ricequant / rqalpha-mod-ctp

RQAlpha 对接 ctp 的扩展 Mod。通过启用该 Mod 来实现期货策略的实盘交易
Apache License 2.0
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[bug] utils.py 的 make_underlying_symbol有个小错误 #6

Open IcyCC opened 6 years ago

IcyCC commented 6 years ago
def make_underlying_symbol(id_or_symbol):
    id_or_symbol = bytes2str(id_or_symbol)
    if six.PY2:
        return filter(lambda x: x not in '0123456789 ', id_or_symbol).upper()
    else:
        return ''.join(list(filter(lambda x: x not in '0123456789 ', 'rb1705'))).upper()

python3的所有的make_underlying_symbol 都会返回RB

Cuizi7 commented 6 years ago

pr merged