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Develop (#89)
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* test

* test

* merge 2.0.6

* commit

* commit

* fix no settlement

* delete tags
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bsknight authored and cedricporter committed Apr 11, 2017
1 parent 0506e9f commit 8f1a498
Showing 1 changed file with 7 additions and 0 deletions.
7 changes: 7 additions & 0 deletions rqalpha/mod/rqalpha_mod_sys_stock_realtime/event_source.py
Expand Up @@ -39,6 +39,7 @@ def __init__(self, fps):

self.before_trading_fire_date = datetime.date(2000, 1, 1)
self.after_trading_fire_date = datetime.date(2000, 1, 1)
self.settlement_fire_date = datetime.date(2000, 1, 1)

self.quotation_engine_thread = Thread(target=self.quotation_worker)
self.quotation_engine_thread.daemon = True
Expand All @@ -50,11 +51,13 @@ def set_state(self, state):
persist_dict = rq_json.convert_json_to_dict(state.decode('utf-8'))
self.before_trading_fire_date = persist_dict['before_trading_fire_date']
self.after_trading_fire_date = persist_dict['after_trading_fire_date']
self.settlement_fire_date = persist_dict['settlement_fire_date']

def get_state(self):
return rq_json.convert_dict_to_json({
"before_trading_fire_date": self.before_trading_fire_date,
"after_trading_fire_date": self.after_trading_fire_date,
"settlement_fire_date": self.settlement_fire_date,
}).encode('utf-8')

def quotation_worker(self):
Expand Down Expand Up @@ -93,6 +96,10 @@ def clock_worker(self):
elif dt.strftime("%H:%M:%S") >= "15:10:00" and dt.date() > self.after_trading_fire_date:
self.event_queue.put((dt, EVENT.AFTER_TRADING))
self.after_trading_fire_date = dt.date()
elif dt.strftime("%H:%M:%S") >= "15:10:00" and dt.date() > self.settlement_fire_date:
#or (dt.date()-self.settlement_fire_date).days >= 2:
self.event_queue.put((dt, EVENT.SETTLEMENT))
self.settlement_fire_date = dt.date()

if is_tradetime_now():
self.event_queue.put((dt, EVENT.BAR))
Expand Down

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