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最近想到了一个思路，量化okex,eth-quarter期货，跑起来21年赚，20年赚,19年大亏，于是仔细查看交易记录，发现okex 19年的1min数据很多跳空的，于是改位huobiDM eth-quarter , 19年在预料之中策略收益是正常的，20年又跳空
总结一下：eth-quarter okex,19年1min数据又很多跳空，18年未知，火币，20年跳空
这里仅仅指1min数据
那么问题来了，为何回测要分交易所数据而不是收集更多的币种？假设ETH季度数据，为何不仔细修正一份完整的，而是分那么多交易所区分有什么意义？ 这时候因为你们数据问题把一个灵感排除掉我觉得很不值得，强烈建议可以修复一份完整的数据，完全没必要分那么多交易所回测，现在有点迷茫，到底哪个数据是完整的，回测需要把OKEX,HUOBI都回测一遍，心里才比较放心
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