How to trigger TimeSeriesEngine without waiting for next window data
Summary The problem lies in the delayed aggregation of 5-minute K-line data into 1-hour K-lines using DolphinDB’s TimeSeriesEngine. The current implementation waits for the next window’s data to arrive before triggering the aggregation, resulting in a significant delay. This delay is unacceptable for live trading. Root Cause The root cause of the issue is the … Read more