[增强] onRtnTrade,增加datetime数据

This commit is contained in:
msincenselee 2020-02-01 16:44:11 +08:00
parent 57bc55e70d
commit c878360f70

View File

@ -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)