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模拟行情的数据结构跟真实数据差异过大 #4

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Wilson-G opened this issue Oct 22, 2019 · 10 comments
Open

模拟行情的数据结构跟真实数据差异过大 #4

Wilson-G opened this issue Oct 22, 2019 · 10 comments

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@Wilson-G
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QARC_Random --code rb1910 --date 20190619 --price 3800 --interval 1
用这样的命令开启模拟行情后，返回的字段和真实ctp推送的字段完全不一样，这样不利于大家在此基础上开发测试
@yutiansut
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明明是一致的 哪里不一样?

@yutiansut
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而且 这个开起来 是用QACTP --code rb1910 来接受并采样的 这就是最真实的ctp行情的样子 ctpbee推出来的信息 是从vnpy那集成 被修改过的样子

@yutiansut
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但是无论是 QARC_Start 还是 QARC_CTP都相应的对行情处理过 变成你所需要的的行情了

@yutiansut
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@Wilson-G

@Wilson-G
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图片

模拟行情是这样的

@Wilson-G
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实测行情是这样的
图片

@yutiansut
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实测行情 是vnpy魔改过的 不是真实交易所的结构

@yutiansut
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vnpy 包括ctpbee的结构 用QARC_Start 真实交易所的结构 模拟 /海风 用QARC_CTP

@Wilson-G
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好的

@yutiansut
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通过start/ctp 这两个命令 你可以获得一样的结果

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@yutiansut @Wilson-G