对登录时刻前的tick数据进行过滤 #4
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才发现你提交了这个 |
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好吧.反正我是过滤掉了... |
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其实在OQ中有IMarketDataFilter可以进行过滤，所以生成的Bar不会有问题 |
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自己过滤下不就好了么额？ On Sat, Dec 21, 2013 at 8:48 AM, 伍侃 notifications@github.com wrote:
Best Regards, SHE Wenhao Master of Financial Engineering |
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登录时刻ctp服务器会发送一次历史数据,这个数据不应该回调,数据历史信息.去掉后,对于QD盘前登录,不会产生多余的bar出来.个人认为这个数据也不应该回调出来,对于OQ来说.