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1 parent d80d84c commit 1d6e5c8Copy full SHA for 1d6e5c8
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rqalpha/data/bundle.py
@@ -266,7 +266,12 @@ def update_margin_rate(file):
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except AttributeError:
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# FIXME: why get_dominant return None???
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continue
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- commission = commission_df[commission_df['order_book_id'] == dominant].iloc[0]
+
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+ dominant_indexer = commission_df["order_book_id"] == dominant
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+ if not dominant_indexer.any():
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+ # S0301:大豆期货的最后一个合约,该合约出现在 instrument 中,但取不到 commission,这种情况忽略掉
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+ continue
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+ commission = commission_df[dominant_indexer].iloc[0]
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for p in param:
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future_dict[p] = commission[p]
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