dump update have issue when updating symbols with missing bars
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@SunsetWolf is already working on this.
Since May 6, 2022.
bug
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- Python
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Description
🐛 Bug Description
I am trying highfreq data and found that the pred result only consist 1/4 of all symbols. The reason appears to be the dump_update cannot properly handle the case that some symbols has missing bars (0 volumes during certain time), thus these symbols are not updated. Please fix this.
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