vnpy/vn.trader/dataRecorder/DR_setting.json
chenxy123 005df0bcd6 1. 修复CTA回测功能里TICK回测的撮合bug(之前偷懒忘记了)
2. 行情记录引擎增加单独的数据插入线程和队列,用于解决事件引擎线程阻塞的问题
2016-06-13 22:48:23 +08:00

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JSON

{
"working": false,
"tick":
[
["m1609", "XSPEED"],
["IF1606", "SGIT"],
["IH1606", "SGIT"],
["IH1606", "SGIT"],
["IC1606", "SGIT"],
["IC1606", "SGIT"],
["600036", "LTS", "SZSE"],
["EUR.USD", "IB", "IDEALPRO", "USD", "外汇"]
],
"bar":
[
["IF1605", "SGIT"],
["IF1606", "SGIT"],
["IH1606", "SGIT"],
["IH1606", "SGIT"],
["IC1606", "SGIT"],
["IC1606", "SGIT"]
],
"active":
{
"IF0000": "IF1605",
"IH0000": "IH1605",
"IC0000": "IC1605"
}
}