[Add] 增加VtTickData的静态初始化函数

[Fix] 修复一个潜在BUG:仅仅载入vtObject.py并初始化VtLogData时有可能提示INFO字段不存在
This commit is contained in:
nanoric 2018-10-16 05:46:57 -04:00
parent eb844d4b9b
commit e8ded9edf5

View File

@ -1,8 +1,9 @@
# encoding: UTF-8
from logging import INFO
import time
from datetime import datetime
from logging import INFO
from vnpy.trader.language import constant
from vnpy.trader.vtConstant import (EMPTY_FLOAT, EMPTY_INT, EMPTY_STRING, EMPTY_UNICODE)
@ -74,8 +75,37 @@ class VtTickData(VtBaseData):
self.askVolume2 = EMPTY_INT
self.askVolume3 = EMPTY_INT
self.askVolume4 = EMPTY_INT
self.askVolume5 = EMPTY_INT
self.askVolume5 = EMPTY_INT
#----------------------------------------------------------------------
@staticmethod
def createFromGateway(gateway, symbol, exchange,
lastPrice, lastVolume,
highPrice, lowPrice,
openPrice=EMPTY_FLOAT,
openInterest=EMPTY_INT,
upperLimit=EMPTY_FLOAT,
lowerLimit=EMPTY_FLOAT):
tick = VtTickData()
tick.gatewayName = gateway.gatewayName
tick.symbol = symbol
tick.exchange = exchange
tick.vtSymbol = symbol + '.' + exchange
tick.lastPrice = lastPrice
tick.lastVolume = lastVolume
tick.openInterest = openInterest
tick.datetime = datetime.now()
tick.date = tick.datetime.strftime('%Y%m%d')
tick.time = tick.datetime.strftime('%H:%M:%S')
tick.openPrice = openPrice
tick.highPrice = highPrice
tick.lowPrice = lowPrice
tick.upperLimit = upperLimit
tick.lowerLimit = lowerLimit
return tick
########################################################################
class VtBarData(VtBaseData):