From 7ca9eec4261140f4f593f880ff4d488eb0f57ce7 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Mon, 1 Apr 2019 15:41:50 +0800
Subject: [PATCH] [Fix]close #1460

---
 vnpy/app/cta_strategy/engine.py | 31 +++++++++++++++++++++++++++++--
 1 file changed, 29 insertions(+), 2 deletions(-)

diff --git a/vnpy/app/cta_strategy/engine.py b/vnpy/app/cta_strategy/engine.py
index 311981f1..cb29a652 100644
--- a/vnpy/app/cta_strategy/engine.py
+++ b/vnpy/app/cta_strategy/engine.py
@@ -151,13 +151,14 @@ class CtaEngine(BaseEngine):
         Query bar data from RQData.
         """
         symbol, exchange_str = vt_symbol.split(".")
-        if symbol.upper() not in self.rq_symbols:
+        rq_symbol = to_rq_symbol(vt_symbol)
+        if rq_symbol not in self.rq_symbols:
             return None
         
         end += timedelta(1)     # For querying night trading period data
 
         df = self.rq_client.get_price(
-            symbol.upper(),
+            rq_symbol,
             frequency=interval.value,
             fields=["open", "high", "low", "close", "volume"],
             start_date=start,
@@ -910,3 +911,29 @@ class CtaEngine(BaseEngine):
             subject = "CTA策略引擎"
 
         self.main_engine.send_email(subject, msg)
+
+
+def to_rq_symbol(vt_symbol: str):
+    """
+    CZCE product of RQData has symbol like "TA1905" while
+    vt symbol is "TA905.CZCE" so need to add "1" in symbol.
+    """
+    symbol, exchange_str = vt_symbol.split(".")
+    if exchange_str != "CZCE":
+        return symbol.upper()
+
+    for count, word in enumerate(symbol):
+        if word.isdigit():
+            break
+    
+    product = symbol[:count]
+    year = symbol[count]
+    month = symbol[count + 1:]
+    
+    if year == "9":
+        year = "1" + year
+    else:
+        year = "2" + year
+
+    rq_symbol = f"{product}{year}{month}".upper()
+    return rq_symbol