我想测试一下日K线,
直接拿demo的代码改的,大概如下:
class testStrategy(CtaTemplate):
""""""
author = '用Python的交易员'
parameters = ['kk_length', 'kk_dev', 'fixed_size']
variables = ['kk_up', 'kk_down']
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(testStrategy, self).__init__(
cta_engine, strategy_name, vt_symbol, setting
)
self.bg = BarGenerator(self.on_bar,6,self.on_6hour_bar,interval = Interval.HOUR)
self.am = ArrayManager()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.load_bar(10)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("策略启动")
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("策略停止")
def on_tick(self, tick: TickData):
"""
Callback of new tick data update.
"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData):
"""
Callback of new bar data update.
"""
self.bg.update_bar(bar)
def on_6hour_bar(self, bar: BarData):
""""""
am = self.am
am.update_bar(bar)
if not am.inited:
return
print(bar.datetime)
self.put_event()
按理来说,螺纹钢每天6小时,合成起来不是刚好是日线么?我怎么看打印出来的时间是这样,比如它的时间一天有9:00和21:00两个时间,9:00-21:00,也不是6小时呀,
请问问题出在哪儿,谢谢。