Merge remote-tracking branch 'vnpy/dev' into dev

vnpy/trader/app/dataRecorder/drEngine.py

@@ -101,6 +101,18 @@ class DrEngine(object):
 
                     tick = VtTickData()           # 该tick实例可以用于缓存部分数据（目前未使用）
                     self.tickDict[vtSymbol] = tick
+                    
+                    # 保存到配置字典中
+                    if vtSymbol not in self.settingDict:
+                        d = {
+                            'symbol': symbol,
+                            'gateway': setting[1],
+                            'tick': True
+                        }
+                        self.settingDict[vtSymbol] = d
+                    else:
+                        d = self.settingDict[vtSymbol]
+                        d['tick'] = True
 
             if 'bar' in drSetting:
                 l = drSetting['bar']
@@ -124,6 +136,18 @@ class DrEngine(object):
 
                     bar = VtBarData() 
                     self.barDict[vtSymbol] = bar
+                    
+                    # 保存到配置字典中
+                    if vtSymbol not in self.settingDict:
+                        d = {
+                            'symbol': symbol,
+                            'gateway': setting[1],
+                            'bar': True
+                        }
+                        self.settingDict[vtSymbol] = d
+                    else:
+                        d = self.settingDict[vtSymbol]
+                        d['bar'] = True                    
 
             if 'active' in drSetting:
                 d = drSetting['active']
@@ -131,6 +155,18 @@ class DrEngine(object):
                 # 注意这里的vtSymbol对于IB和LTS接口，应该后缀.交易所
                 for activeSymbol, vtSymbol in d.items():
                     self.activeSymbolDict[vtSymbol] = activeSymbol    
+                    
+                    # 保存到配置字典中
+                    if vtSymbol not in self.settingDict:
+                        d = {
+                            'symbol': symbol,
+                            'gateway': setting[1],
+                            'active': True
+                        }
+                        self.settingDict[vtSymbol] = d
+                    else:
+                        d = self.settingDict[vtSymbol]
+                        d['active'] = True                    
     
     ##----------------------------------------------------------------------
     #def loadCsvSetting(self):
@@ -174,7 +210,7 @@ class DrEngine(object):
                     #self.activeSymbolDict[vtSymbol] = activeSymbol
                     
                 ## 保存配置到缓存中
-                self.settingDict[vtSymbol] = d
+                #self.settingDict[vtSymbol] = d
                 
     #----------------------------------------------------------------------
     def getSetting(self):

vnpy/trader/app/dataRecorder/uiDrWidget.py

@@ -118,17 +118,17 @@ class DrEngineManager(QtWidgets.QWidget):
         setting = self.drEngine.getSetting()
         
         for d in setting.values():
-            if d['tick']:
+            if 'tick' in d and d['tick']:
                 self.tickTable.insertRow(0)
                 self.tickTable.setItem(0, 0, TableCell(d['symbol']))
                 self.tickTable.setItem(0, 1, TableCell(d['gateway']))                
                 
-            if d['bar']:
+            if 'bar' in d and d['bar']:
                 self.barTable.insertRow(0)
                 self.barTable.setItem(0, 0, TableCell(d['symbol']))
                 self.barTable.setItem(0, 1, TableCell(d['gateway'])) 
 
-            if d['active']:
+            if 'active'in d and d['active']:
                 self.activeTable.insertRow(0)
                 self.activeTable.setItem(0, 0, TableCell(d['active']))
                 self.activeTable.setItem(0, 1, TableCell(d['symbol']))

vnpy/trader/gateway/oandaGateway/oandaGateway.py

@@ -329,7 +329,7 @@ class Api(OandaApi):
         tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])    
         tick.bidPrice1 = d['bid']
         tick.askPrice1 = d['ask']
-        tick.time = getTime(d['time'])
+        tick.time = getTime(d['time']) + '.0'   # 补齐毫秒部分
         
         # 做市商的TICK数据只有买卖的报价，因此最新价格选用中间价代替
         tick.lastPrice = (tick.bidPrice1 + tick.askPrice1)/2