You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
The user should receive a warning when using DataMappingMode.OPEN_INTEREST or DataMappingMode.OPEN_INTEREST_ANNUAL for a continuous future, if the selected future instrument doesn't have open interest data available.
Actual Behavior
No warning is received, which can lead to confusion, as the continuous future is constructed differently from what the user might expect.
Potential Solution
Either provide open interest data for these futures or submit a clear warning message to inform the user that open interest data is unavailable for the requested instrument and a different data mapping mode should be selected.
Expected Behavior
The user should receive a warning when using
DataMappingMode.OPEN_INTEREST
orDataMappingMode.OPEN_INTEREST_ANNUAL
for a continuous future, if the selected future instrument doesn't have open interest data available.Actual Behavior
No warning is received, which can lead to confusion, as the continuous future is constructed differently from what the user might expect.
Potential Solution
Either provide open interest data for these futures or submit a clear warning message to inform the user that open interest data is unavailable for the requested instrument and a different data mapping mode should be selected.
Reproducing the Problem
Run this backtest.
System Information
QC Cloud
Checklist
master
branchThe text was updated successfully, but these errors were encountered: