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[bug fix] 上能源所指数合约的修正

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This commit is contained in:
msincenselee 2020-06-08 14:21:17 +08:00
parent e327f49de6
commit 8080adf87a
1 changed files with 7 additions and 1 deletions
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8
vnpy/app/index_tick_publisher/engine.py
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@ -387,11 +387,17 @@ class IndexTickPublisher(BaseEngine):
else: else:
tick_datetime = tick_datetime.replace(microsecond=0) tick_datetime = tick_datetime.replace(microsecond=0)
# 通达信上能源的交易所为上期所，需要改正过来
if vn_symbol in ['NR99', 'SC99']:
exchange = Exchange.INE
else:
exchange = self.symbol_exchange_dict.get(tdx_symbol, Exchange.LOCAL)
tick = TickData( tick = TickData(
gateway_name='tdx', gateway_name='tdx',
symbol=vn_symbol, symbol=vn_symbol,
datetime=tick_datetime, datetime=tick_datetime,
exchange=self.symbol_exchange_dict.get(tdx_symbol, Exchange.LOCAL) exchange=exchange
) )
tick.pre_close = float(d.get('ZuoJie', 0.0)) tick.pre_close = float(d.get('ZuoJie', 0.0))