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wukan1986wukan1986
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修改时间与回报的bug
1 parent aff9fbc commit 57a8e52

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9 files changed

+45
-21
lines changed

9 files changed

+45
-21
lines changed

‎QuantBox.XAPI/QuantBox.XAPI.csproj

+2-4
Original file line numberDiff line numberDiff line change
@@ -69,15 +69,13 @@
6969
<CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
7070
</PropertyGroup>
7171
<ItemGroup>
72-
<Reference Include="NLog, Version=3.1.0.0, Culture=neutral, PublicKeyToken=5120e14c03d0593c, processorArchitecture=MSIL">
72+
<Reference Include="NLog, Version=3.2.0.0, Culture=neutral, PublicKeyToken=5120e14c03d0593c, processorArchitecture=MSIL">
7373
<SpecificVersion>False</SpecificVersion>
74-
<HintPath>..\packages\NLog.3.1.0.0\lib\net45\NLog.dll</HintPath>
74+
<HintPath>..\packages\NLog.3.2.0.0\lib\net45\NLog.dll</HintPath>
7575
</Reference>
7676
<Reference Include="System" />
7777
<Reference Include="System.Core" />
7878
<Reference Include="System.Xml.Linq" />
79-
<Reference Include="System.Data.DataSetExtensions" />
80-
<Reference Include="Microsoft.CSharp" />
8179
<Reference Include="System.Data" />
8280
<Reference Include="System.Xml" />
8381
</ItemGroup>

‎QuantBox.XAPI/packages.config

+1-1
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,4 @@
11
<?xml version="1.0" encoding="utf-8"?>
22
<packages>
3-
<package id="NLog" version="3.1.0.0" targetFramework="net45" />
3+
<package id="NLog" version="3.2.0.0" targetFramework="net45" />
44
</packages>

‎QuantBox_Femas_Quote/MdUserApi.cpp

+1-1
Original file line numberDiff line numberDiff line change
@@ -292,7 +292,7 @@ void CMdUserApi::OnRtnDepthMarketData(CUstpFtdcDepthMarketDataField *pDepthMarke
292292
strcpy(marketData.Symbol, pDepthMarketData->InstrumentID);
293293

294294
GetExchangeTime(pDepthMarketData->TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->UpdateTime
295-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
295+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
296296
marketData.UpdateMillisec = pDepthMarketData->UpdateMillisec;
297297

298298
marketData.LastPrice = pDepthMarketData->LastPrice;

‎QuantBox_KingstarGold/TraderApi.cpp

+1-2
Original file line numberDiff line numberDiff line change
@@ -1574,8 +1574,7 @@ void CTraderApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMark
15741574
strcpy(marketData.Symbol, pDepthMarketData->InstID);
15751575
// 这个日期在晚上12点时会怎么样？
15761576
GetExchangeTime(pDepthMarketData->QuoteDate, nullptr, pDepthMarketData->QuoteTime
1577-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
1578-
marketData.UpdateMillisec = 0;// pDepthMarketData->UpdateMillisec;
1577+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
15791578

15801579
marketData.LastPrice = pDepthMarketData->Last;
15811580
marketData.Volume = pDepthMarketData->Volume;

‎QuantBox_LTS_Level2/Level2UserApi.cpp

+2-4
Original file line numberDiff line numberDiff line change
@@ -324,8 +324,7 @@ void CLevel2UserApi::OnRtnL2MarketData(CSecurityFtdcL2MarketDataField *pL2Market
324324
sprintf(marketData.Symbol, "%s.%s", marketData.InstrumentID, marketData.ExchangeID);
325325

326326
GetExchangeTime(pL2MarketData->TradingDay, pL2MarketData->TradingDay, pL2MarketData->TimeStamp
327-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
328-
marketData.UpdateMillisec = 0;
327+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
329328

330329
marketData.LastPrice = pL2MarketData->LastPrice;
331330
marketData.Volume = pL2MarketData->TotalTradeVolume;
@@ -541,8 +540,7 @@ void CLevel2UserApi::OnRtnL2Index(CSecurityFtdcL2IndexField *pL2Index)
541540

542541
sprintf(marketData.Symbol, "%s.%s", marketData.InstrumentID, marketData.ExchangeID);
543542
GetExchangeTime(pL2Index->TradingDay, pL2Index->TradingDay, pL2Index->TimeStamp
544-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
545-
marketData.UpdateMillisec = 0;
543+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
546544

547545
marketData.LastPrice = pL2Index->LastIndex;
548546
marketData.Volume = pL2Index->TotalVolume;

‎QuantBox_LTS_Quote/MdUserApi.cpp

+1-1
Original file line numberDiff line numberDiff line change
@@ -401,7 +401,7 @@ void CMdUserApi::OnRtnDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthM
401401

402402
sprintf(marketData.Symbol, "%s.%s", marketData.InstrumentID, marketData.ExchangeID);
403403
GetExchangeTime(pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
404-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
404+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
405405
marketData.UpdateMillisec = pDepthMarketData->UpdateMillisec;
406406

407407
marketData.LastPrice = pDepthMarketData->LastPrice;

‎QuantBox_LTS_Trade/TraderApi.cpp

+35-7
Original file line numberDiff line numberDiff line change
@@ -620,13 +620,20 @@ char* CTraderApi::ReqOrderInsert(
620620
void CTraderApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
621621
{
622622
OrderIDType orderId = { 0 };
623-
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
623+
if (pInputOrder)
624+
{
625+
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
626+
}
627+
else
628+
{
629+
IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
630+
}
624631

625632
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
626633
if (it == m_id_platform_order.end())
627634
{
628635
// 没找到？不应当，这表示出错了
629-
assert(false);
636+
//assert(false);
630637
}
631638
else
632639
{
@@ -645,7 +652,14 @@ void CTraderApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSe
645652
void CTraderApi::OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurityFtdcRspInfoField *pRspInfo)
646653
{
647654
OrderIDType orderId = { 0 };
648-
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
655+
if (pInputOrder)
656+
{
657+
sprintf(orderId, "%d:%d:%s", m_RspUserLogin.FrontID, m_RspUserLogin.SessionID, pInputOrder->OrderRef);
658+
}
659+
else
660+
{
661+
IsErrorRspInfo(pRspInfo, 0, true);
662+
}
649663

650664
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
651665
if (it == m_id_platform_order.end())
@@ -733,13 +747,20 @@ int CTraderApi::ReqOrderAction(CSecurityFtdcOrderField *pOrder)
733747
void CTraderApi::OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderAction, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
734748
{
735749
OrderIDType orderId = { 0 };
736-
sprintf(orderId, "%d:%d:%s", pInputOrderAction->FrontID, pInputOrderAction->SessionID, pInputOrderAction->OrderRef);
750+
if (pInputOrderAction)
751+
{
752+
sprintf(orderId, "%d:%d:%s", pInputOrderAction->FrontID, pInputOrderAction->SessionID, pInputOrderAction->OrderRef);
753+
}
754+
else
755+
{
756+
IsErrorRspInfo(pRspInfo, nRequestID, bIsLast);
757+
}
737758

738759
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
739760
if (it == m_id_platform_order.end())
740761
{
741762
// 没找到？不应当，这表示出错了
742-
assert(false);
763+
//assert(false);
743764
}
744765
else
745766
{
@@ -756,13 +777,20 @@ void CTraderApi::OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrde
756777
void CTraderApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSecurityFtdcRspInfoField *pRspInfo)
757778
{
758779
OrderIDType orderId = { 0 };
759-
sprintf(orderId, "%d:%d:%s", pOrderAction->FrontID, pOrderAction->SessionID, pOrderAction->OrderRef);
780+
if (pOrderAction)
781+
{
782+
sprintf(orderId, "%d:%d:%s", pOrderAction->FrontID, pOrderAction->SessionID, pOrderAction->OrderRef);
783+
}
784+
else
785+
{
786+
IsErrorRspInfo(pRspInfo, 0, true);
787+
}
760788

761789
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
762790
if (it == m_id_platform_order.end())
763791
{
764792
// 没找到？不应当，这表示出错了
765-
assert(false);
793+
//assert(false);
766794
}
767795
else
768796
{

‎QuantBox_XSpeed_Quote/MdUserApi.cpp

+1-1
Original file line numberDiff line numberDiff line change
@@ -538,7 +538,7 @@ void CMdUserApi::OnMarketData(struct DFITCDepthMarketDataField *pMarketDataField
538538

539539
strcpy(marketData.Symbol, pMarketDataField->instrumentID);
540540
GetExchangeTime(pMarketDataField->tradingDay, nullptr, pMarketDataField->UpdateTime
541-
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime);
541+
, &marketData.TradingDay, &marketData.ActionDay, &marketData.UpdateTime, &marketData.UpdateMillisec);
542542
marketData.UpdateMillisec = pMarketDataField->UpdateMillisec;
543543

544544
marketData.LastPrice = pMarketDataField->lastPrice;

‎clear.bat

+1
Original file line numberDiff line numberDiff line change
@@ -26,6 +26,7 @@ rd QuantBox_LTS_Trade\Debug /S /Q
2626
rd QuantBox_Queue\x64\Debug /S /Q
2727
rd QuantBox_Queue\x64\Debug64 /S /Q
2828
rd QuantBox_Queue\Debug64 /S /Q
29+
rd QuantBox_Queue\Debug /S /Q
2930
rd QuantBox_XSpeed_Quote\Debug /S /Q
3031
rd QuantBox_XSpeed_Trade\Debug /S /Q
3132
rd QuantBox_XSpeedStock_Quote\Debug /S /Q

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