Comments (6)
问题4. 是个老问题,hft on_sesson_end有概率不触发,解决方案是增加订阅一个国债主力期货
from wtpy.
问题3. 发生主力切换时发现on_init 和 on_session_begin 获取的主力合约代码不一致
from wtpy.
问题5. 严格来说不算是问题,但是需要注意,hft 8.59 报单会被过滤掉实际并没有报出去, 但如果是20.59报单,会报出去,然后返回一个撤单回报
from wtpy.
问题1 补充一下不止on_session_end, 所有非交易时间使用 user_save_data好像实际都不会写入本地, 2024.05.25 04:00:10 触发hft on_channel_lost 但实际也没有写入本地,这个很容易出问题有些信息会遗失
from wtpy.
问题5. 严格来说不算是问题,但是需要注意,hft 8.59 报单会被过滤掉实际并没有报出去, 但如果是20.59报单,会报出去,然后返回一个撤单回报
对于夜盘品种,8.59报单会失败,因为不在交易时间,但是20.59是集合竞价时间,会报出去
from wtpy.
问题1 补充一下不止on_session_end, 所有非交易时间使用 user_save_data好像实际都不会写入本地, 2024.05.25 04:00:10 触发hft on_channel_lost 但实际也没有写入本地,这个很容易出问题有些信息会遗失
因为只有on_minute_end会触发数据落地
from wtpy.
Related Issues (20)
- hft中 stra_get_comminfo 不适用期权合约 HOT 2
- sel mode autoexit HOT 1
- HFT 实盘时, on_tick 里获取其它期货品牌的历史数据时会出错 HOT 2
- 跑部分demos报错:segmentation violation HOT 1
- wtpy0.9.9 版本 CAT 策略运行不越来,log 中一直没有提示有接收到数据 HOT 1
- 实盘中, wtpy0.9.9 的HFT策略 on_bar 无效 HOT 1
- 实盘时,HFT 策略的on_bar () 无效 HOT 1
- 关于功能和demo的建议
- libWtDtPorter.so 的问题 HOT 2
- dtServo.get_bars报错 HOT 1
- Not receiving data from custom parser HOT 4
- 0.9.8 datakit盘后工作处理日线数据时间戳错误问题
- baostock数据字段错误
- demo里面cta_allday运行错误 Segmentation fault (core dumped) HOT 2
- 无法通过共享内存获取tick,order,trade数据
- Hft模式输出的trades.csv缺少tag字段 HOT 1
- [bug] 参数优化器中,未成功提交配置文件。 HOT 1
- demo中的datakit_fut正常运行无报错,但是接收不到数据 HOT 1
- [bug] every_series_loss为空的时候会报错
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from wtpy.