请教回测时,为什么quote数据在两天时间里才更新了570次呀?不是一秒更新两次么?
#!/usr/bin/env python # -*- coding: utf-8 -*- from datetime import datetime,date from tqsdk import TqApi,TqSim,TqBacktest,BacktestFinished, TargetPosTask api=TqApi(TqSim(), backtest=TqBacktest(start_dt=date(2020, 5, 6), end_dt=date(2020, 5, 7))) SYMBOL = "SHFE.rb2010" # CLOSE_HOUR, CLOSE_MINUTE = 14, 50 # 平仓时间 target_pos = TargetPosTask(api, SYMBOL) quote = api.get_quote(SYMBOL) iii=0 print("策略开始运行") while True: api.wait_update() if api.is_changing(quote, "datetime"): iii=iii+1 print(iii) now = datetime.strptime(quote.datetime, "%Y-%m-%d %H:%M:%S.%f") print(now) if now.hour == CLOSE_HOUR and now.minute >= CLOSE_MINUTE: # print("临近本交易日收盘: 平仓") target_pos.set_target_volume(0)