waditu / tushare

TuShare is a utility for crawling historical data of China stocks
BSD 3-Clause "New" or "Revised" License
12.88k stars 4.29k forks source link

国债期货结算价部分交易日为nan #1738

Open ALLinLLM opened 5 months ago

ALLinLLM commented 5 months ago

我主要用的是期货的行情接口。就是发现国债期货,部分合约的结算价格为nan,交易所公布的日行情是有这个数据的。

中金所官方历史行情:http://www.cffex.com.cn/rtj/

具体有问题的合约如下: "20190118 T1909": 97.975, "20190118 TF1909": 99.785, "20190215 TF1909": 99.885, "20190213 TF1909": 99.960, "20190118 T1906": 97.985, "20190118 T1903": 98.135, "20190215 T1903": 98.030, "20190215 T1906": 97.645, "20190215 T1909": 97.495, "20190213 T1903": 98.150, "20190213 T1906": 97.900, "20190213 T1909": 97.815, "20190118 TS1906": 97.985, "20190118 TS1909": 97.755, "20190213 TS1909": 97.815, "20190215 TS1909": 97.495, 这些交易日,tushare接口返回的settle字段都是nan

我的tushare ID是:346352