade_date = dt_now.strftime('%Y-%m-%d')
+                    trade_datetime = datetime.strptime(f'{trade_date} {trade_time}', '%Y-%m-%d %H:%M:%S')
+
+                # 系统时间在日盘
+                else:
+                    # 星期一 =》 星期五
+                    if dt_now.isoweekday() == 1:
+                        trade_datetime -= timedelta(days=3)
+                        #print(f'trade time =>{trade_datetime}')
+                    # 星期二~星期五 =》上一天
+                    else:
+                        trade_datetime -= timedelta(days=1)
+                        #print(f'trade time =>{trade_datetime}')
+
         tradeid = data["TradeID"]
         trade = TradeData(
             accountid=self.accountid,
diff --git a/vnpy/gateway/rohon/rohon_gateway.py b/vnpy/gateway/rohon/rohon_gateway.py
index b03bc3fc..8fe69462 100644
--- a/vnpy/gateway/rohon/rohon_gateway.py
+++ b/vnpy/gateway/rohon/rohon_gateway.py
@@ -1108,6 +1108,25 @@ class RohonTdApi(TdApi):
             trade_date = trade_date[0:4] + '-' + trade_date[4:6] + '-' + trade_date[6:8]
         trade_time = data['TradeTime']
         trade_datetime = datetime.strptime(f'{trade_date} {trade_time}', '%Y-%m-%d %H:%M:%S')
+        # 修正 郑商所、大商所的TradeDate错误
+        if exchange in [Exchange.DCE, Exchange.CZCE]:
+            dt_now = datetime.now()
+            # 交易发生在夜盘
+            if trade_datetime.hour >= 21:
+                # 系统时间在夜盘，使用系统时间
+                if dt_now.hour >= 21:
+                    trade_date = dt_now.strftime('%Y-%m-%d')
+                    trade_datetime = datetime.strptime(f'{trade_date} {trade_time}', '%Y-%m-%d %H:%M:%S')
+
+                # 系统时间在日盘
+                else:
+                    # 星期一 =》 星期五
+                    if dt_now.isoweekday() == 1:
+                        trade_datetime -= timedelta(days=3)
+                    # 星期二~星期五 =》上一天
+                    else:
+                        trade_datetime -= timedelta(days=1)
+
         tradeid = data["TradeID"]
         trade = TradeData(
             accountid=self.accountid,