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[Mod]修改部分futuGateway的数据类型

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vn.py 2018-07-23 22:16:44 +08:00
parent 81ad791747
commit d43969ca1d
1 changed files with 7 additions and 7 deletions
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14
vnpy/trader/gateway/futuGateway/futuGateway.py
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@ -67,13 +67,13 @@ class FutuGateway(VtGateway):
self.ip = 0 self.ip = 0
self.market = '' self.market = ''
self.password = '' self.password = ''
self.env = 1 # 默认仿真交易 self.env = TrdEnv.SIMULATE # 默认仿真交易
self.fileName = self.gatewayName + '_connect.json' self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__) self.filePath = getJsonPath(self.fileName, __file__)
self.tickDict = {} self.tickDict = {}
self.tradeSet = set() # 保存成交编号的集合，防止重复推送 self.tradeSet = set() # 保存成交编号的集合，防止重复推送
self.qryEnabled = True self.qryEnabled = True
self.qryThread = Thread(target=self.qryData) self.qryThread = Thread(target=self.qryData)
@ -283,7 +283,7 @@ class FutuGateway(VtGateway):
contract.name = row['name'] contract.name = row['name']
contract.productClass = vtProductClass contract.productClass = vtProductClass
contract.size = int(row['lot_size']) contract.size = int(row['lot_size'])
contract.priceTick = 0.01 contract.priceTick = 0.001
self.onContract(contract) self.onContract(contract)
@ -328,10 +328,10 @@ class FutuGateway(VtGateway):
pos.direction = DIRECTION_LONG pos.direction = DIRECTION_LONG
pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
pos.position = int(row['qty']) pos.position = float(row['qty'])
pos.price = float(row['cost_price']) pos.price = float(row['cost_price'])
pos.positionProfit = float(row['pl_val']) pos.positionProfit = float(row['pl_val'])
pos.frozen = int(row['qty']) - int(row['can_sell_qty']) pos.frozen = float(row['qty']) - float(row['can_sell_qty'])
if pos.price < 0: pos.price = 0 if pos.price < 0: pos.price = 0
if pos.positionProfit > 100000000: pos.positionProfit = 0 if pos.positionProfit > 100000000: pos.positionProfit = 0
@ -491,8 +491,8 @@ class FutuGateway(VtGateway):
order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
order.price = float(row['price']) order.price = float(row['price'])
order.totalVolume = int(row['qty']) order.totalVolume = float(row['qty'])
order.tradedVolume = int(row['dealt_qty']) order.tradedVolume = float(row['dealt_qty'])
order.orderTime = row['create_time'].split(' ')[-1] order.orderTime = row['create_time'].split(' ')[-1]
order.status = statusMapReverse.get(row['order_status'], STATUS_UNKNOWN) order.status = statusMapReverse.get(row['order_status'], STATUS_UNKNOWN)