1n wrote:
针对换日信息，像AL这种 前一个状态是21：00 后一个状态时 1：00
def get_tick_status(self,tick:TickData):
"""
得到一个tick数据的合约所处交易状态
"""
status:StatusData = None
instrument = left_alphas(tick.symbol)
tick_time = tick.datetime.strftime("%H:%M:%S")
vt_symbol = f"{instrument}.{tick.exchange.value}"
if vt_symbol in self.trade_status_map:
status_dict = self.trade_status_map[vt_symbol]
curr_key = status_dict["current"]
next_key = status_dict["next"]
curr_status:StatusData = status_dict[curr_key]
next_status:StatusData = status_dict[next_key]
if curr_status.enter_time < next_status.enter_time:
if curr_status.enter_time <= tick_time < next_status.enter_time:
status = curr_status
elif next_status.enter_time <= tick_time:
status = next_status
else:
if curr_status.enter_time <= tick_time:
status = curr_status
elif next_status.enter_time > tick_time: #yzj修改
status = curr_status
elif next_status.enter_time <= tick_time:
status = next_status
return status
这个问题也需要解决啊，针对那些夜盘跨日的品种，您觉得呢
def save_status(self,status:StatusData):
"""
保存交易状态映射到交易状态映射
"""
vt_symbol = status.vt_symbol
if vt_symbol not in self.trade_status_map:
self.trade_status_map[vt_symbol] = {}
segment_sn_str = f"{status.trading_segment_sn}".rjust(2,'0')
self.trade_status_map[vt_symbol].update({"current":segment_sn_str})
self.trade_status_map[vt_symbol].update({segment_sn_str:status})
next_segment_sn = self._get_next_segment_sn(status.vt_symbol)
self.trade_status_map[vt_symbol].update({"next":next_segment_sn})
self.change = True
代码有BUG segment_sn_str = f"{status.trading_segment_sn}".rjust(2,'0') 应该改成time_str = status.enter_time 后续的segment_sn_str 也是time_str
这样修改才能和您的demo一样，难道不是吗
hxxjava wrote:
1n wrote:
get_tick_status也有问题，tick_time = tick.datetime.strftime("%H:%M:%S")直接把毫秒数据忽略了，这怎么能行？我的解决方案是tick_time = str(tick.datetime.time())
是的，这样更好。不过tick_time = tick.datetime.strftime("%H:%M:%S")也是没有问题的。
针对get_tick_status的问题，我的想法是CZCE会在下午15：00：300，15：00：800也会推过来tick，这个也被归到15：00行情里边去了，不能忽略呀
get_tick_status也有问题，tick_time = tick.datetime.strftime("%H:%M:%S")直接把毫秒数据忽略了，这怎么能行？我的解决方案是tick_time = str(tick.datetime.time())
针对换日信息，像AL这种 前一个状态是21：00 后一个状态时 1：00
def get_tick_status(self,tick:TickData):
"""
得到一个tick数据的合约所处交易状态
"""
status:StatusData = None
instrument = left_alphas(tick.symbol)
tick_time = tick.datetime.strftime("%H:%M:%S")
vt_symbol = f"{instrument}.{tick.exchange.value}"
if vt_symbol in self.trade_status_map:
status_dict = self.trade_status_map[vt_symbol]
curr_key = status_dict["current"]
next_key = status_dict["next"]
curr_status:StatusData = status_dict[curr_key]
next_status:StatusData = status_dict[next_key]
if curr_status.enter_time < next_status.enter_time:
if curr_status.enter_time <= tick_time < next_status.enter_time:
status = curr_status
elif next_status.enter_time <= tick_time:
status = next_status
else:
if curr_status.enter_time <= tick_time:
status = curr_status
elif next_status.enter_time > tick_time: #yzj修改
status = curr_status
elif next_status.enter_time <= tick_time:
status = next_status
return status
def save_status(self,status:StatusData):
"""
保存交易状态映射到交易状态映射
"""
vt_symbol = status.vt_symbol
if vt_symbol not in self.trade_status_map:
self.trade_status_map[vt_symbol] = {}
segment_sn_str = f"{status.trading_segment_sn}".rjust(2,'0')
self.trade_status_map[vt_symbol].update({"current":segment_sn_str})
self.trade_status_map[vt_symbol].update({segment_sn_str:status})
next_segment_sn = self._get_next_segment_sn(status.vt_symbol)
self.trade_status_map[vt_symbol].update({"next":next_segment_sn})
self.change = True
代码有BUG segment_sn_str = f"{status.trading_segment_sn}".rjust(2,'0') 应该改成time_str = status.enter_time 后续的segment_sn_str 也是time_str
