fix DateSet

ricequant · Jul 10, 2020 · 41f529d · 41f529d
1 parent e0b9a07
commit 41f529d
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
@@ -226,7 +226,7 @@ def get_days(self, order_book_id):
     def contains(self, order_book_id, dates):
         date_set = self.get_days(order_book_id)
         if not date_set:
-            return [False] * len(dates)
+            return None
 
         def _to_dt_int(d):
             if isinstance(d, (int, np.int64, np.uint64)):