From e6762a63e3e289cebbd4d8e2cbd9cfcfaf7e7302 Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Tue, 13 Jun 2017 14:03:16 +0800
Subject: [PATCH] =?UTF-8?q?=E5=A2=9E=E5=8A=A0wind=E6=8E=A5=E5=8F=A3?=
 =?UTF-8?q?=E5=9C=A8=E6=9C=AA=E8=BF=9E=E6=8E=A5=E6=97=B6=E7=9A=84=E8=AE=A2?=
 =?UTF-8?q?=E9=98=85=E8=AF=B7=E6=B1=82=E7=BC=93=E5=AD=98=E5=8A=9F=E8=83=BD?=
MIME-Version: 1.0
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Content-Transfer-Encoding: 8bit

---
 .../trader/gateway/windGateway/windGateway.py | 20 ++++++++++++++++---
 1 file changed, 17 insertions(+), 3 deletions(-)

diff --git a/vnpy/trader/gateway/windGateway/windGateway.py b/vnpy/trader/gateway/windGateway/windGateway.py
index d1307841..279eac5c 100644
--- a/vnpy/trader/gateway/windGateway/windGateway.py
+++ b/vnpy/trader/gateway/windGateway/windGateway.py
@@ -85,6 +85,9 @@ class WindGateway(VtGateway):
         # 而vt中的tick是完整更新，因此需要本地维护一个所有字段的快照
         self.tickDict = {}
         
+        # 订阅请求缓存
+        self.subscribeBufferDict = {}
+        
         self.registerEvent()
         
     #----------------------------------------------------------------------
@@ -100,8 +103,14 @@ class WindGateway(VtGateway):
     def subscribe(self, subscribeReq):
         """订阅行情"""
         windSymbol = '.'.join([subscribeReq.symbol, exchangeMap[subscribeReq.exchange]])
-        data = self.w.wsq(windSymbol, self.wsqParam, func=self.wsqCallBack)
-    
+        
+        # 若已经连接则直接订阅
+        if self.connected:    
+            data = self.w.wsq(windSymbol, self.wsqParam, func=self.wsqCallBack)
+        # 否则缓存在字典中
+        else:
+            self.subscribeBufferDict[windSymbol] = subscribeReq
+            
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
         """发单"""
@@ -160,7 +169,7 @@ class WindGateway(VtGateway):
             self.tickDict[windSymbol] = tick
 
         dt = data.Times[0]
-        tick.time = dt.strftime('%H:%M:%S')
+        tick.time = dt.strftime('%H:%M:%S.%f')
         tick.date = dt.strftime('%Y%m%d')
         
         # 采用遍历的形式读取数值
@@ -186,6 +195,11 @@ class WindGateway(VtGateway):
         
         if not result.ErrorCode:
             log.logContent = u'Wind接口连接成功'
+            
+            # 发出缓存的订阅请求
+            for req in self.subscribeBufferDict.values():
+                self.subscribe(req)
+            self.subscribeBufferDict.clear()
         else:
             log.logContent = u'Wind接口连接失败，错误代码%d' %result.ErrorCode
         self.onLog(log) 
\ No newline at end of file