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Merge pull request #6 from noranhe/totick
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[Fix] 修复vnpy_spreadtrading升级后报错找不到'to_tick'的问题
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vnpy committed Nov 28, 2023
2 parents bc980c9 + ca96603 commit 2e27f67
Showing 1 changed file with 15 additions and 4 deletions.
19 changes: 15 additions & 4 deletions vnpy_chartwizard/ui/widget.py
Original file line number Diff line number Diff line change
Expand Up @@ -10,8 +10,8 @@
from vnpy.trader.event import EVENT_TICK
from vnpy.trader.object import ContractData, TickData, BarData, SubscribeRequest
from vnpy.trader.utility import BarGenerator, ZoneInfo
from vnpy.trader.constant import Interval
from vnpy_spreadtrading.base import SpreadData, EVENT_SPREAD_DATA
from vnpy.trader.constant import Interval, Exchange
from vnpy_spreadtrading.base import SpreadItem, EVENT_SPREAD_DATA

from ..engine import APP_NAME, EVENT_CHART_HISTORY, ChartWizardEngine

Expand Down Expand Up @@ -151,8 +151,19 @@ def process_history_event(self, event: Event) -> None:

def process_spread_event(self, event: Event) -> None:
""""""
spread: SpreadData = event.data
tick: TickData = spread.to_tick()
spread_item: SpreadItem = event.data
tick: TickData = TickData(
symbol=spread_item.name,
exchange=Exchange.LOCAL,
datetime=spread_item.datetime,
name=spread_item.name,
last_price=(spread_item.bid_price + spread_item.ask_price) / 2,
bid_price_1=spread_item.bid_price,
ask_price_1=spread_item.ask_price,
bid_volume_1=spread_item.bid_volume,
ask_volume_1=spread_item.ask_volume,
gateway_name="SPREAD"
)

bg: Optional[BarGenerator] = self.bgs.get(tick.vt_symbol, None)
if bg:
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