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Merge pull request #33 from noranhe/main
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[Mod] replace pytz
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vnpy committed Jul 31, 2022
2 parents acfed69 + ef0f87c commit 2e9df77
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Showing 5 changed files with 23 additions and 10 deletions.
10 changes: 10 additions & 0 deletions CHANGELOG.md
@@ -1,14 +1,24 @@
# 6.6.7.0版本

1. API升级至6.6.7版本
2. 使用zoneinfo替换pytz库
3. 调整安装脚本setup.cfg,添加Python版本限制

# 6.5.1.12版本

1. 添加广州期货交易所枚举值字段支持

# 6.5.1.11版本

1. 增加对于委托函数返回值为非0(请求失败)状态的处理
2. 完善变量和函数类型声明

# 6.5.1.10版本

1. 修复sdist打包缺失lib文件的问题

# 6.5.1.9版本

1. 调整接口初始化时,接口名称的赋值方式
2. 将动态库的链接模式由默认的动态的MD改为静态的MT
3. 增加对于socks代理的支持
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2 changes: 1 addition & 1 deletion README.md
Expand Up @@ -17,7 +17,7 @@

## 安装

安装环境推荐基于3.0.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。
安装环境推荐基于3.3.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。

直接使用pip命令:

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1 change: 1 addition & 0 deletions setup.cfg
Expand Up @@ -33,6 +33,7 @@ classifiers =
packages = find:
include_package_data = True
zip_safe = False
python_requires = >=3.7
install_requires =
importlib_metadata

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9 changes: 6 additions & 3 deletions setup.py
Expand Up @@ -6,10 +6,9 @@
def get_ext_modules() -> list:
"""
获取三方模块
Linux和Windows需要编译封装接口
Mac由于缺乏二进制库支持无法使用
"""

if platform.system() == "Linux":
extra_compile_flags = [
"-std=c++17",
Expand All @@ -19,11 +18,15 @@ def get_ext_modules() -> list:
]
extra_link_args = ["-lstdc++"]
runtime_library_dirs = ["$ORIGIN"]
else:

elif platform.system() == "Windows":
extra_compile_flags = ["-O2", "-MT"]
extra_link_args = []
runtime_library_dirs = []

else:
return []

vnctpmd = Extension(
name="vnpy_ctp.api.vnctpmd",
sources=["vnpy_ctp/api/vnctp/vnctpmd/vnctpmd.cpp"],
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11 changes: 5 additions & 6 deletions vnpy_ctp/gateway/ctp_gateway.py
@@ -1,5 +1,4 @@
import sys
import pytz
from datetime import datetime
from time import sleep
from typing import Dict, List, Tuple
Expand Down Expand Up @@ -27,7 +26,7 @@
CancelRequest,
SubscribeRequest,
)
from vnpy.trader.utility import get_folder_path
from vnpy.trader.utility import get_folder_path, ZoneInfo
from vnpy.trader.event import EVENT_TIMER

from ..api import (
Expand Down Expand Up @@ -127,7 +126,7 @@

# 其他常量
MAX_FLOAT = sys.float_info.max # 浮点数极限值
CHINA_TZ = pytz.timezone("Asia/Shanghai") # 中国时区
CHINA_TZ = ZoneInfo("Asia/Shanghai") # 中国时区

# 合约数据全局缓存字典
symbol_contract_map: Dict[str, ContractData] = {}
Expand Down Expand Up @@ -314,7 +313,7 @@ def onRtnDepthMarketData(self, data: dict) -> None:

timestamp: str = f"{date_str} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S.%f")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

tick: TickData = TickData(
symbol=symbol,
Expand Down Expand Up @@ -655,7 +654,7 @@ def onRtnOrder(self, data: dict) -> None:

timestamp: str = f"{data['InsertDate']} {data['InsertTime']}"
dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

tp: tuple = (data["OrderPriceType"], data["TimeCondition"], data["VolumeCondition"])

Expand Down Expand Up @@ -690,7 +689,7 @@ def onRtnTrade(self, data: dict) -> None:

timestamp: str = f"{data['TradeDate']} {data['TradeTime']}"
dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

trade: TradeData = TradeData(
symbol=symbol,
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