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多谢回复,还有几个问题需要帮忙解答一下
1、demo例子里action的记录貌似没看到,跑了之后存好的csv文件action字段是空,我自己添加了update_action调用,目前可以记录了。然后action[‘no’]我是用get_all_orders方法取的记录自己解析之后算的,不知道是否有更便捷的取法?
2、 下面几行代码中的close_trd["close"] 中的“close ”是代表什么意义?
close_trd_price = close_trd["close"]
open_trd_price = open_trd["close"]
# make a copy, instead of a reference!
1、想请教一下,action的record有demo可以提供一下嘛?具体需要记录哪些字段?现在我可以用update_action更新和记录action,但是在后续一些调用上会出现利用action信息进行统计,会出现字段不匹配的问题。
2、PerformanceCTA中action['no']字段具体该填哪些信息?
if action["offset"] == "OPEN":
open_trades[gateway_name][security][action['no']] = action
elif action["offset"] == "CLOSE":
close_trd = action
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