vnpy-2.0.9 OptionMaster OptionMaster base.py :
CHAIN_UNDERLYING_MAP 只有股指期货期权, 商品期货期权代码没有加到映射表中去,
我修改了增加了商品期货期权的代码:
CHAIN_UNDERLYING_MAP = {
"510050_O.SSE": "510050",
"IO.CFFEX": "IF",
"HO.CFFEX": "IH",
"m_o.DCE":"m",
"c_o.DCE":"c",
"i_o.DCE":"i",
"TA.CZCE":"i",
"SR.CZCE":"SR",
"CF.CZCE":"CF",
"MA.CZCE":"MA",
"cu_o.SHFE":"cu",
"au_o.SHFE":"au",
"ru_o.SHFE":"ru"
}