bugfix: 补齐链行接口中毫秒部分

This commit is contained in:
wisfern 2017-08-10 17:13:53 +08:00
parent dd6f0135bd
commit 8c9c126bb9

View File

@ -180,7 +180,7 @@ class LhangApi(LhangApi):
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorMsg = str(error)
err.errorTime = datetime.now().strftime('%H:%M:%S')
err.errorTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onError(err)
#----------------------------------------------------------------------
@ -236,7 +236,7 @@ class LhangApi(LhangApi):
tick.askPrice5, tick.askVolume5 = data['asks'][4]
now = datetime.now()
tick.time = now.strftime('%H:%M:%S')
tick.time = now.strftime('%H:%M:%S.%f')[:-3]
tick.date = now.strftime('%Y%m%d')
self.gateway.onTick(tick)
@ -356,7 +356,7 @@ class LhangApi(LhangApi):
trade.direction = order.direction
trade.offset = order.offset
trade.exchange = order.exchange
trade.tradeTime = datetime.now().strftime('%H:%M:%S')
trade.tradeTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onTrade(trade)
@ -447,7 +447,7 @@ class LhangApi(LhangApi):
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorMsg = u'链行接口仅支持限价单'
err.errorTime = datetime.now().strftime('%H:%M:%S')
err.errorTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onError(err)
return None
@ -480,7 +480,7 @@ class LhangApi(LhangApi):
order.offset = OFFSET_UNKNOWN
order.price = req.price
order.volume = req.volume
order.orderTime = datetime.now().strftime('%H:%M:%S')
order.orderTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
order.status = STATUS_UNKNOWN
self.workingOrderDict[localID] = order