The GetRecords function differs between the real disk and the retest, especially in the PERIOD_D1 time, the real disk is the exchange returns all the historical data it saves, returning the most recent 3000 items unless the limit of the length of the K line is exceeded, while the inventor's quantized retest returns only data within the test time period, especially the GetRecords () array data read at the beginning of the test time. The longer the time, the longer the start, there is no way to form enough parameters for EMA and other indicators, so that the program has a big difference in the time of development of the return test and the real disk. See if it can be consistent with the real disk return.
Inventors quantify - small dreamsHello, how are you? In the real disk, each exchange's GetRecords function visits a K-line interface. The number of bars in the K-line data obtained also varies, with some exchanges returning more and some exchanges returning less. If you need to calculate a large parameter at the beginning, you can use the method of pre-retest time to allow the policy to run a session before collecting enough K-strings.