想做缠论日内策略,需要用到秒级K线,请问vnpy里如何合成秒级K线?
可参考https://www.vnpy.com/forum/topic/4930-xiao-bai-ti-wen-ke-yi-shi-yong-tickhe-cheng-shi-miao-zhong-wu-miao-zhong-kxian-ma-qiu-jiao-qiu-jiao
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