难道是我的代码错了?有大神帮忙看看嘛?
if self.interval == Interval.MINUTE:
# x bar
if not (bar.datetime.minute + 1) % self.window:
finished = True
elif self.last_bar and str(bar.datetime)[-8:] == '10:14:00':
finished = True
self.interval_count = 0
elif self.interval == Interval.HOUR:
if self.last_bar and bar.datetime.hour != self.last_tick.datetime.hour:
# 1-hour bar
if self.window == 1:
finished = True
# x-hour bar
else:
self.interval_count += 1
if not self.interval_count % self.window:
finished = True
self.interval_count = 0
# elif self.interval == Interval.DAILY:
# day_end = datetime.time(14, 59)
# if bar.exchange == Exchange.CFFEX and bar.symbol.startswith("T"):
# day_end = time(15, 14)
# if bar.datetime.time() == day_end:
# finished = True
# self.interval_count = 0
elif self.interval == Interval.DAILY:
if self.last_bar and str(bar.datetime)[-8:] == '14:59:00':
if self.window == 1:
finished = True
# x-hour bar
else:
self.interval_count += 1
if not self.interval_count % self.window:
finished = True
self.interval_count = 0
if finished:
self.on_window_bar(self.window_bar)
self.window_bar = None
# cache last bar object
self.last_bar = bar
用Python的交易员 wrote:
BarGenerator只负责K线的聚合功能,回测时下单数据的撮合是由回测引擎内部的逻辑负责的,严格遵循T时刻委托,只有T+1时刻之后才能撮合的逻辑,所以并不会有未来函数问题。
这里的last_bar,是上一跟收到的1分钟K线数据,而不是合成过程中缓存的K线数据
last_bar 提示can not find declaration to go to,也有问题吧。
小时线如何合成呢?好不容易网上炒一个,发现有函数未定义,也用不了。
好望角 wrote:
开盘时再试试
是这个情况,已经解决了,谢谢。
simnow网站打不开了是怎么回事?没注册过,现在无法配置simnow账号了,无法进行策略回测。