Update Version 3.2.6

shinnytech · Mar 9, 2022 · 574f509 · 574f509
1 parent a9497b2
commit 574f509
Show file tree

Hide file tree

Showing 6 changed files with 14 additions and 9 deletions.
diff --git a/PKG-INFO b/PKG-INFO
@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.2.5
+Version: 3.2.6
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

diff --git a/doc/conf.py b/doc/conf.py
@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.2.5'
+version = u'3.2.6'
 # The full version, including alpha/beta/rc tags.
-release = u'3.2.5'
+release = u'3.2.6'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

diff --git a/doc/version.rst b/doc/version.rst
@@ -2,6 +2,11 @@
 
 版本变更
 =============================
+3.2.6 (2022/03/09)
+
+* 修复：修正深交所 ETF 期权的昨结算（pre_settlement）字段未正确显示的问题
+
+
 3.2.5 (2022/03/09)
 
 * 修复：修正上交所 ETF 期权的昨结算（pre_settlement）字段未正确显示的问题

diff --git a/setup.py b/setup.py
@@ -36,7 +36,7 @@ def get_tag(self):
 
 setuptools.setup(
     name='tqsdk',
-    version="3.2.5",
+    version="3.2.6",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

diff --git a/tqsdk/__version__.py b/tqsdk/__version__.py
@@ -1 +1 @@
-__version__ = '3.2.5'
+__version__ = '3.2.6'
diff --git a/tqsdk/symbols.py b/tqsdk/symbols.py
@@ -19,7 +19,7 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
         self._sim_recv_chan = sim_recv_chan
         self._md_send_chan = md_send_chan
         self._md_recv_chan = md_recv_chan
-        self._sse_options = set()
+        self._etf_options = set()
         self._quotes_all_keys = set(Quote(None).keys())
         self._quotes_all_keys = self._quotes_all_keys.union({'margin', 'commission'})
         # 以下字段合约服务也会请求，但是不应该记在 quotes 中，quotes 中的这些字段应该有行情服务负责
@@ -42,8 +42,8 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
                                 elif query_id.startswith("PYSDK_quote"):
                                     quotes = self._api._symbols_to_quotes(query_result, self._quotes_all_keys)
                                     for quote in quotes.values():
-                                        if quote["ins_class"] == "OPTION" and quote["exchange_id"] == "SSE":
-                                            self._sse_options.add(quote["instrument_id"])
+                                        if quote["ins_class"] == "OPTION" and quote["exchange_id"] in ["SSE", "SZSE"]:
+                                            self._etf_options.add(quote["instrument_id"])
                                         else:
                                             # quotes 中的 pre_settlement 字段应该由行情服务负责，行情没有上交所期权的 pre_settlement，需要从合约服务取，其他合约不变
                                             quote.pop("pre_settlement", None)
@@ -55,7 +55,7 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
                                     })
                     for d in data:
                         for symbol, quote in d.get("quotes", {}).items():
-                            if symbol in self._sse_options:
+                            if symbol in self._etf_options:
                                 quote.pop("pre_settlement", None)
                     data.append({"quotes": updated_quotes})
                 await self._sim_recv_chan.send(pack)