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请问数字货币回测中,如果模拟tick的底层周期是1分钟,每分钟会能模拟出几个tick数据?根据https://www.fmz.cn/bbs-topic/662的介绍,最多应该产生12个tick,但是打印tick结果却有多则14个tick,少则3个tick,这是怎么回事?
比如:
2018-09-01 23:46:58
2018-09-01 23:46:54
2018-09-01 23:46:50
2018-09-01 23:46:46
2018-09-01 23:46:36
2018-09-01 23:46:32
2018-09-01 23:46:24
2018-09-01 23:46:20
2018-09-01 23:46:12
2018-09-01 23:46:08
2018-09-01 23:46:06
2018-09-01 23:46:04
2018-09-01 23:46:02
2018-09-01 23:46:00
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All comments (2)
补充请教一个问题,如果我在一个ontick循环中,随机插入5个GetTicker查询,具体的每次返回的tick时间间隔是由什么决定的 ? 是由两次查询之间的代码运行开销决定的吗?
7 years ago
根据 K线 类型而定的,详细您看下文档 https://www.fmz.com/bbs-topic/662 , 有些K线带影线 有些不带,模拟出的ticker 数量是不一样的。
7 years ago
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