增加Oanda行情推送的日期为UTC日期

2017-08-10 09:56:43 +08:00 · 2017-08-10 09:56:43 +08:00 · c7e22af499
commit c7e22af499
parent 7471c58463
1 changed files with 1 additions and 0 deletions
--- a/vnpy/trader/gateway/oandaGateway/oandaGateway.py
+++ b/vnpy/trader/gateway/oandaGateway/oandaGateway.py
@ -330,6 +330,7 @@ class Api(OandaApi):
        tick.bidPrice1 = d['bid']
        tick.askPrice1 = d['ask']
        tick.time = getTime(d['time']) + '.0'   # 补齐毫秒部分
+        tick.date = datetime.datetime.utcnow().strftime('%Y%m%d')  # OANDA的时间是UTC标准时
        
        # 做市商的TICK数据只有买卖的报价，因此最新价格选用中间价代替
        tick.lastPrice = (tick.bidPrice1 + tick.askPrice1)/2