VeighNa量化社区
你的开源社区量化交易平台 | vn.py | vnpy
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Traceback (most recent call last):
File "D:\veighna_studio\lib\threading.py", line 1016, in _bootstrap_inner
self.run()
File "D:\veighna_studio\lib\threading.py", line 953, in run
self._target(*self._args, **self._kwargs)
File "D:\veighna_studio\lib\site-packages\vnpy\event\engine.py", line 60, in _run
self._process(event)
File "D:\veighna_studio\lib\site-packages\vnpy\event\engine.py", line 73, in _process
[handler(event) for handler in self._handlers[event.type]]
File "D:\veighna_studio\lib\site-packages\vnpy\event\engine.py", line 73, in <listcomp>
[handler(event) for handler in self._handlers[event.type]]
File "D:\veighna_studio\lib\site-packages\vnpy_optionmaster\engine.py", line 172, in process_tick_event
portfolio.update_tick(tick)
File "D:\veighna_studio\lib\site-packages\vnpy_optionmaster\base.py", line 589, in update_tick
chain.update_tick(tick)
File "D:\veighna_studio\lib\site-packages\vnpy_optionmaster\base.py", line 396, in update_tick
self.calculate_atm_price()
File "D:\veighna_studio\lib\site-packages\vnpy_optionmaster\base.py", line 471, in calculate_atm_price
put: OptionData = self.puts[index]
KeyError: '20000.0'

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合约信息不全,期权链上的put没有找到对应call的行权价的期权

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xiaohe wrote:

合约信息不全,期权链上的put没有找到对应call的行权价的期权
大佬,这个要怎么处理啊, 是数据订阅的问题?