add settle

somewheve · somewheve · commit 46b5d9645d52 · 2019-06-03T19:46:16.000+08:00
diff --git a/MANIFEST.in b/MANIFEST.in
@@ -1,4 +1,4 @@
 
-include MANIFEST.in
+# include MANIFEST.in
 include README.md
 recursive-include ctpbee/api *
diff --git a/ctpbee/ctp/constant.py b/ctpbee/ctp/constant.py
@@ -178,7 +178,7 @@ class TickData(BaseData):
     limit_down: float = 0
     open_interest: int = 0
     average_price: float = 0
-
+    pre_settle:float = 0
     open_price: float = 0
     high_price: float = 0
     low_price: float = 0
diff --git a/ctpbee/ctp/md_api.py b/ctpbee/ctp/md_api.py
@@ -97,6 +97,7 @@ def onRtnDepthMarketData(self, data: dict):
             bid_volume_1=data["BidVolume1"],
             ask_volume_1=data["AskVolume1"],
             average_price=data['AveragePrice'],
+            pre_settle=data['PreSettlementPrice'],
             gateway_name=self.gateway_name
         )
         on_event(type=EVENT_TICK, data=tick)

Original file line number	Diff line number	Diff line change
`@@ -97,6 +97,7 @@ def onRtnDepthMarketData(self, data: dict):`
`97`	`97`	`bid_volume_1=data["BidVolume1"],`
`98`	`98`	`ask_volume_1=data["AskVolume1"],`
`99`	`99`	`average_price=data['AveragePrice'],`
	`100`	`+ pre_settle=data['PreSettlementPrice'],`
`100`	`101`	`gateway_name=self.gateway_name`
`101`	`102`	`)`
`102`	`103`	`on_event(type=EVENT_TICK, data=tick)`