[Fix] close #1997

examples/vn_trader/run.py

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

vnpy/gateway/ctp/ctp_gateway.py

@@ -479,46 +479,48 @@ class CtpTdApi(TdApi):
         if not data:
             return
 
-        # Get buffered position object
-        key = f"{data['InstrumentID'], data['PosiDirection']}"
-        position = self.positions.get(key, None)
-        if not position:
-            position = PositionData(
-                symbol=data["InstrumentID"],
-                exchange=symbol_exchange_map[data["InstrumentID"]],
-                direction=DIRECTION_CTP2VT[data["PosiDirection"]],
-                gateway_name=self.gateway_name
-            )
-            self.positions[key] = position
+        # Check if contract data received
+        if data["InstrumentID"] in symbol_exchange_map:
+            # Get buffered position object
+            key = f"{data['InstrumentID'], data['PosiDirection']}"
+            position = self.positions.get(key, None)
+            if not position:
+                position = PositionData(
+                    symbol=data["InstrumentID"],
+                    exchange=symbol_exchange_map[data["InstrumentID"]],
+                    direction=DIRECTION_CTP2VT[data["PosiDirection"]],
+                    gateway_name=self.gateway_name
+                )
+                self.positions[key] = position
 
-        # For SHFE position data update
-        if position.exchange == Exchange.SHFE:
-            if data["YdPosition"] and not data["TodayPosition"]:
-                position.yd_volume = data["Position"]
-        # For other exchange position data update
-        else:
-            position.yd_volume = data["Position"] - data["TodayPosition"]
+            # For SHFE position data update
+            if position.exchange == Exchange.SHFE:
+                if data["YdPosition"] and not data["TodayPosition"]:
+                    position.yd_volume = data["Position"]
+            # For other exchange position data update
+            else:
+                position.yd_volume = data["Position"] - data["TodayPosition"]
 
-        # Get contract size (spread contract has no size value)
-        size = symbol_size_map.get(position.symbol, 0)
+            # Get contract size (spread contract has no size value)
+            size = symbol_size_map.get(position.symbol, 0)
 
-        # Calculate previous position cost
-        cost = position.price * position.volume * size
+            # Calculate previous position cost
+            cost = position.price * position.volume * size
 
-        # Update new position volume
-        position.volume += data["Position"]
-        position.pnl += data["PositionProfit"]
+            # Update new position volume
+            position.volume += data["Position"]
+            position.pnl += data["PositionProfit"]
 
-        # Calculate average position price
-        if position.volume and size:
-            cost += data["PositionCost"]
-            position.price = cost / (position.volume * size)
+            # Calculate average position price
+            if position.volume and size:
+                cost += data["PositionCost"]
+                position.price = cost / (position.volume * size)
 
-        # Get frozen volume
-        if position.direction == Direction.LONG:
-            position.frozen += data["ShortFrozen"]
-        else:
-            position.frozen += data["LongFrozen"]
+            # Get frozen volume
+            if position.direction == Direction.LONG:
+                position.frozen += data["ShortFrozen"]
+            else:
+                position.frozen += data["LongFrozen"]
 
         if last:
             for position in self.positions.values():

vnpy/gateway/ctptest/ctptest_gateway.py

@@ -478,46 +478,48 @@ class CtpTdApi(TdApi):
         if not data:
             return
 
-        # Get buffered position object
-        key = f"{data['InstrumentID'], data['PosiDirection']}"
-        position = self.positions.get(key, None)
-        if not position:
-            position = PositionData(
-                symbol=data["InstrumentID"],
-                exchange=symbol_exchange_map[data["InstrumentID"]],
-                direction=DIRECTION_CTP2VT[data["PosiDirection"]],
-                gateway_name=self.gateway_name
-            )
-            self.positions[key] = position
+        # Check if contract data received
+        if data["InstrumentID"] in symbol_exchange_map:
+            # Get buffered position object
+            key = f"{data['InstrumentID'], data['PosiDirection']}"
+            position = self.positions.get(key, None)
+            if not position:
+                position = PositionData(
+                    symbol=data["InstrumentID"],
+                    exchange=symbol_exchange_map[data["InstrumentID"]],
+                    direction=DIRECTION_CTP2VT[data["PosiDirection"]],
+                    gateway_name=self.gateway_name
+                )
+                self.positions[key] = position
 
-        # For SHFE position data update
-        if position.exchange == Exchange.SHFE:
-            if data["YdPosition"] and not data["TodayPosition"]:
-                position.yd_volume = data["Position"]
-        # For other exchange position data update
-        else:
-            position.yd_volume = data["Position"] - data["TodayPosition"]
+            # For SHFE position data update
+            if position.exchange == Exchange.SHFE:
+                if data["YdPosition"] and not data["TodayPosition"]:
+                    position.yd_volume = data["Position"]
+            # For other exchange position data update
+            else:
+                position.yd_volume = data["Position"] - data["TodayPosition"]
 
-        # Get contract size (spread contract has no size value)
-        size = symbol_size_map.get(position.symbol, 0)
+            # Get contract size (spread contract has no size value)
+            size = symbol_size_map.get(position.symbol, 0)
 
-        # Calculate previous position cost
-        cost = position.price * position.volume * size
+            # Calculate previous position cost
+            cost = position.price * position.volume * size
 
-        # Update new position volume
-        position.volume += data["Position"]
-        position.pnl += data["PositionProfit"]
+            # Update new position volume
+            position.volume += data["Position"]
+            position.pnl += data["PositionProfit"]
 
-        # Calculate average position price
-        if position.volume and size:
-            cost += data["PositionCost"]
-            position.price = cost / (position.volume * size)
+            # Calculate average position price
+            if position.volume and size:
+                cost += data["PositionCost"]
+                position.price = cost / (position.volume * size)
 
-        # Get frozen volume
-        if position.direction == Direction.LONG:
-            position.frozen += data["ShortFrozen"]
-        else:
-            position.frozen += data["LongFrozen"]
+            # Get frozen volume
+            if position.direction == Direction.LONG:
+                position.frozen += data["ShortFrozen"]
+            else:
+                position.frozen += data["LongFrozen"]
 
         if last:
             for position in self.positions.values():

vnpy/gateway/mini/mini_gateway.py

@@ -491,7 +491,7 @@ class MiniTdApi(TdApi):
 
     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
             key = f"{data['InstrumentID'], data['PosiDirection']}"
             position = self.positions.get(key, None)

vnpy/gateway/minitest/minitest_gateway.py

@@ -491,7 +491,7 @@ class MiniTdApi(TdApi):
 
     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
             key = f"{data['InstrumentID'], data['PosiDirection']}"
             position = self.positions.get(key, None)