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Merge pull request #5 from noranhe/main
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[Mod] replace pytz
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vnpy committed Aug 5, 2022
2 parents 10665a0 + a94b5ff commit 6ebb6a2
Showing 1 changed file with 4 additions and 5 deletions.
9 changes: 4 additions & 5 deletions vnpy_tinysoft/tinysoft_datafeed.py
@@ -1,13 +1,12 @@
from datetime import datetime, timedelta
from typing import Dict, List, Set, Optional
from pytz import timezone

from pyTSL import Client, DoubleToDatetime

from vnpy.trader.setting import SETTINGS
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.object import BarData, TickData, HistoryRequest
from vnpy.trader.utility import extract_vt_symbol
from vnpy.trader.utility import extract_vt_symbol, ZoneInfo
from vnpy.trader.datafeed import BaseDatafeed


Expand All @@ -27,7 +26,7 @@
Interval.HOUR: timedelta(hours=1),
}

CHINA_TZ = timezone("Asia/Shanghai")
CHINA_TZ = ZoneInfo("Asia/Shanghai")


class TinysoftDatafeed(BaseDatafeed):
Expand Down Expand Up @@ -94,7 +93,7 @@ def query_bar_history(self, req: HistoryRequest) -> Optional[List[BarData]]:
bar: BarData = BarData(
symbol=symbol,
exchange=exchange,
datetime=CHINA_TZ.localize(dt),
datetime=dt.replace(tzinfo=CHINA_TZ),
interval=req.interval,
open_price=d["open"],
high_price=d["high"],
Expand Down Expand Up @@ -134,7 +133,7 @@ def query_tick_history(self, req: HistoryRequest) -> Optional[List[TickData]]:
data = result.value()
for d in data:
dt: datetime = DoubleToDatetime(d["date"])
dt: datetime = CHINA_TZ.localize(dt)
dt: datetime = dt.replace(tzinfo=CHINA_TZ)

# 解决期货缺失毫秒时间戳的问题
if dt in dts:
Expand Down

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