Backtesting needs to go back to a certain time point in history and a point after a fixed time period.
Therefore, it is necessary to be able to locate the historical time and perform heartbeat according to the time period.
code show as below:
# Source: https://blog.csdn.net/bitquant
#K线周期及其时间差
KLDICT = {
"1min":60,"3min":180,"5min":300,"10min":600