[bug fix] 获取普通合约的bug

This commit is contained in:
msincenselee 2022-01-07 18:54:47 +08:00
parent 39a231cbdf
commit 6a6d6ab19d

View File

@ -81,11 +81,14 @@ ALL_MARKET_END_HOUR = 16
@lru_cache()
def get_tdx_marketid(symbol):
"""普通合约/指数合约=》tdx合约所在市场id"""
underlying_symbol = get_underlying_symbol(symbol)
tdx_index_symbol = underlying_symbol.upper() + 'L9'
if symbol.endswith('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)
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
@ -446,7 +449,7 @@ class TdxFutureData(object):
# 利用api查询历史数据
_res = self.api.get_instrument_bars(
category=tdx_period,
market=self.symbol_market_dict.get(tdx_index_symbol, 0),
market=get_tdx_marketid(tdx_symbol),
code=tdx_symbol,
start=_pos,
count=QSIZE)