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[Fix]close #1498

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This commit is contained in:
vn.py 2019-04-06 14:37:15 +08:00
parent 36295b96c5
commit 566638426c
1 changed files with 7 additions and 4 deletions
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11
vnpy/gateway/ctp/ctp_gateway.py
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@ -549,13 +549,16 @@ class CtpTdApi(TdApi):
product=product,
size=data["VolumeMultiple"],
pricetick=data["PriceTick"],
option_underlying=data["UnderlyingInstrID"],
option_type=OPTIONTYPE_CTP2VT.get(data["OptionsType"], None),
option_strike=data["StrikePrice"],
option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"),
gateway_name=self.gateway_name
)
# For option only
if data["OptionsType"]:
contract.option_underlying = data["UnderlyingInstrID"],
contract.option_type = OPTIONTYPE_CTP2VT.get(data["OptionsType"], None),
contract.option_strike = data["StrikePrice"],
contract.option_expiry = datetime.strptime(data["ExpireDate"], "%Y%m%d"),
self.gateway.on_contract(contract)
symbol_exchange_map[contract.symbol] = contract.exchange