This commit is contained in:
vn.py 2019-09-20 11:37:32 +08:00
parent bb03627627
commit 846ea95093
5 changed files with 76 additions and 72 deletions

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@ -8,7 +8,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
from vnpy.gateway.bitmex import BitmexGateway from vnpy.gateway.bitmex import BitmexGateway
# from vnpy.gateway.futu import FutuGateway # from vnpy.gateway.futu import FutuGateway
# from vnpy.gateway.ib import IbGateway # from vnpy.gateway.ib import IbGateway
# from vnpy.gateway.ctp import CtpGateway from vnpy.gateway.ctp import CtpGateway
# from vnpy.gateway.ctptest import CtptestGateway # from vnpy.gateway.ctptest import CtptestGateway
# from vnpy.gateway.mini import MiniGateway # from vnpy.gateway.mini import MiniGateway
# from vnpy.gateway.sopt import SoptGateway # from vnpy.gateway.sopt import SoptGateway
@ -50,7 +50,7 @@ def main():
main_engine = MainEngine(event_engine) main_engine = MainEngine(event_engine)
# main_engine.add_gateway(BinanceGateway) # main_engine.add_gateway(BinanceGateway)
# main_engine.add_gateway(CtpGateway) main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway) # main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway) # main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway) # main_engine.add_gateway(SoptGateway)

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@ -479,6 +479,8 @@ class CtpTdApi(TdApi):
if not data: if not data:
return return
# Check if contract data received
if data["InstrumentID"] in symbol_exchange_map:
# Get buffered position object # Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}" key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None) position = self.positions.get(key, None)

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@ -478,6 +478,8 @@ class CtpTdApi(TdApi):
if not data: if not data:
return return
# Check if contract data received
if data["InstrumentID"] in symbol_exchange_map:
# Get buffered position object # Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}" key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None) position = self.positions.get(key, None)

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@ -491,7 +491,7 @@ class MiniTdApi(TdApi):
def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool): def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
if data: if data and data["InstrumentID"] in symbol_exchange_map:
# Get buffered position object # Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}" key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None) position = self.positions.get(key, None)

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@ -491,7 +491,7 @@ class MiniTdApi(TdApi):
def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool): def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
if data: if data and data["InstrumentID"] in symbol_exchange_map:
# Get buffered position object # Get buffered position object
key = f"{data['InstrumentID'], data['PosiDirection']}" key = f"{data['InstrumentID'], data['PosiDirection']}"
position = self.positions.get(key, None) position = self.positions.get(key, None)