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Merge f9a93ed into 147e9d9
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Zhou-JiaJun committed Aug 5, 2022
2 parents 147e9d9 + f9a93ed commit c44ab38
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion rqalpha/data/bundle.py
Expand Up @@ -311,8 +311,11 @@ def __call__(self, path, fields, **kwargs):
raise OSError("File {} update failed, if it is using, please update later, "
"or you can delete then update again".format(path))
try:
is_futures = "futures" == os.path.basename(path).split(".")[0]
for order_book_id in self._order_book_ids:
if order_book_id in h5:
# 特殊处理前复权合约,需要全量更新
is_pre = is_futures and "888" in order_book_id
if order_book_id in h5 and not is_pre:
try:
last_date = int(h5[order_book_id]['datetime'][-1] // 1000000)
except OSError:
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