如果历史数据采用1m Bar 数据,就可以执行,如果历史数据采用 tick 数据,就报错:
0:16:05 历史数据加载完成,数据量:111714
20:16:05 触发异常,回测终止
20:16:05 Traceback (most recent call last):
File "/usr/local/lib/python3.9/site-packages/vnpy_ctastrategy/backtesting.py", line 228, in run_backtesting
self.callback(data)
File "/Users/apple/projects/quantitative/vnpy/strategies/demo_strategy.py", line 83, in on_bar
am.update_bar(bar)
File "/usr/local/lib/python3.9/site-packages/vnpy/trader/utility.py", line 475, in update_bar
self.close_array[-1] = bar.close_price
AttributeError: 'TickData' object has no attribute 'close_price'