Administrator
4 天以前 b44e2edad986026e55252009fecb542c8a2914fa
huaxin_client/trade_client.py
@@ -832,12 +832,15 @@
                          "statusMsg": pOrderField.StatusMsg, "volumeCanceled": pOrderField.VolumeCanceled,
                          "localUpdateTime": int(time.time() * 1000000)}
            try:
                if huaxin_sinfo_util.is_own_channel(pOrderField.SInfo):
                    self.own_order_local_ids.add(pOrderField.OrderLocalID)
                    async_log_util.info(logger_local_huaxin_trade_debug, f"添加自有订单号:{pOrderField.OrderLocalID}")
                if huaxin_sinfo_util.is_own_channel(order_data['sinfo']):
                    self.own_order_local_ids.add(order_data['orderLocalID'])
                    async_log_util.info(logger_local_huaxin_trade_debug, f"添加自有订单号:{order_data['orderLocalID'] }")
            except Exception as e:
                logger_debug.exception(e)
            if constant.ENABLE_VIRTUAL_ACCOUNT:
                if order_data['orderLocalID'] not in self.own_order_local_ids:
                    return
            async_log_util.info(logger_local_huaxin_trade_debug,
                                '[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s] InsertTime[%s]'
                                % (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID,
@@ -1001,8 +1004,10 @@
            else:
                # logger.info('查询报单结束[%d] ErrorID[%d] ErrorMsg[%s]'
                #             % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
                self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_DELEGATE, nRequestID,
                                                  self.__temp_order_list_dict[nRequestID])
                results = self.__temp_order_list_dict[nRequestID]
                if constant.ENABLE_VIRTUAL_ACCOUNT:
                    results = [x for x in results if x['orderLocalID'] in self.own_order_local_ids]
                self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_DELEGATE, nRequestID,results)
                self.__temp_order_list_dict.pop(nRequestID)
        except:
@@ -1060,8 +1065,10 @@
                     "tradingDay": pTradeField.TradingDay,
                     "pbuID": pTradeField.PbuID, "accountID": pTradeField.AccountID})
            else:
                self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_TRADED, nRequestID,
                                                  self.__temp_order_list_dict[nRequestID])
                results = self.__temp_order_list_dict[nRequestID]
                if constant.ENABLE_VIRTUAL_ACCOUNT:
                    results = [x for x in results if x['orderLocalID'] in self.own_order_local_ids]
                self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_TRADED, nRequestID, results)
                self.__temp_order_list_dict.pop(nRequestID)
        except:
            pass