[增强] onRtnTrade,增加datetime数据
This commit is contained in:
parent
57bc55e70d
commit
c878360f70
@ -217,7 +217,7 @@ class CtpGateway(BaseGateway):
|
||||
self.combiner_conf_dict = c.get_config()
|
||||
if len(self.combiner_conf_dict) > 0:
|
||||
self.write_log(u'加载的自定义价差/价比配置:{}'.format(self.combiner_conf_dict))
|
||||
except Exception as ex:
|
||||
except Exception as ex: # noqa
|
||||
pass
|
||||
if not self.td_api:
|
||||
self.td_api = CtpTdApi(self)
|
||||
@ -356,6 +356,7 @@ class CtpGateway(BaseGateway):
|
||||
def cancel_order(self, req: CancelRequest):
|
||||
""""""
|
||||
self.td_api.cancel_order(req)
|
||||
return True
|
||||
|
||||
def query_account(self):
|
||||
""""""
|
||||
@ -910,6 +911,12 @@ class CtpTdApi(TdApi):
|
||||
|
||||
orderid = self.sysid_orderid_map[data["OrderSysID"]]
|
||||
|
||||
trade_date = data['TradeDate']
|
||||
if '-' not in trade_date and len(trade_date) == 8:
|
||||
trade_date = trade_date[0:4] + '-' + trade_date[4:6] + '-' + trade_date[6:8]
|
||||
trade_time = data['TradeTime']
|
||||
trade_datetime = datetime.strptime(f'{trade_date} {trade_time}', '%Y-%m-%d %H:%M:%S')
|
||||
|
||||
trade = TradeData(
|
||||
symbol=symbol,
|
||||
exchange=exchange,
|
||||
@ -921,6 +928,7 @@ class CtpTdApi(TdApi):
|
||||
price=data["Price"],
|
||||
volume=data["Volume"],
|
||||
time=data["TradeTime"],
|
||||
datetime=trade_datetime,
|
||||
gateway_name=self.gateway_name
|
||||
)
|
||||
self.gateway.on_trade(trade)
|
||||
|
Loading…
Reference in New Issue
Block a user