senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #441 from ujfjhz/dev

Browse Source 
shcifco data api: use natural day instead of trading day
This commit is contained in:
vn.py 2017-08-16 09:20:53 +08:00 committed by GitHub
commit 68a65828d7
1 changed files with 3 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
vnpy/data/shcifco/vnshcifco.py
View File

@ -132,14 +132,15 @@ class ShcifcoApi(object):
barData = barStr.split(',')
d = {
'symbol': barData[0],
'date': barData[1],
# 'date': barData[1], # trading day
'time': barData[2],
'open': float(barData[3]),
'high': float(barData[4]),
'low': float(barData[5]),
'close': float(barData[6]),
'volume': int(barData[7]),
'openInterest': int(barData[8])
'openInterest': int(barData[8]),
'date': barData[9] # natural day
}
barList.append(d)