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puddingsmall avatar puddingsmall commented on June 16, 2024

问题3. 发生主力切换时发现on_init 和 on_session_begin 获取的主力合约代码不一致
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puddingsmall avatar puddingsmall commented on June 16, 2024

问题4. 是个老问题，hft on_sesson_end有概率不触发，解决方案是增加订阅一个国债主力期货

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puddingsmall avatar puddingsmall commented on June 16, 2024

问题5. 严格来说不算是问题，但是需要注意，hft 8.59 报单会被过滤掉实际并没有报出去, 但如果是20.59报单，会报出去，然后返回一个撤单回报

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puddingsmall avatar puddingsmall commented on June 16, 2024

问题1 补充一下不止on_session_end, 所有非交易时间使用 user_save_data好像实际都不会写入本地， 2024.05.25 04:00:10 触发hft on_channel_lost 但实际也没有写入本地，这个很容易出问题有些信息会遗失

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