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希望新版的合约服务和行情服务,能够考虑回测场景 #377

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zfsamzfsam opened this issue Jul 13, 2020 · 0 comments

zfsamzfsam commented Jul 13, 2020

eg:
	股票:订阅指定板块的个股,个股会随着时间变化,尽管是缓慢变化的!!!
	期货:订阅指数合约同时订阅主力合约,主力合约随着时间变化!!!
	期权:往往只需要指定标的资产/到期月份,就可以订阅一系列期权合约,也是随着时间变化的!!!


标的的动态订阅/退订,用于回测&实盘!!!
	尤其是期权回测,标的必须能动态变更,而不是在开始的时候就固定不变!!!
		
	a.打包(多合约)订阅:回测/实盘时,根据标的Filter规则和实际可订阅标的列表来
		
	b.回测时,动态订阅和退订合约数据,从而进行回测

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