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[bug fix] 获取普通合约的bug

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This commit is contained in:
msincenselee 2022-01-07 18:54:47 +08:00
parent 39a231cbdf
commit 6a6d6ab19d
1 changed files with 7 additions and 4 deletions
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11
vnpy/data/tdx/tdx_future_data.py
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@ -81,11 +81,14 @@ ALL_MARKET_END_HOUR = 16
@lru_cache() @lru_cache()
def get_tdx_marketid(symbol): def get_tdx_marketid(symbol):
"""普通合约/指数合约=》tdx合约所在市场id""" """普通合约/指数合约=》tdx合约所在市场id"""
underlying_symbol = get_underlying_symbol(symbol) if symbol.endswith('L9'):
tdx_index_symbol = underlying_symbol.upper() + 'L9' tdx_index_symbol = symbol
else:
underlying_symbol = get_underlying_symbol(symbol).upper()
tdx_index_symbol = underlying_symbol.upper() + 'L9'
market_id = INIT_TDX_MARKET_MAP.get(tdx_index_symbol, None) market_id = INIT_TDX_MARKET_MAP.get(tdx_index_symbol, None)
if market_id is None: if market_id is None:
raise KeyError(f'{tdx_index_symbol}不存在INIT_TDX_MARKET_MAP中') raise KeyError(f'{symbol} => {tdx_index_symbol} 不存在INIT_TDX_MARKET_MAP中')
return market_id return market_id
@ -446,7 +449,7 @@ class TdxFutureData(object):
# 利用api查询历史数据 # 利用api查询历史数据
_res = self.api.get_instrument_bars( _res = self.api.get_instrument_bars(
category=tdx_period, category=tdx_period,
market=self.symbol_market_dict.get(tdx_index_symbol, 0), market=get_tdx_marketid(tdx_symbol),
code=tdx_symbol, code=tdx_symbol,
start=_pos, start=_pos,
count=QSIZE) count=QSIZE)