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[增强] onRtnTrade，增加datetime数据

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This commit is contained in:
msincenselee 2020-02-01 16:44:11 +08:00
parent 57bc55e70d
commit c878360f70
1 changed files with 9 additions and 1 deletions
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10
vnpy/gateway/ctp/ctp_gateway.py
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@ -217,7 +217,7 @@ class CtpGateway(BaseGateway):
self.combiner_conf_dict = c.get_config() self.combiner_conf_dict = c.get_config()
if len(self.combiner_conf_dict) > 0: 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)) 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 pass
if not self.td_api: if not self.td_api:
self.td_api = CtpTdApi(self) self.td_api = CtpTdApi(self)
@ -356,6 +356,7 @@ class CtpGateway(BaseGateway):
def cancel_order(self, req: CancelRequest): def cancel_order(self, req: CancelRequest):
"""""" """"""
self.td_api.cancel_order(req) self.td_api.cancel_order(req)
return True
def query_account(self): def query_account(self):
"""""" """"""
@ -910,6 +911,12 @@ class CtpTdApi(TdApi):
orderid = self.sysid_orderid_map[data["OrderSysID"]] 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( trade = TradeData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
@ -921,6 +928,7 @@ class CtpTdApi(TdApi):
price=data["Price"], price=data["Price"],
volume=data["Volume"], volume=data["Volume"],
time=data["TradeTime"], time=data["TradeTime"],
datetime=trade_datetime,
gateway_name=self.gateway_name gateway_name=self.gateway_name
) )
self.gateway.on_trade(trade) self.gateway.on_trade(trade)