diff --git a/examples/OptionMaster/etf_portfolio.json b/examples/OptionMaster/etf_portfolio.json
new file mode 100644
index 00000000..8de8b975
--- /dev/null
+++ b/examples/OptionMaster/etf_portfolio.json
@@ -0,0 +1,29 @@
+{
+    "name": "etf_portfolio", 
+    "model": "bsCython",
+    "underlying": [
+        "510050"
+    ],     
+    "chain": [
+        {
+            "underlyingSymbol": "510050", 
+            "chainSymbol": "510050-1802", 
+            "r": 0.04
+        },
+        {
+            "underlyingSymbol": "510050", 
+            "chainSymbol": "510050-1803", 
+            "r": 0.03
+        },
+        {
+            "underlyingSymbol": "510050", 
+            "chainSymbol": "510050-1806", 
+            "r": 0.03
+        },
+        {
+            "underlyingSymbol": "510050", 
+            "chainSymbol": "510050-1809", 
+            "r": 0.03
+        }
+    ]
+}
\ No newline at end of file
diff --git a/vnpy/trader/app/optionMaster/omBase.py b/vnpy/trader/app/optionMaster/omBase.py
index d2fb2aec..942db8e8 100644
--- a/vnpy/trader/app/optionMaster/omBase.py
+++ b/vnpy/trader/app/optionMaster/omBase.py
@@ -118,6 +118,9 @@ class OmUnderlying(OmInstrument):
         """Constructor"""
         super(OmUnderlying, self).__init__(contract, detail)
         
+        # 标的类型
+        self.productClass = contract.productClass
+        
         # 以该合约为标的物的期权链字典
         self.chainDict = OrderedDict()
         
@@ -393,11 +396,15 @@ class OmChain(object):
         for n, call in enumerate(callList):
             put = putList[n]
             
+            # 如果标的为期货，则不进行调整
+            if call.underlying.productClass == PRODUCT_FUTURES:
+                return
+            
             # 如果有任意中间价为0，则忽略该PCP
             if (not call.underlying.midPrice or
                 not put.midPrice or 
                 not call.midPrice or
-                not call.k,
+                not call.k or
                 not call.t):
                 continue
             
@@ -406,6 +413,9 @@ class OmChain(object):
             l.append(r)
         
         # 求平均值来计算拟合折现率
+        if not l:
+            return
+        
         self.r = sum(l)/len(l)
         for option in self.optionDict.values():
             option.setR(r)
diff --git a/vnpy/trader/app/optionMaster/omEngine.py b/vnpy/trader/app/optionMaster/omEngine.py
index 008997a6..7d17ec85 100644
--- a/vnpy/trader/app/optionMaster/omEngine.py
+++ b/vnpy/trader/app/optionMaster/omEngine.py
@@ -105,8 +105,9 @@ class OmEngine(object):
         if self.portfolio:
             return False
         
-        f = file(fileName)
+        f = open(fileName)
         setting = json.load(f)
+        f.close()
         
         # 读取定价模型
         model = MODEL_DICT.get(setting['model'], None)
diff --git a/vnpy/trader/app/optionMaster/uiOmWidget.py b/vnpy/trader/app/optionMaster/uiOmWidget.py
index b857bacb..ea770808 100644
--- a/vnpy/trader/app/optionMaster/uiOmWidget.py
+++ b/vnpy/trader/app/optionMaster/uiOmWidget.py
@@ -42,7 +42,7 @@ class OmManager(QtWidgets.QWidget):
         # 读取配置文件
         settingFileList = []
         
-        path = os.path.abspath(os.path.dirname(__file__))
+        path = os.getcwd()
         for root, subdirs, files in os.walk(path):
             for name in files:      
                 if '_portfolio.json' in name:
@@ -112,7 +112,7 @@ class OmManager(QtWidgets.QWidget):
     #----------------------------------------------------------------------
     def initOmEngine(self):
         """初始化引擎"""
-        path = os.path.abspath(os.path.dirname(__file__))
+        path = os.getcwd()
         fileName = unicode(self.comboSettingFile.currentText())
         fileName = os.path.join(path, fileName)
         result = self.omEngine.initEngine(fileName)