senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[bug fix]

Browse Source
This commit is contained in:
msincenselee 2020-03-26 07:09:55 +08:00
parent df17ecccb4
commit aa09f30f06
3 changed files with 7 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
Q_n_A.md
View File

@ -50,7 +50,7 @@
/usr/local/lib/libta_lib.so.0
vi /etc/profile
添加
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/local/lib
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/lib
source /etc/profile
9、数字货币的增量安装

2
vnpy/amqp/test02_task.py
View File

@ -15,7 +15,7 @@ if __name__ == '__main__':
mission.update({'id': str(uuid1())})
mission.update({'templateName': u'TWAP 时间加权平均'})
mission.update({'direction': Direction.LONG})
mission.update({'vtSymbol': '518880'})
mission.update({'vt_symbol': '518880'})
mission.update({'is_stock': True})
mission.update({'totalVolume': 300})
mission.update({'target_price': 3.20})

10
vnpy/gateway/ctp/ctp_gateway.py
View File

@ -1158,7 +1158,7 @@ class TdxMdApi():
self.symbol_exchange_dict = {} # tdx合约与vn交易所的字典
self.symbol_market_dict = {} # tdx合约与tdx市场的字典
self.symbol_vn_dict = {} # tdx合约与vtSymbol的对应
self.symbol_vn_dict = {} # tdx合约与vt_symbol的对应
self.symbol_tick_dict = {} # tdx合约与最后一个Tick得字典
self.registered_symbol_set = set()
@ -1691,22 +1691,22 @@ class TickCombiner(object):
if (self.last_leg1_tick.ask_price_1 == 0 or self.last_leg1_tick.bid_price_1 == self.last_leg1_tick.limit_up) \
and self.last_leg1_tick.ask_volume_1 == 0:
self.gateway.write_log(
u'leg1:{0}涨停{1}，不合成价差Tick'.format(self.last_leg1_tick.vtSymbol, self.last_leg1_tick.bid_price_1))
u'leg1:{0}涨停{1}，不合成价差Tick'.format(self.last_leg1_tick.vt_symbol, self.last_leg1_tick.bid_price_1))
return
if (self.last_leg1_tick.bid_price_1 == 0 or self.last_leg1_tick.ask_price_1 == self.last_leg1_tick.limit_down) \
and self.last_leg1_tick.bid_volume_1 == 0:
self.gateway.write_log(
u'leg1:{0}跌停{1}，不合成价差Tick'.format(self.last_leg1_tick.vtSymbol, self.last_leg1_tick.ask_price_1))
u'leg1:{0}跌停{1}，不合成价差Tick'.format(self.last_leg1_tick.vt_symbol, self.last_leg1_tick.ask_price_1))
return
if (self.last_leg2_tick.ask_price_1 == 0 or self.last_leg2_tick.bid_price_1 == self.last_leg2_tick.limit_up) \
and self.last_leg2_tick.ask_volume_1 == 0:
self.gateway.write_log(
u'leg2:{0}涨停{1}，不合成价差Tick'.format(self.last_leg2_tick.vtSymbol, self.last_leg2_tick.bid_price_1))
u'leg2:{0}涨停{1}，不合成价差Tick'.format(self.last_leg2_tick.vt_symbol, self.last_leg2_tick.bid_price_1))
return
if (self.last_leg2_tick.bid_price_1 == 0 or self.last_leg2_tick.ask_price_1 == self.last_leg2_tick.limit_down) \
and self.last_leg2_tick.bid_volume_1 == 0:
self.gateway.write_log(
u'leg2:{0}跌停{1}，不合成价差Tick'.format(self.last_leg2_tick.vtSymbol, self.last_leg2_tick.ask_price_1))
u'leg2:{0}跌停{1}，不合成价差Tick'.format(self.last_leg2_tick.vt_symbol, self.last_leg2_tick.ask_price_1))
return
if self.trading_day != tick.trading_day: