[Mod] make flake8 happy
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@ -1,4 +1,5 @@
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# encoding: UTF-8
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# flake8: noqa
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from __future__ import print_function
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import sys
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@ -1,4 +1,5 @@
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# encoding: UTF-8
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# flake8: noqa
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from __future__ import print_function
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import sys
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@ -7,54 +7,53 @@ from datetime import datetime
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from vnpy.api.femas import (
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MdApi,
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TdApi,
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USTP_FTDC_CAS_Submitted,
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USTP_FTDC_AF_Delete,
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USTP_FTDC_CAS_Accepted,
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USTP_FTDC_CAS_Rejected,
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USTP_FTDC_OS_NoTradeQueueing,
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USTP_FTDC_OS_PartTradedQueueing,
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USTP_FTDC_OS_AllTraded,
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USTP_FTDC_OS_Canceled,
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USTP_FTDC_CAS_Submitted,
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USTP_FTDC_CHF_Speculation,
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USTP_FTDC_D_Buy,
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USTP_FTDC_D_Sell,
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USTP_FTDC_OPT_LimitPrice,
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USTP_FTDC_OPT_AnyPrice,
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USTP_FTDC_OF_Open,
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USTP_FTDC_FCR_NotForceClose,
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USTP_FTDC_OF_Close,
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USTP_FTDC_OF_CloseYesterday,
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USTP_FTDC_OF_CloseToday,
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USTP_FTDC_OF_CloseYesterday,
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USTP_FTDC_OF_Open,
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USTP_FTDC_OPT_AnyPrice,
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USTP_FTDC_OPT_LimitPrice,
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USTP_FTDC_OS_AllTraded,
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USTP_FTDC_OS_Canceled,
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USTP_FTDC_OS_NoTradeQueueing,
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USTP_FTDC_OS_PartTradedQueueing,
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USTP_FTDC_OT_CallOptions,
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USTP_FTDC_OT_PutOptions,
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USTP_FTDC_CHF_Speculation,
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USTP_FTDC_FCR_NotForceClose,
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USTP_FTDC_TC_GFD,
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USTP_FTDC_VC_AV,
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USTP_FTDC_TC_IOC,
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USTP_FTDC_VC_AV,
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USTP_FTDC_VC_CV,
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USTP_FTDC_AF_Delete,
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)
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from vnpy.trader.constant import (
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Direction,
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Offset,
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Exchange,
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OrderType,
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Product,
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Status,
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Offset,
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OptionType,
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OrderType,
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Status,
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)
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from vnpy.trader.event import EVENT_TIMER
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from vnpy.trader.gateway import BaseGateway
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from vnpy.trader.object import (
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TickData,
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OrderData,
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TradeData,
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PositionData,
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AccountData,
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ContractData,
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OrderRequest,
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CancelRequest,
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ContractData,
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OrderData,
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OrderRequest,
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PositionData,
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SubscribeRequest,
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TickData,
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TradeData,
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)
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from vnpy.trader.utility import get_folder_path
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from vnpy.trader.event import EVENT_TIMER
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USTP_FTDC_PD_Long = "2"
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USTP_FTDC_PD_Short = "3"
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@ -91,7 +90,6 @@ DIRECTION_FEMAS2VT = {v: k for k, v in DIRECTION_VT2FEMAS.items()}
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DIRECTION_FEMAS2VT[USTP_FTDC_PD_Long] = Direction.LONG
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DIRECTION_FEMAS2VT[USTP_FTDC_PD_Short] = Direction.SHORT
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EXCHANGE_FEMAS2VT = {
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"CFFEX": Exchange.CFFEX,
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"SHFE": Exchange.SHFE,
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@ -105,7 +103,6 @@ OPTIONTYPE_FEMAS2VT = {
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USTP_FTDC_OT_PutOptions: OptionType.PUT,
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}
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symbol_exchange_map = {}
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symbol_name_map = {}
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symbol_size_map = {}
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@ -275,7 +272,7 @@ class FemasMdApi(MdApi):
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if not exchange:
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return
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timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
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timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec'] / 100)}"
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tick = TickData(
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symbol=symbol,
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