[Add]增加CTP行情接口对于获取到交易所数据前的行情推送的过滤

vnpy/trader/gateway/ctpGateway/ctpGateway.py

@@ -342,12 +342,17 @@ class CtpMdApi(MdApi):
     #----------------------------------------------------------------------  
     def onRtnDepthMarketData(self, data):
         """行情推送"""
+        # 过滤尚未获取合约交易所时的行情推送
+        symbol = data['InstrumentID']
+        if symbol not in symbolExchangeDict:
+            return
+        
         # 创建对象
         tick = VtTickData()
         tick.gatewayName = self.gatewayName
         
-        tick.symbol = data['InstrumentID']
-        tick.exchange = symbolExchangeDict.get(tick.symbol, EXCHANGE_UNKNOWN)
+        tick.symbol = symbol
+        tick.exchange = symbolExchangeDict[tick.symbol]
         tick.vtSymbol = tick.symbol #'.'.join([tick.symbol, tick.exchange])
         
         tick.lastPrice = data['LastPrice']