yinjin1314

create_continuous_future did not matching my volume

1

Hello, i ingest the future data and they are good at datapotal,but the create_continuous_future in volume are strange,Please help..thank you. bundle_name = 'future_data3' trading_calendar = get_calendar('XSHG') bundle_data = bundles.load(bundle_name) data...

create_continuous_future did not matching my volume

1

Hello, i ingest the future data and they are good at datapotal,but the create_continuous_future in volume are strange.They are not always the highest volume in every month,only use few of...