Shulou(Shulou.com)06/03 Report--

In the previous article, a friend left a message and asked that sometimes after 3 p.m., vnpy could not strive to generate indicator data in the night market. Because I failed to answer the message, I wrote a special article.

In fact, the reason is that trading ends at 3pm, and night trading is actually the next day. After that, the ctp interface will send some non-market data, such as futures market notification, margin adjustment, some information about your trading account, and so on.

How to eliminate it? in fact, the best thing is to close vnpy after 3 o'clock and manually run it in examples\ DataRecording\ runDataRecording.py; and python runDataRecording.py directly.

Before running, first write down the varieties to be cleaned, in DR_setting.json, add the varieties to be cleaned.

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