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qmhedging avatar qmhedging commented on September 6, 2024

#!/usr/bin/env python

coding:utf-8

from PoboAPI import *

import datetime

#开始时间,用于初始化一些参数

def OnStart(context) :

print "I'm starting..."

#设定一个全局变量品种

#查询期权合约列表

oplist = GetOptionContracts('510050.SHSE',datetime.datetime(2018,3,3),2)

print str(oplist)

有反映说 得将回测的起始日期设为期权上市的后一天,否则会出现查询该合约列表无返回的问题

是个bug

from poboquant.

qmhedging avatar qmhedging commented on September 6, 2024

已经解决

from poboquant.

Related Issues (20)

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