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[Mod]简化大商所的Tick日期计算逻辑

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This commit is contained in:
vn.py 2018-06-09 15:12:30 +08:00
parent 8b1bc4e2ea
commit f0c9500a0e
1 changed files with 1 additions and 24 deletions
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25
vnpy/trader/gateway/ctpGateway/ctpGateway.py
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@ -247,10 +247,6 @@ class CtpMdApi(MdApi):
self.brokerID = EMPTY_STRING # 经纪商代码 self.brokerID = EMPTY_STRING # 经纪商代码
self.address = EMPTY_STRING # 服务器地址 self.address = EMPTY_STRING # 服务器地址
self.tradingDt = None # 交易日datetime对象
self.tradingDate = EMPTY_STRING # 交易日期字符串
self.tickTime = None # 最新行情time对象
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onFrontConnected(self): def onFrontConnected(self):
"""服务器连接""" """服务器连接"""
@ -298,14 +294,6 @@ class CtpMdApi(MdApi):
for subscribeReq in self.subscribedSymbols: for subscribeReq in self.subscribedSymbols:
self.subscribe(subscribeReq) self.subscribe(subscribeReq)
# 获取交易日
#self.tradingDate = data['TradingDay']
#self.tradingDt = datetime.strptime(self.tradingDate, '%Y%m%d')
# 登录时通过本地时间来获取当前的日期
self.tradingDt = datetime.now()
self.tradingDate = self.tradingDt.strftime('%Y%m%d')
# 否则，推送错误信息 # 否则，推送错误信息
else: else:
err = VtErrorData() err = VtErrorData()
@ -388,18 +376,7 @@ class CtpMdApi(MdApi):
# 大商所日期转换 # 大商所日期转换
if tick.exchange is EXCHANGE_DCE: if tick.exchange is EXCHANGE_DCE:
newTime = datetime.strptime(tick.time, '%H:%M:%S.%f').time() # 最新tick时间戳 tick.date = datetime.now().strftime('%Y%m%d')
# 如果新tick的时间小于夜盘分隔，且上一个tick的时间大于夜盘分隔，则意味着越过了12点
if (self.tickTime and
newTime < NIGHT_TRADING and
self.tickTime > NIGHT_TRADING):
self.tradingDt += timedelta(1) # 日期加1
self.tradingDate = self.tradingDt.strftime('%Y%m%d') # 生成新的日期字符串
tick.date = self.tradingDate # 使用本地维护的日期
self.tickTime = newTime # 更新上一个tick时间
self.gateway.onTick(tick) self.gateway.onTick(tick)