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回测导入日K线,会出现丢失数据的情况。 #8

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ZhangJun-GitHub opened this issue Jan 23, 2021 · 0 comments
Open

回测导入日K线,会出现丢失数据的情况。 #8

ZhangJun-GitHub opened this issue Jan 23, 2021 · 0 comments

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@ZhangJun-GitHub
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1。开始时间为20190102,这种情况会丢失20192/1、2019/3/4、2019/4/4、2019/5/5等数据,每隔30天丢失一下。
engine.set_parameters(
vt_symbol="btcusdt.BINANCE", #交易的标的, 现货的数据
interval=Interval.DAILY,
start=datetime(2019,1,2), # 开始时间
end=datetime(2020,7,1), # 结束时间
rate=1/1000, # 手续费, 币安手续费千分之1, BNB 万7.5 7.5/10000
slippage=0, # 交易滑点
size=1, # 合约乘数
pricetick=0.01, # 价格精度.
capital=1_000_000) # 初始资金

2。开始时间为20190101,这种情况会丢失2019/1/31、2019/3/3、2019/4/3、2019/5/4等数据,每隔30天丢失一下。
engine.set_parameters(
vt_symbol="btcusdt.BINANCE", #交易的标的, 现货的数据
interval=Interval.DAILY,
start=datetime(2019,1,1), # 开始时间
end=datetime(2020,7,1), # 结束时间
rate=1/1000, # 手续费, 币安手续费千分之1, BNB 万7.5 7.5/10000
slippage=0, # 交易滑点
size=1, # 合约乘数
pricetick=0.01, # 价格精度.
capital=1_000_000) # 初始资金

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