From 948f0814414efce02473876765d55c215f569327 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 26 Jan 2018 09:40:58 +0800 Subject: [PATCH] =?UTF-8?q?[Add]=E5=A2=9E=E5=8A=A0=E6=9C=9F=E6=9D=83?= =?UTF-8?q?=E8=AE=A1=E7=AE=97=E9=9A=90=E5=90=AB=E6=B3=A2=E5=8A=A8=E7=8E=87?= =?UTF-8?q?=E5=89=8D=E5=AF=B9=E5=AD=98=E7=BB=AD=E6=97=B6=E9=97=B4t?= =?UTF-8?q?=E7=9A=84=E6=A3=80=E6=9F=A5?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/app/optionMaster/omBase.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vnpy/trader/app/optionMaster/omBase.py b/vnpy/trader/app/optionMaster/omBase.py index 35f3b5da..bf96d0b9 100644 --- a/vnpy/trader/app/optionMaster/omBase.py +++ b/vnpy/trader/app/optionMaster/omBase.py @@ -206,7 +206,7 @@ class OmOption(OmInstrument): def calculateOptionImpv(self): """计算隐含波动率""" underlyingPrice = self.underlying.midPrice - if not underlyingPrice: + if not underlyingPrice or not self.t: return self.askImpv = self.calculateImpv(self.askPrice1, underlyingPrice, self.k,