我想用vnpy构建tick级的价差交易回测，从git上下载example后，将bar修改为tick，发现engine.load_data时无数据。能否烦请协助处理，谢谢！

1. 从git上下载vnpy-master，根据examples/spread_backtesting/backtesting.ipynb的代码，修改engine.set_parameters的interval, mode, start, end

2. 检查get_database().get_tick_overview()时，发现legs=[LegData("T2503.CFFEX"), LegData("TL2503.CFFEX")]均有数据。
   print(f"{tick_overview.id}. {tick_overview.symbol}.{tick_overview.exchange.value}, {tick_overview.start}-{tick_overview.end}, count {tick_overview.count}")
   T2503.CFFEX, 2024-06-17 09:30:00.600000-2025-03-14 11:30:00, count 2066031
   TL2503.CFFEX, 2024-06-17 09:30:00.100000-2025-03-14 11:30:00, count 2528014

3. 在engine.load_data()时无数据。
   经debug，在D:\veighna_studio\Lib\site-packages\vnpy_sqlite\sqlite_database.py，选取s: ModelSelect时无结果，尤其是在DbTickData.symbol == symbol时。
   请问是否要提前合成tick级价差数据？

完整代码如下：

from vnpy.trader.constant import Interval
from vnpy.trader.optimize import OptimizationSetting
from vnpy_ctastrategy.base import BacktestingMode
from vnpy_spreadtrading.backtesting import BacktestingEngine
from vnpy_spreadtrading.strategies.statistical_arbitrage_strategy import (
StatisticalArbitrageStrategy
)
from vnpy_spreadtrading.base import LegData, SpreadData
from datetime import datetime

spread = SpreadData(
name="T-TL-Spread",
legs=[LegData("T2503.CFFEX"), LegData("TL2503.CFFEX")],
variable_symbols={"A": "T2503.CFFEX", "B": "TL2503.CFFEX"},
variable_directions={"A": 1, "B": -1},
price_formula="A-B",
trading_multipliers={"T2503.CFFEX": 1, "TL2503.CFFEX": 1},
active_symbol="T2503.CFFEX",
min_volume=1,
compile_formula=False # 回测时不编译公式，compile_formula传False，从而支持多进程优化
)

engine = BacktestingEngine()
engine.set_parameters(
spread=spread,
interval=Interval.TICK.value,
start=datetime(2024, 6, 17),
end=datetime(2025, 3, 14),
rate=0,
slippage=0,
size=300,
pricetick=0.2,
capital=1_000_000,
mode=BacktestingMode.TICK
)
engine.add_strategy(StatisticalArbitrageStrategy, {})

engine.load_data()
engine.run_backtesting()
df = engine.calculate_result()
engine.calculate_statistics()
engine.show_chart()

for trade in engine.trades.values():
print(trade)
#

setting = OptimizationSetting()
setting.set_target("sharpe_ratio")
setting.add_parameter("boll_window", 10, 30, 1)
setting.add_parameter("boll_dev", 1, 3, 1)
#

engine.run_ga_optimization(setting)
#

engine.run_bf_optimization(setting)

价差交易的Tick级别回测，需要使用DataRecorder模块自行录制价差Tick数据后才能跑