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bugfix: 补齐链行接口中毫秒部分

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This commit is contained in:
wisfern 2017-08-10 17:13:53 +08:00
parent dd6f0135bd
commit 8c9c126bb9
1 changed files with 5 additions and 5 deletions
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10
vnpy/trader/gateway/lhangGateway/lhangGateway.py
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@ -180,7 +180,7 @@ class LhangApi(LhangApi):
err = VtErrorData() err = VtErrorData()
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorMsg = str(error) 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) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@ -236,7 +236,7 @@ class LhangApi(LhangApi):
tick.askPrice5, tick.askVolume5 = data['asks'][4] tick.askPrice5, tick.askVolume5 = data['asks'][4]
now = datetime.now() 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') tick.date = now.strftime('%Y%m%d')
self.gateway.onTick(tick) self.gateway.onTick(tick)
@ -356,7 +356,7 @@ class LhangApi(LhangApi):
trade.direction = order.direction trade.direction = order.direction
trade.offset = order.offset trade.offset = order.offset
trade.exchange = order.exchange 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) self.gateway.onTrade(trade)
@ -447,7 +447,7 @@ class LhangApi(LhangApi):
err = VtErrorData() err = VtErrorData()
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorMsg = u'链行接口仅支持限价单' 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) self.gateway.onError(err)
return None return None
@ -480,7 +480,7 @@ class LhangApi(LhangApi):
order.offset = OFFSET_UNKNOWN order.offset = OFFSET_UNKNOWN
order.price = req.price order.price = req.price
order.volume = req.volume 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 order.status = STATUS_UNKNOWN
self.workingOrderDict[localID] = order self.workingOrderDict[localID] = order