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