This commit is contained in:
vn.py 2019-04-11 15:25:54 +08:00
parent 8684e4c15c
commit b83599bc54

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@ -553,7 +553,7 @@ class CtpTdApi(TdApi):
) )
# For option only # For option only
if data["OptionsType"]: if contract.product == Product.OPTION:
contract.option_underlying = data["UnderlyingInstrID"], contract.option_underlying = data["UnderlyingInstrID"],
contract.option_type = OPTIONTYPE_CTP2VT.get(data["OptionsType"], None), contract.option_type = OPTIONTYPE_CTP2VT.get(data["OptionsType"], None),
contract.option_strike = data["StrikePrice"], contract.option_strike = data["StrikePrice"],