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[Mod]修改DataRecording功能对于Tick时间戳的处理，兼容某些行情源Tick时间戳没有毫秒的情况

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vn.py 2018-07-23 17:55:36 +08:00
parent 384eb71b28
commit 81ad791747
1 changed files with 4 additions and 1 deletions
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5
vnpy/trader/app/dataRecorder/drEngine.py
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@ -175,7 +175,10 @@ class DrEngine(object):
# 生成datetime对象 # 生成datetime对象
if not tick.datetime: if not tick.datetime:
tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f') if '.' in tick.time:
tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
else:
tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S')
self.onTick(tick) self.onTick(tick)