Skip to content

QUANTAXIS 1.5.9
Compare
Choose a tag to compare
@yutiansut yutiansut released this 13 Aug 08:10
· 1423 commits to master since this release
1.5.9
0730d1c
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
  1. 修改 QAUser的订阅模式

从之后的版本开始 , 增强对于QAUser的使用率:

订阅品种 user.sub_code/ user.unsub_code
订阅策略 user.subscribe_strategy/ user.unsubscribe_stratgy

  1. 优化周线采样结构

周线的resample的修改 使用本周最后一个交易日期作为index

  1. 增加对于tb/快期的 分钟线采样模式的适配

tb/快期 采用的是 小时模式, 即会出现空心bar的情况 针对这种采样规则, 增加

QA.QA_data_futuremin_resample_tb_kq 函数

data =QA.QA_fetch_future_min_adv('RBL8','2019-07-01','2019-08-01','15min')
data.add_funcx(QA.QA_data_futuremin_resample_tb_kq, '60min')
Assets 2
Loading