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

Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

Browse Source
This commit is contained in:
vn.py 2017-08-22 13:40:37 +08:00
commit be8cc6b42f
4 changed files with 10 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
.gitignore vendored
View File

@ -45,6 +45,7 @@ Release/
vn.ctp/build/* vn.ctp/build/*
vn.lts/build/* vn.lts/build/*
.idea .idea
.vscode
.gitignore .gitignore
vn.trader/ctaAlgo/data/* vn.trader/ctaAlgo/data/*

5
vnpy/data/shcifco/vnshcifco.py
View File

@ -132,14 +132,15 @@ class ShcifcoApi(object):
barData = barStr.split(',') barData = barStr.split(',')
d = { d = {
'symbol': barData[0], 'symbol': barData[0],
'date': barData[1], # 'date': barData[1], # trading day
'time': barData[2], 'time': barData[2],
'open': float(barData[3]), 'open': float(barData[3]),
'high': float(barData[4]), 'high': float(barData[4]),
'low': float(barData[5]), 'low': float(barData[5]),
'close': float(barData[6]), 'close': float(barData[6]),
'volume': int(barData[7]), 'volume': int(barData[7]),
'openInterest': int(barData[8]) 'openInterest': int(barData[8]),
'date': barData[9] # natural day
} }
barList.append(d) barList.append(d)

10
vnpy/trader/gateway/lhangGateway/lhangGateway.py
View File

@ -180,7 +180,7 @@ class LhangApi(LhangApi):
err = VtErrorData() err = VtErrorData()
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorMsg = str(error) err.errorMsg = str(error)
err.errorTime = datetime.now().strftime('%H:%M:%S') err.errorTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@ -236,7 +236,7 @@ class LhangApi(LhangApi):
tick.askPrice5, tick.askVolume5 = data['asks'][4] tick.askPrice5, tick.askVolume5 = data['asks'][4]
now = datetime.now() now = datetime.now()
tick.time = now.strftime('%H:%M:%S') tick.time = now.strftime('%H:%M:%S.%f')[:-3]
tick.date = now.strftime('%Y%m%d') tick.date = now.strftime('%Y%m%d')
self.gateway.onTick(tick) self.gateway.onTick(tick)
@ -356,7 +356,7 @@ class LhangApi(LhangApi):
trade.direction = order.direction trade.direction = order.direction
trade.offset = order.offset trade.offset = order.offset
trade.exchange = order.exchange trade.exchange = order.exchange
trade.tradeTime = datetime.now().strftime('%H:%M:%S') trade.tradeTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onTrade(trade) self.gateway.onTrade(trade)
@ -447,7 +447,7 @@ class LhangApi(LhangApi):
err = VtErrorData() err = VtErrorData()
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorMsg = u'链行接口仅支持限价单' err.errorMsg = u'链行接口仅支持限价单'
err.errorTime = datetime.now().strftime('%H:%M:%S') err.errorTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
self.gateway.onError(err) self.gateway.onError(err)
return None return None
@ -480,7 +480,7 @@ class LhangApi(LhangApi):
order.offset = OFFSET_UNKNOWN order.offset = OFFSET_UNKNOWN
order.price = req.price order.price = req.price
order.volume = req.volume order.volume = req.volume
order.orderTime = datetime.now().strftime('%H:%M:%S') order.orderTime = datetime.now().strftime('%H:%M:%S.%f')[:-3]
order.status = STATUS_UNKNOWN order.status = STATUS_UNKNOWN
self.workingOrderDict[localID] = order self.workingOrderDict[localID] = order

2
vnpy/trader/vtEngine.py
View File

@ -350,7 +350,7 @@ class DataEngine(object):
self.orderDict[order.vtOrderID] = order self.orderDict[order.vtOrderID] = order
# 如果订单的状态是全部成交或者撤销，则需要从workingOrderDict中移除 # 如果订单的状态是全部成交或者撤销，则需要从workingOrderDict中移除
if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED: if order.status in [STATUS_ALLTRADED, STATUS_REJECTED, STATUS_CANCELLED]:
if order.vtOrderID in self.workingOrderDict: if order.vtOrderID in self.workingOrderDict:
del self.workingOrderDict[order.vtOrderID] del self.workingOrderDict[order.vtOrderID]
# 否则则更新字典中的数据 # 否则则更新字典中的数据