A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
5.33k
stars
1.61k
forks
source link
为什么instrument设计order_book_id 和 trading_code, ctp交易的时候 order_book_id 和交易所代码不一致,无法subscribe #806
Closed
louis-xuy closed 1 year ago
rqalpha订阅期货数据是通过order_book_id, 而交易所对应的代码是trading_code 字段,