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修复 套利合约被过滤的bug

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This commit is contained in:
msincenselee 2017-06-16 13:43:23 +08:00
parent b61ea15a86
commit a4a0a31536
1 changed files with 2 additions and 2 deletions
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4
vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -376,8 +376,8 @@ class CtpMdApi(MdApi):
def onRtnDepthMarketData(self, data): def onRtnDepthMarketData(self, data):
"""行情推送""" """行情推送"""
# 忽略成交量为0的无效tick数据 # 忽略成交量为0的无效tick数据
if not data['Volume']: #if not data['Volume']:
return # return
tick = VtTickData() tick = VtTickData()
tick.gatewayName = self.gatewayName tick.gatewayName = self.gatewayName