[Mod] use primaryExchange when exchange data not available

This commit is contained in:
vn.py 2019-07-29 15:16:25 +08:00
parent b755f9f1fa
commit 640150cdcb

View File

@ -434,7 +434,16 @@ class IbApi(EWrapper):
accountName, accountName,
) )
if not contract.exchange: if contract.exchange:
exchange = EXCHANGE_IB2VT.get(contract.exchange, None)
elif contract.primaryExchange:
exchange = EXCHANGE_IB2VT.get(contract.primaryExchange, None)
else:
exchange = Exchange.SMART # Use smart routing for default
if not exchange:
msg = f"存在不支持的交易所持仓{contract.conId} {contract.exchange} {contract.primaryExchange}"
self.gateway.write_log(msg)
return return
ib_size = contract.multiplier ib_size = contract.multiplier
@ -444,7 +453,7 @@ class IbApi(EWrapper):
pos = PositionData( pos = PositionData(
symbol=contract.conId, symbol=contract.conId,
exchange=EXCHANGE_IB2VT.get(contract.exchange, contract.exchange), exchange=exchange,
direction=Direction.NET, direction=Direction.NET,
volume=position, volume=position,
price=price, price=price,