Merge pull request ctpbee#137 from ctpbee/dev

fix time checking by trade_date check

ctpbee/__init__.py

@@ -1,7 +1,7 @@
 """
     for the future of  life
 """
-__version__ = '1.3.5'
+__version__ = '1.3.6'
 __status__ = 'develop level'
 
 # Here are some import

ctpbee/constant.py

@@ -177,7 +177,7 @@ class Interval(Enum):
 
 
 @dataclass(init=False, repr=False)
-class BaseData:
+class Entity:
     """
     Any data object needs a gateway_name as source
     and should inherit base data.
@@ -310,7 +310,7 @@ def _asdict(self):
         return asdict(self)
 
 
-class TickData(BaseData):
+class TickData(Entity):
     """
     Tick data contains information about:
         * last trade in market
@@ -371,7 +371,7 @@ def __post_init__(self):
             self.local_symbol = f"{self.symbol}.{self.exchange.value}"
 
 
-class BarData(BaseData):
+class BarData(Entity):
     """
     Candlestick bar data of a certain trading period.
     """
@@ -400,7 +400,8 @@ def __post_init__(self):
             except AttributeError:
                 self.local_symbol = f"{self.symbol}.{self.exchange}"
 
-class OrderData(BaseData):
+
+class OrderData(Entity):
     """
     Order data contains information for tracking lastest status
     of a specific order.
@@ -418,6 +419,7 @@ class OrderData(BaseData):
     traded: float = 0
     status: Status = Status.SUBMITTING
     time: str = ""
+    is_local = True
 
     def __post_init__(self):
         """"""
@@ -446,7 +448,7 @@ def create_cancel_request(self):
         return req
 
 
-class TradeData(BaseData):
+class TradeData(Entity):
     """
     Trade data contains information of a fill of an order. One order
     can have several trade fills.
@@ -464,6 +466,7 @@ class TradeData(BaseData):
     volume: float = 0
     time: str = ""
     order_time: str = ""
+    is_local = True
 
     def __post_init__(self):
         """"""
@@ -475,7 +478,7 @@ def __post_init__(self):
         self.local_trade_id = f"{self.gateway_name}.{self.tradeid}"
 
 
-class PositionData(BaseData):
+class PositionData(Entity):
     """
     Positon data is used for tracking each individual position holding.
     """
@@ -496,7 +499,7 @@ def __post_init__(self):
         self.local_position_id = f"{self.local_symbol}.{self.direction}"
 
 
-class AccountData(BaseData):
+class AccountData(Entity):
     """
     Account data contains information about balance, frozen and
     available.
@@ -513,7 +516,7 @@ def __post_init__(self):
         self.local_account_id = f"{self.gateway_name}.{self.accountid}"
 
 
-class LogData(BaseData):
+class LogData(Entity):
     """
     Log data is used for recording log messages on GUI or in log files.
     """
@@ -526,7 +529,7 @@ def __post_init__(self):
         self.time = datetime.now()
 
 
-class LastData(BaseData):
+class LastData(Entity):
     symbol: str
     exchange: Exchange
     pre_open_interest: float
@@ -538,7 +541,7 @@ def __post_init__(self):
         self.local_symbol = f"{self.symbol}.{self.exchange.value}"
 
 
-class ContractData(BaseData):
+class ContractData(Entity):
     """
     Contract data contains basic information about each contract traded.
     """
@@ -645,7 +648,7 @@ def __post_init__(self):
         self.local_symbol = f"{self.symbol}.{self.exchange.value}"
 
 
-class SharedData(BaseData):
+class SharedData(Entity):
     local_symbol: str
     datetime: datetime
 

ctpbee/func.py

@@ -241,12 +241,21 @@ def __init__(self):
         }
 
     def auth_time(self, current: datetime):
-        if str(current.date()) not in trade_dates:
-            return False
-        if ((current.today().weekday() == 6) or
-                (current.today().weekday() == 5 and current.time() > self.NIGHT_END) or
-                (current.today().weekday() == 0 and current.time() < self.DAY_START)):
+        current_string = str(current.date())
+
+        last_day = str((current + timedelta(days=-1)).date())
+        """
+        如果前一天是交易日， 今天不是 那么交易到今晚晚上2点：30
+        
+        如果前一天不是交易日，今天是  那么早盘前 不启动 
+        
+        如果前一天不是交易日, 今天也不是交易日 那么不启动 
+        """
+        if (last_day in trade_dates and current_string not in trade_dates and current.time() > self.NIGHT_END) or \
+                (last_day not in trade_dates and current_string in trade_dates and current.time() < self.DAY_START) or \
+                (last_day not in trade_dates and current_string not in trade_dates):
             return False
+
         if self.DAY_END >= current.time() >= self.DAY_START:
             return True
         if current.time() >= self.NIGHT_START:

ctpbee/interface/ctp/td_api.py

@@ -326,6 +326,7 @@ def onRtnOrder(self, data: dict):
             ordertype = ORDERTYPE_CTP2VT[data["OrderPriceType"]]
         else:
             ordertype = "non_support"
+        is_local = True if int(self.frontid) == int(frontid) and int(self.sessionid) == int(sessionid) else False
         order = OrderData(
             symbol=symbol,
             exchange=exchange,
@@ -338,7 +339,8 @@ def onRtnOrder(self, data: dict):
             traded=data["VolumeTraded"],
             status=STATUS_CTP2VT[data["OrderStatus"]],
             time=data["InsertTime"],
-            gateway_name=self.gateway_name
+            gateway_name=self.gateway_name,
+            is_local=is_local
         )
         self.on_event(type=EVENT_ORDER, data=order)
         self.sysid_orderid_map[data["OrderSysID"]] = order_id
@@ -354,7 +356,6 @@ def onRtnTrade(self, data: dict):
             return
 
         order_id = self.sysid_orderid_map[data["OrderSysID"]]
-
         trade = TradeData(
             symbol=symbol,
             exchange=exchange,

setup.py

@@ -153,8 +153,7 @@ def run(self):
     long_description = ""
 
 pkgs = ['ctpbee', 'ctpbee.context', 'ctpbee.exceptions', 'ctpbee.data_handle', 'ctpbee.interface',
-        'ctpbee.interface.ctp', "ctpbee.interface.looper", 'ctpbee.jsond', "ctpbee.looper", "ctpbee.indicator",
-        "ctpbee.qa_support"]
+        'ctpbee.interface.ctp', "ctpbee.interface.looper", 'ctpbee.jsond', "ctpbee.looper", "ctpbee.indicator"]
 
 setup(
     name='ctpbee',