From 682656462291a25df129c96f389d632685629041 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Fri, 1 Oct 2021 09:35:14 +0800 Subject: [PATCH] =?UTF-8?q?[bugfix]=20=E5=A2=9E=E5=BC=BAtick=E5=BE=97?= =?UTF-8?q?=E6=97=B6=E9=97=B4=E8=BF=87=E6=BB=A4?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/app/index_tick_publisher/engine.py | 14 ++++++++++---- 1 file changed, 10 insertions(+), 4 deletions(-) diff --git a/vnpy/app/index_tick_publisher/engine.py b/vnpy/app/index_tick_publisher/engine.py index 289741e1..3592dfff 100644 --- a/vnpy/app/index_tick_publisher/engine.py +++ b/vnpy/app/index_tick_publisher/engine.py @@ -71,6 +71,7 @@ class IndexTickPublisherV2(BaseEngine): self.subscribed_symbols = set() # 已订阅合约代码 self.ticks = {} + self.dt = datetime.now() # 本地/vnpy/data/tdx/future_contracts.json self.all_contracts = get_future_contracts() # 需要订阅的短合约 @@ -108,12 +109,12 @@ class IndexTickPublisherV2(BaseEngine): def process_timer_event(self, event): """定时执行""" - dt = datetime.now() + self.dt = datetime.now() - if self.last_minute and dt.minute == self.last_minute: + if self.last_minute and self.dt.minute == self.last_minute: return - self.last_minute = dt.minute + self.last_minute = self.dt.minute self.check_status() @@ -208,6 +209,11 @@ class IndexTickPublisherV2(BaseEngine): def on_tick(self, tick): """ tick到达事件""" + + # 排除tick时间与当前时间不一致tick + if abs((tick.datetime - self.dt).total_seconds()) > 20: + return + short_symbol = get_underlying_symbol(tick.symbol).upper() # 更新tick tick_dict = self.ticks.get(short_symbol, None) @@ -269,7 +275,7 @@ class IndexTickPublisherV2(BaseEngine): # 更新未指数的持仓量、交易量，最后价格，ask1，bid1 d.update({'open_interest': all_interest, 'volume': all_volume, 'last_price': last_price, 'ask_price_1': ask_price_1, 'bid_price_1': bid_price_1}) - print('{} {}:{}'.format(d.get('datetime'), d.get("vt_symbol"), d.get('last_price'))) + #print('{} {}:{}'.format(d.get('datetime'), d.get("vt_symbol"), d.get('last_price'))) d = json.dumps(d) self.pub.pub(d)