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billpwchan / futu_algo

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Apache License 2.0
377 stars 130 forks source link

Switch from StockQuoteHandlerBase to RTDataHandlerBase #2

Closed billpwchan closed 3 years ago

billpwchan commented 3 years ago

StockQuote Handler Base will push a message to subscriber everytime the price is changed. RTData Handler Base will push a message every 1 minute.

To use strategies like MACD crossover, it is better to use RTDat than StockQuote which is less sensitive in real-time.

billpwchan commented 3 years ago

RTDataHandler pushes high-frequent data to the client side. Need to "UPDATE" the dataframe instead of concat it at the end.

billpwchan commented 3 years ago

Added support for RTDataHandler & CurKlineHandler