[Fix]增加富途行情接口的tick对象复制,防止被上层应用错误修改
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@ -9,6 +9,7 @@ from collections import OrderedDict
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from threading import Thread
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from time import sleep
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from datetime import datetime
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from copy import copy
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import futuquant as ft
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from futuquant.open_context import (RET_ERROR, RET_OK,
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@ -427,7 +428,7 @@ class FutuGateway(VtGateway):
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tick.date = row['data_date'].replace('-', '')
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tick.time = row['data_time']
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tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
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tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S')
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tick.openPrice = row['open_price']
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tick.highPrice = row['high_price']
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@ -437,7 +438,8 @@ class FutuGateway(VtGateway):
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tick.lastPrice = row['last_price']
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tick.volume = row['volume']
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self.onTick(tick)
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newTick = copy(tick)
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self.onTick(newTick)
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#----------------------------------------------------------------------
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def processOrderBook(self, data):
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@ -462,8 +464,9 @@ class FutuGateway(VtGateway):
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d['bidVolume%s' %n] = bidData[1]
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d['askPrice%s' %n] = askData[0]
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d['askVolume%s' %n] = askData[1]
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self.onTick(tick)
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newTick = copy(tick)
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self.onTick(newTick)
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#----------------------------------------------------------------------
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def processOrder(self, data):
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