Merge pull request #1250 from vnpy/dev

v1.9.1发布前最后修改

vnpy/api/okex/vnokex.py

@@ -6,6 +6,7 @@ import ssl
 import hashlib
 import json
 import traceback
+import zlib
 from threading import Thread
 from time import sleep
 
@@ -145,7 +146,13 @@ class OkexApi(object):
     #----------------------------------------------------------------------
     def readData(self, evt):
         """解码推送收到的数据"""
-        data = json.loads(evt)
+        # 先解压
+        decompress = zlib.decompressobj(-zlib.MAX_WBITS)
+        inflated = decompress.decompress(evt)
+        inflated += decompress.flush()
+        
+        # 再转换为json
+        data = json.loads(inflated)
         return data
 
     #----------------------------------------------------------------------

vnpy/trader/app/ctaStrategy/ctaEngine.py

@@ -441,9 +441,9 @@ class CtaEngine(AppEngine):
             strategy = self.strategyDict[name]
             
             if not strategy.inited:
-                self.callStrategyFunc(strategy, strategy.onInit)
                 strategy.inited = True
-                
+                self.callStrategyFunc(strategy, strategy.onInit)
+
                 self.loadSyncData(strategy)                             # 初始化完成后加载同步数据
                 self.subscribeMarketData(strategy)                      # 加载同步数据后再订阅行情
             else:

vnpy/trader/vtEngine.py

@@ -700,7 +700,7 @@ class LogEngine(object):
             if not filename:
                 filename = 'vt_' + datetime.now().strftime('%Y%m%d') + '.log'
             filepath = getTempPath(filename)
-            self.fileHandler = logging.FileHandler(filepath)
+            self.fileHandler = logging.FileHandler(filepath, mode='w', encoding='utf-8')
             self.fileHandler.setLevel(self.level)
             self.fileHandler.setFormatter(self.formatter)
             self.logger.addHandler(self.fileHandler)