[Add]增加期权计算隐含波动率前对存续时间t的检查

2018-01-26 09:40:58 +08:00 · 2018-01-26 09:40:58 +08:00 · 948f081441
commit 948f081441
parent b2fc3e5d84
1 changed files with 1 additions and 1 deletions
--- 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,