之前写的策略里面就感觉小时数据不太对，今天测试了一下，发现第59分钟的数据，是算到下一个小时里面去的。
测试代码如下，就是简单在on_bar，on_1h_bar里面把时间写入一个文件
from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)
from vnpy.trader.constant import Interval
class xugu0516strategy(CtaTemplate):
author = "test"
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super().__init__(cta_engine, strategy_name, vt_symbol, setting)
self.kx = BarGenerator(self.on_bar, 1, self.on_1h_bar,Interval.HOUR)
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
self.load_bar(50)
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.put_event()
self.kx.update_tick(tick)
def on_bar(self, bar: BarData):
self.kx.update_bar(bar)
f = open("testbar_0516.txt", "a")
f.write('-------------t:'+str(bar.datetime) + "\n")
f.close()
def on_1h_bar(self, bar: BarData):
f = open("testbar_0516.txt", "a")
f.write('new hbar-------------t:'+str(bar.datetime) + "\n")
f.close()
def on_trade(self, trade: TradeData):
self.put_event()
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
pass
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass最后写入的文件如图，可以看到21:59的数据，实际上是合成到了22:00的小时k线里面，回测和实盘都是这样的。
