[Fix]修复富途接口行情时间戳的bug

2017-11-16 11:13:18 +08:00 · 2017-11-16 11:13:18 +08:00 · 9a1a548900
commit 9a1a548900
parent ab79ff3d4f
1 changed files with 2 additions and 1 deletions
--- a/vnpy/trader/gateway/futuGateway/futuGateway.py
+++ b/vnpy/trader/gateway/futuGateway/futuGateway.py
@ -425,8 +425,9 @@ class FutuGateway(VtGateway):
                tick.gatewayName = self.gatewayName
                self.tickDict[symbol] = tick
                
-            tick.date = row['data_date']
+            tick.date = row['data_date'].replace('-', '')
            tick.time = row['data_time']
+            tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
            
            tick.openPrice = row['open_price']
            tick.highPrice = row['high_price']