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希望能支持期货指数数据! #4

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zfsamzfsam opened this issue Jul 5, 2019 · 3 comments
Open

希望能支持期货指数数据! #4

zfsamzfsam opened this issue Jul 5, 2019 · 3 comments

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@zfsamzfsam
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支持期货指数数据,eg:通达信的IFL9/IHL9/ICL9
支持在期货指数数据上进行策略运算,在主力合约上下单!!!

@zhugf
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zhugf commented Jul 10, 2019

期货主力, 已经通过$ru, $SR格式, 在配置文件中支持.

这样就可以在不修改源代码的情况下, 自动匹配到当前主力

@zhugf zhugf closed this as completed Jul 10, 2019
@zhugf
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zhugf commented Jul 10, 2019

期货指数数据, 目前还不支持, 需要后续慢慢实现

@zhugf zhugf reopened this Jul 10, 2019
@zfsamzfsam
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期货指数的生成,可以参考:
https://github.com/QuantBox/XAPI2/blob/master/Synthetic.md

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