when was the contact?
I would continue with the training, but not do big workouts for a week after the contact. And be extra carefull and stop as soon as you have any symptoms.
Pretty much per title–no real obvious symptoms, feel fine, but had second-degree close contact (i.e., close contact with a guy who had close contact) with a confirmed case, early season base/transition with effectively no high intensity. Keep training or shut it down?