期货中证500数据不对 - 掘金量化社区 - 量化交易者的策略交流学习社区

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期货中证500数据不对Pinned highlighted

wakercy 发表在策略研究 2019-08-13 15:22:07

策略研究

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获取中证500每日收盘价：

zz500_day_data = history(symbol='CFFEX.IC', frequency='1d', start_time='2019-03-01',  end_time='2019-12-31', df=False)

其中有段返回值：

{'symbol': 'CFFEX.IC', 'frequency': '1d', 'open': 4641.0, 'high': 4658.60009765625, 'low': 4557.2001953125, 'close': 4570.60009765625, 'volume': 58172, 'amount': 53561177320.0, 'position': 61382, 'pre_close': 4616.60009765625, 'bob': datetime.datetime(2019, 8, 9, 0, 0, tzinfo=tzfile('PRC')), 'eob': datetime.datetime(2019, 8, 9, 0, 0, tzinfo=tzfile('PRC'))

close:4570,但是无论是2019-08-08 还是2019-08-09根本没有收盘价为4570的，掘金的数据是怎么整的？

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