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Merge pull request #1093 from nanoric/ctp_types_correction

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[Fix] 某些时候往CTP接口下单，会产生报单字段有误的错误。
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vn.py 2018-09-06 13:38:29 +08:00 committed by GitHub
commit d5f09bdf33
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1 changed files with 2 additions and 2 deletions
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vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -1432,7 +1432,7 @@ class CtpTdApi(TdApi):
req['InstrumentID'] = orderReq.symbol req['InstrumentID'] = orderReq.symbol
req['LimitPrice'] = orderReq.price req['LimitPrice'] = orderReq.price
req['VolumeTotalOriginal'] = orderReq.volume req['VolumeTotalOriginal'] = int(orderReq.volume)
# 下面如果由于传入的类型本接口不支持，则会返回空字符串 # 下面如果由于传入的类型本接口不支持，则会返回空字符串
req['OrderPriceType'] = priceTypeMap.get(orderReq.priceType, '') req['OrderPriceType'] = priceTypeMap.get(orderReq.priceType, '')
@ -1460,7 +1460,7 @@ class CtpTdApi(TdApi):
if orderReq.priceType == PRICETYPE_FOK: if orderReq.priceType == PRICETYPE_FOK:
req['OrderPriceType'] = defineDict["THOST_FTDC_OPT_LimitPrice"] req['OrderPriceType'] = defineDict["THOST_FTDC_OPT_LimitPrice"]
req['TimeCondition'] = defineDict['THOST_FTDC_TC_IOC'] req['TimeCondition'] = defineDict['THOST_FTDC_TC_IOC']
req['VolumeCondition'] = defineDict['THOST_FTDC_VC_CV'] req['VolumeCondition'] = int(defineDict['THOST_FTDC_VC_CV'])
self.reqOrderInsert(req, self.reqID) self.reqOrderInsert(req, self.reqID)