Data anomalies when retested

Author: bamsmen, Created: 2020-05-18 17:42:29, Updated: 2020-05-18 18:22:18

let pos = _C(exchange.GetPosition) Log(pos[0].Price)

This is pos[0].Why does the price show a negative? I opened an empty order at 65xx, then read the average price of the position again, and the price shows 65xx.

In other cases, the results of the retrospective adjustment show that the profit and loss on the balance sheet is negative, while the earnings forecast is positive.

2. In the gain overview and strategy chart zoom has four options 1h, 3h, 8h, all. Are the first three too short? Can you change to 7day, 30day, 6 months, all?

3. When using high-frequency strategies, you often see the capital utilization rate at 0 in the earnings overview, but at this time there is actually a position, is the holding time too short and cannot be shown in the chart?

4.行情数据图表里能否加一个切换时框的功能?

5. If the retest results have little effect on retest speed, can you show the average holding time for profit and average holding time for loss?

Thank you.


More

The grassWhat exchange trades for retrospective, should not have negative values. The forecasted earnings include holding gains and losses. The earnings overview is not shown in real time, but simply shows.

bamsmenOther issues suggested to pay attention to, retesting is now rather weak, many necessary are not, real disk retesting and bugs.

bamsmenBitmex exchange retested, sometimes reading holding price is negative