From 8ec5a8d4eb8c17da1b4bf1fdeb787c0fb16d84ca Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 7 Jun 2019 23:48:41 +0800 Subject: [PATCH] [Mod] complete test of tick data update --- vnpy/gateway/tap/tap_gateway.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/vnpy/gateway/tap/tap_gateway.py b/vnpy/gateway/tap/tap_gateway.py index aa0606c1..2556466a 100644 --- a/vnpy/gateway/tap/tap_gateway.py +++ b/vnpy/gateway/tap/tap_gateway.py @@ -218,9 +218,8 @@ class QuoteApi(ITapQuoteAPINotify): def OnRspSubscribeQuote( self, sessionID: int, errorCode: int, isLast: str, info: TapAPIQuoteWhole ): - print("on rsp sub quote") if errorCode != TAPIERROR_SUCCEED: - self.gateway.write_log("订阅行情失败") + self.gateway.write_log(f"订阅行情失败：{error_to_str(errorCode)}") else: self.update_tick(info) @@ -230,17 +229,12 @@ class QuoteApi(ITapQuoteAPINotify): def update_tick(self, info: TapAPIQuoteWhole): """""" - print("--------------------------") - print(info.Contract.ContractNo1) - print(info.Contract.ContractNo2) - print(info.Contract.Commodity.CommodityNo) - symbol = info.Contract.Commodity.CommodityNo + info.Contract.ContractNo1 exchange = EXCHANGE_TAP2VT[info.Contract.Commodity.ExchangeNo] contract_info = contract_infos.get((symbol, exchange), None) if not contract_info: - print("no contract info", symbol, exchange) + self.gateway.write_log(f"行情合约信息无法匹配：{symbol}和{exchange}") return tick = TickData( @@ -323,7 +317,7 @@ class QuoteApi(ITapQuoteAPINotify): tap_contract.Commodity.ExchangeNo = EXCHANGE_VT2TAP[req.exchange] tap_contract.Commodity.CommodityType = contract_info.commodity_type tap_contract.Commodity.CommodityNo = contract_info.commodity_no - tap_contract.ContractNo1 = req.symbol + tap_contract.ContractNo1 = contract_info.contract_no tap_contract.CallOrPutFlag1 = TAPI_CALLPUT_FLAG_NONE tap_contract.CallOrPutFlag2 = TAPI_CALLPUT_FLAG_NONE