senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

FIX IB Next Month Bug

Browse Source
This commit is contained in:
Bian Jiang 2016-05-05 14:23:55 +08:00
parent adaf10c96e
commit e42c8136d9
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
vn.trader/ibGateway/ibGateway.py
View File

@ -188,7 +188,7 @@ class IbGateway(VtGateway):
# 期货 如果没有设置过期时间, 默认设置为下个月
dt_obj = datetime.now()
days = calendar.monthrange(dt_obj.year, dt_obj.month)[1]
nextMonth = dt_obj + timedelta(days=days)
nextMonth = dt_obj + timedelta(days=(days - dt_obj.day + 1))
contract.m_expiry = nextMonth.strftime('%Y%m')
self.connection.reqMktData(self.tickerId, contract, '', False)