[Fix] 添加对缺失值的处理

vnpy · Nov 17, 2021 · 8c1636d · 8c1636d
1 parent 04a1668
commit 8c1636d
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/vnpy_tushare/tushare_datafeed.py b/vnpy_tushare/tushare_datafeed.py
@@ -194,6 +194,9 @@ def query_bar_history(self, req: HistoryRequest) -> Optional[List[BarData]]:
         bar_dict: Dict[datetime, BarData] = {}
         data: List[BarData] = []
 
+        # 处理原始数据中的NaN值
+        df.fillna(0, inplace=True)
+
         if df is not None:
             for ix, row in df.iterrows():
                 if row["open"] is None: