Merge e19f64f into ec1d250

ricequant · Dec 16, 2022 · 193dfaf · 193dfaf
2 parents ec1d250 + e19f64f
commit 193dfaf
Show file tree

Hide file tree

Showing 2 changed files with 4 additions and 3 deletions.
diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -3,7 +3,7 @@ on: [push, pull_request]
 
 jobs:
   test:
-    runs-on: ubuntu-latest
+    runs-on: ubuntu-20.04
     strategy:
       matrix:
         python-version: ["3.6", "3.7", "3.8", "3.9", "3.10"]

diff --git a/rqalpha/model/instrument.py b/rqalpha/model/instrument.py
@@ -422,7 +422,7 @@ def days_from_listed(self):
         return ipo_days if ipo_days >= 0 else -1
 
     def days_to_expire(self):
-        if self.type != 'Future' or self.order_book_id[-2:] == '88' or self.order_book_id[-2:] == '99':
+        if self.type != 'Future' or self.order_book_id[-2:] in ["88", "99", "89", "A2", "A3"]:
             return -1
 
         date = Environment.get_instance().trading_dt.date()
@@ -450,12 +450,13 @@ def calc_cash_occupation(self, price, quantity, direction):
         else:
             raise NotImplementedError
 
-    FUTURE_CONTINUOUS_CONTRACT = re.compile("^[A-Z]+(88|888|99|889)$")
+    FUTURE_CONTINUOUS_CONTRACT = re.compile("^[A-Z]+(88|88A[2-3]|888|99|889)$")
 
     @classmethod
     def is_future_continuous_contract(cls, order_book_id):
         return re.match(cls.FUTURE_CONTINUOUS_CONTRACT, order_book_id)
 
+
 class SectorCodeItem(object):
     def __init__(self, cn, en, name):
         self.__cn = cn