Micro-sheep / Micro-sheep/efinance

Future minutes data is wrong in some day

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Python
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Description

ef.futures.get_quote_history('115.TAM', klt=5, beg='20230321')

期货名称 | 期货代码 | 日期 | 开盘 | 收盘 | 最高 | 最低 | 成交量 | 成交额 | 振幅 | 涨跌幅 | 涨跌额 | 换手率
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | --
PTA主力 | TAM | 2023-03-21 21:05 | 1169690624 | 1169711104 | 1169715200 | 1169670144 | 166815 | 4916038064 | 771.24 | 20022342.00 | 1.169705e+09 | 0.0
PTA主力 | TAM | 2023-03-21 21:10 | 1169707008 | 1169698816 | 1169723392 | 1169682432 | 67033 | 1975462496 | 0.00 | 0.00 | -1.228800e+04 | 0.0
PTA主力 | TAM | 2023-03-21 21:15 | 1169702912 | 1169686528 | 1169702912 | 1169678336 | 45227 | 1330048942 | 0.00 | 0.00 | -1.228800e+04 | 0.0
PTA主力 | TAM | 2023-03-21 21:20 | 1169682432 | 1169690624 | 1169707008 | 1169674240 | 35539 | 1046978944 | 0.00 | 0.00 | 4.096000e+03 | 0.0
PTA主力 | TAM | 2023-03-21 21:25 | 1169686528 | 1169661952 | 1169690624 | 1169645568 | 64406 | 1893610578 | 0.00 | 0.00 | -2.867200e+04 | 0.

Same problem in 15min data in 2023-03-21

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reproducing the issue with efinance's ef.futures.get_quote_history entry point for 115.TAM, using 5-minute and 15-minute intervals from 20230321. Inspect how the returned historical values are obtained and transformed. Done means the affected records no longer contain the incorrect values shown in the report.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
28/100

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