[Mod]增加富途接口对已删除委托的过滤

This commit is contained in:
vn.py 2017-10-27 16:40:20 +08:00
parent 003f951569
commit 52f84ec6d8

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@ -459,6 +459,10 @@ class FutuGateway(VtGateway):
def processOrder(self, data, qry=False):
"""处理委托推送"""
for ix, row in data.iterrows():
# 如果状态是已经删除,则直接忽略
if str(row['status']) == '7':
continue
order = VtOrderData()
order.gatewayName = self.gatewayName