avatar of abc122615 abc122615
关注 私信
0
关注
1
关注者

回测数据丢失或无法使用?

创建于: 2020-02-05 08:19:08, 更新于:
comments   2
hits   1210

如图,2月3日的数据一丁点没有,什么情况?因为是跌停就没有么? 回测数据丢失或无法使用? 回测数据丢失或无法使用?

相关推荐
全部留言
avatar of abc122615
abc122615
这样不行啊,回测数据就失真了。depth在实盘当天是有数据的:{"Info":{"ActionDay":"20200203","OpenPrice":3233,"LowestPrice":3233,"AskVolume1":97,"AskPrice5":1.7976931348623157e+308,"OpenInterest":1248695,"BidPrice5":1.7976931348623157e+308,"AveragePrice":32631.752539512207,"AskPrice2":1.7976931348623157e+308,"HighestPrice":3294,"Volume":959830,"LowerLimitPrice":3233,"UpdateTime":"11:10:51","LastPrice":3260,"UpperLimitPrice":3796,"BidPrice4":1.7976931348623157e+308,"AskVolume5":0,"AskVolume4":0,"ExchangeID":"","BidVolume1":351,"BidPrice3":1.7976931348623157e+308,"BidVolume3":0,"UpdateMillisec":0,"BidPrice2":1.7976931348623157e+308,"BidVolume2":0,"AskVolume3":0,"ExchangeInstID":"","PreOpenInterest":1269146,"SettlementPrice":1.7976931348623157e+308,"CurrDelta":1.7976931348623157e+308,"AskPrice1":3260,"AskVolume2":0,"BidVolume4":0,"BidVolume5":0,"InstrumentID":"rb2005","PreSettlementPrice":3515,"PreClosePrice":3500,"ClosePrice":1.7976931348623157e+308,"AskPrice3":1.7976931348623157e+308,"AskPrice4":1.7976931348623157e+308,"TradingDay":"20200203","Turnover":31320935040,"PreDelta":0,"BidPrice1":3259},"Asks":[{"Price":3260,"Amount":97}],"Bids":[{"Price":3259,"Amount":351}],"Time":1580699451000} 回测系统跌停无k线,我们如何针对这种情况做调整呢?建议要针对这种情况补足k线,看盘软件中显示一条横线
2020-02-06 08:05:34
avatar of 小草
小草
对,跌停没K线
2020-02-05 10:15:09