diff --git a/core/datasource/hybrid_source.py b/core/datasource/hybrid_source.py index 28120a8..304a788 100644 --- a/core/datasource/hybrid_source.py +++ b/core/datasource/hybrid_source.py @@ -584,7 +584,8 @@ class HybridDataSource: # 重新索引到主市场交易日 index_data = index_data.reindex(primary_dates) - # 对非A股指数进行前向填充 + # 对所有非A股指数进行前向填充 + # 所有市场(港股、美股、黄金、加密货币)在T+1日09:00前都已收盘 non_a_codes = [c for c in valid_codes if not self._is_china_index(c)] for code in non_a_codes: if code in index_data.columns: