Skip to content

Commit e305652

Browse files
committed
Minor fix
1 parent ed3c1ed commit e305652

2 files changed

Lines changed: 2 additions & 1 deletion

File tree

Algorithm/QCAlgorithm.cs

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -3449,7 +3449,7 @@ public FuturesChains FuturesChains(IEnumerable<Symbol> symbols, bool flatten = f
34493449
{
34503450
foreach (var (symbol, contracts) in futureChainsData)
34513451
{
3452-
var chain = new FuturesChain(symbol, time, contracts.Cast<FutureUniverse>(), flatten);
3452+
var chain = new FuturesChain(symbol, time, contracts, flatten);
34533453
chains.Add(symbol, chain);
34543454
}
34553455
}

Common/Data/Market/FuturesChain.cs

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -48,6 +48,7 @@ public FuturesChain(Symbol canonicalFutureSymbol, DateTime time, IEnumerable<Fut
4848
{
4949
foreach (var contractData in contracts)
5050
{
51+
if (contractData.Symbol.ID.Date < time) continue;
5152
Contracts[contractData.Symbol] = new FuturesContract(contractData);
5253
}
5354
}

0 commit comments

Comments
 (0)