[Fix] only subscribe if contract data found

2019-09-19 16:07:32 +08:00 · 2019-09-19 16:07:32 +08:00 · 2322406a93
commit 2322406a93
parent 5e8a648874
1 changed files with 6 additions and 5 deletions
--- a/vnpy/app/spread_trading/engine.py
+++ b/vnpy/app/spread_trading/engine.py
@ -221,11 +221,12 @@ class SpreadDataEngine:

            # Subscribe market data
            contract = self.main_engine.get_contract(vt_symbol)
-            req = SubscribeRequest(
-                contract.symbol,
-                contract.exchange
-            )
-            self.main_engine.subscribe(req, contract.gateway_name)
+            if contract:
+                req = SubscribeRequest(
+                    contract.symbol,
+                    contract.exchange
+                )
+                self.main_engine.subscribe(req, contract.gateway_name)

        return leg