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[Fix] OrderStatus naming change in TigerGateway

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vn.py 2019-05-30 09:45:15 +08:00
parent 69d2dd37be
commit 9164b93ea2
1 changed files with 11 additions and 11 deletions
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22
vnpy/gateway/tiger/tiger_gateway.py
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@ -19,7 +19,7 @@ from tigeropen.tiger_open_config import TigerOpenClientConfig
from tigeropen.common.consts import Language, Currency, Market from tigeropen.common.consts import Language, Currency, Market
from tigeropen.quote.quote_client import QuoteClient from tigeropen.quote.quote_client import QuoteClient
from tigeropen.trade.trade_client import TradeClient from tigeropen.trade.trade_client import TradeClient
from tigeropen.trade.domain.order import ORDER_STATUS from tigeropen.trade.domain.order import OrderStatus
from tigeropen.push.push_client import PushClient from tigeropen.push.push_client import PushClient
from tigeropen.common.exceptions import ApiException from tigeropen.common.exceptions import ApiException
@ -64,15 +64,15 @@ ORDERTYPE_VT2TIGER = {
} }
STATUS_TIGER2VT = { STATUS_TIGER2VT = {
ORDER_STATUS.PENDING_NEW: Status.SUBMITTING, OrderStatus.PENDING_NEW: Status.SUBMITTING,
ORDER_STATUS.NEW: Status.SUBMITTING, OrderStatus.NEW: Status.SUBMITTING,
ORDER_STATUS.HELD: Status.SUBMITTING, OrderStatus.HELD: Status.SUBMITTING,
ORDER_STATUS.PARTIALLY_FILLED: Status.PARTTRADED, OrderStatus.PARTIALLY_FILLED: Status.PARTTRADED,
ORDER_STATUS.FILLED: Status.ALLTRADED, OrderStatus.FILLED: Status.ALLTRADED,
ORDER_STATUS.CANCELLED: Status.CANCELLED, OrderStatus.CANCELLED: Status.CANCELLED,
ORDER_STATUS.PENDING_CANCEL: Status.CANCELLED, OrderStatus.PENDING_CANCEL: Status.CANCELLED,
ORDER_STATUS.REJECTED: Status.REJECTED, OrderStatus.REJECTED: Status.REJECTED,
ORDER_STATUS.EXPIRED: Status.NOTTRADED OrderStatus.EXPIRED: Status.NOTTRADED
} }
PUSH_STATUS_TIGER2VT = { PUSH_STATUS_TIGER2VT = {
@ -559,7 +559,7 @@ class TigerGateway(BaseGateway):
Process trade data for both query and update. Process trade data for both query and update.
""" """
for i in data: for i in data:
if i.status == ORDER_STATUS.PARTIALLY_FILLED or i.status == ORDER_STATUS.FILLED: if i.status == OrderStatus.PARTIALLY_FILLED or i.status == OrderStatus.FILLED:
symbol, exchange = convert_symbol_tiger2vt(str(i.contract)) symbol, exchange = convert_symbol_tiger2vt(str(i.contract))
self.tradeid += 1 self.tradeid += 1