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修复获取tick_size报错问题 (#854)
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Lin-Dongzhao authored Mar 6, 2024
1 parent e37bb18 commit c90dce5
Showing 1 changed file with 7 additions and 6 deletions.
13 changes: 7 additions & 6 deletions rqalpha/data/base_data_source/storages.py
Original file line number Diff line number Diff line change
Expand Up @@ -100,14 +100,15 @@ def get_future_info(self, order_book_id, underlying_symbol):

def _to_namedtuple(self, info):
# type: (dict) -> FuturesTradingParameters
info['long_margin_ratio'], info['short_margin_ratio'] = info['margin_rate'], info['margin_rate']
del info['margin_rate'], info['tick_size']
futures_info = copy(info)
futures_info['long_margin_ratio'], futures_info['short_margin_ratio'] = futures_info['margin_rate'], futures_info['margin_rate']
del futures_info['margin_rate'], futures_info['tick_size']
try:
del info['order_book_id']
del futures_info['order_book_id']
except KeyError:
del info['underlying_symbol']
info = FuturesTradingParameters(**info)
return info
del futures_info['underlying_symbol']
futures_info = FuturesTradingParameters(**futures_info)
return futures_info

@lru_cache(8)
def get_tick_size(self, instrument):
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