使用talib.GetRecords获取历史k线数据,发现回测时获得的结果和绘制的图表以及同期的真实K线指标三者都不一样
records = exchange.GetRecords(PERIOD_H1)
Log('records:', records[-1])
The settings of the retest, the option is Okcoin cash
Graphs drawn during the review:
The logs printed the last entry, dated July 9 at 0:00.
The real history of Okcoin:
And if you look at the graph, all three of them have very different data, and the volume of transactions is very different, and log is 0.0827272727272727273 and how is this possible?
Please tell me what the reason is, thank you.
Inventors quantify - small dreamsrecords[-1] is the last column of the K-line data. The data changes over time, so the result is an unfinished bar. talib.GetRecords determines whether this can be accessed to K-line data >_