修复套利合约被过滤的bug

2017-06-16 13:43:23 +08:00 · 2017-06-16 13:43:23 +08:00 · a4a0a31536
commit a4a0a31536
parent b61ea15a86
1 changed files with 2 additions and 2 deletions
--- a/vnpy/trader/gateway/ctpGateway/ctpGateway.py
+++ b/vnpy/trader/gateway/ctpGateway/ctpGateway.py
@ -376,8 +376,8 @@ class CtpMdApi(MdApi):
    def onRtnDepthMarketData(self, data):
        """行情推送"""
        # 忽略成交量为0的无效tick数据
-        if not data['Volume']:
-            return
+        #if not data['Volume']:
+        #    return

        tick = VtTickData()
        tick.gatewayName = self.gatewayName