VeighNa量化社区
你的开源社区量化交易平台
albert
Member
离线
29 帖子
声望: 0
主题：请问以下问题如何解决，vnpy 1.9.2版本

请问以下问题如何解决，vnpy 1.9.2版本

File "C:\vnpy-1.9.2-LTS\examples\CtaBacktesting\runBacktesting.py", line 16, in <module>
  from vnpy.trader.app.ctaStrategy.ctaBacktesting import BacktestingEngine, MINUTE_DB_NAME
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaBacktesting.py", line 17, in <module>
  import numpy as np
File "C:\ProgramData\Anaconda2\Lib\site-packages\numpy__init__.py", line 140, in <module>
  from . import _distributor_init

ImportError: cannot import name _distributor_init

主题：请问以下问题怎么解决？1.9.2版本

请问以下问题怎么解决？1.9.2版本

Process Process-5:

Traceback (most recent call last):
File "D:\Anaconda\lib\multiprocessing\process.py", line 267, in _bootstrap
self.run()
File "D:\Anaconda\lib\multiprocessing\process.py", line 114, in run
self._target(*self._args, self._kwargs)
File "C:\WorkSpace\CtaTrading_xzqh_DHZ_S\runCtaTrading.py", line 69, in runChildProcess
cta.loadSetting()
File "C:\vnpy\trader\app\ctaStrategy\ctaEngine.py", line 544, in loadSetting
l = json.load(f)
File "D:\Anaconda\lib\json__init__.py", line 291, in load kw)
File "D:\Anaconda\lib\json__init__.py", line 339, in loads
return _default_decoder.decode(s)
File "D:\Anaconda\lib\json\decoder.py", line 364, in decode
obj, end = self.raw_decode(s, idx=_w(s, 0).end())
File "D:\Anaconda\lib\json\decoder.py", line 382, in raw_decode
raise ValueError("No JSON object could be decoded")
ValueError: No JSON object could be decoded

主题：镍提示平昨仓位不足

用Python的交易员 wrote:

SimNow服务器问题，今昨数据处理不对。

感谢回复，我是实盘的，不是模拟盘。周末重启了电脑，删除了temp文件夹，不知道是不是这个原因？

主题：镍提示平昨仓位不足

V1.92版vnpy，镍平仓的时候提示： 错误代码：51，错误信息：CTP:平昨仓位不足
仓位是周五夜盘开的，周一早上平仓，vnpy发出的平仓单应该是平今不是平昨吧？不知为何会提示平昨仓位不足。

主题：1.9.2版本CTA strategy如何在onBar函数中获取合约当天的涨跌停价格

求助，1.9.2版本vnpy ctaStrategy，在onTick函数中可以通过tick.upperLimit获取当天的涨停价格，请问在onBar函数中如何获取涨跌停价格呢？bar变量貌似没有upperLimit字段

主题：登录一直显示用户会话超出数量，已经全部关闭了登录界面。这这么$，求大神相助

重启，有时候vnpy线程关闭登陆界面之后还是继续在占用通道

主题：V1.92版CTA Strategy问题

请问以下问题如何解决,谢谢!我同时运行两个vnpy,另外一个没有出问题.

2019-07-29 10:33:00,016 INFO: 启动CTA策略守护父进程
2019-07-29 10:33:00,017 INFO: 启动子进程
2019-07-29 10:33:00,029 INFO: 子进程启动成功
2019-07-29 10:33:01,713 INFO: 启动CTA策略运行子进程
2019-07-29 10:33:01,714 INFO: 事件引擎创建成功

Process Process-1:

Traceback (most recent call last):
File "c:\Anaconda2\lib\multiprocessing\process.py", line 267, in _bootstrap
self.run()
File "c:\Anaconda2\lib\multiprocessing\process.py", line 114, in run
self._target(*self._args, **self._kwargs)
File "C:\CtaTrading\runCtaTrading.py", line 51, in runChildProcess
me = MainEngine(ee)
File "C:\vnpy\trader\vtEngine.py", line 39, in init
self.dataEngine = DataEngine(self.eventEngine)
File "C:\vnpy\trader\vtEngine.py", line 428, in init
self.loadContracts()
File "C:\vnpy\trader\vtEngine.py", line 549, in loadContracts
d = f['data']
File "c:\Anaconda2\lib\shelve.py", line 122, in getitem
value = Unpickler(f).load()
EOFError

主题：穿透式监管 user product info字段

关于穿透式监管，信息采集成功之后，中信建投和东海期货都让我在登陆时加入user product info字段，请问这个字段怎么加，论坛里没看到过，谢谢

主题：导入策略报错和CTP接口不存在

想请问两个问题：

  1. 看穿式监管提示 “接口不存在：CTP” 是我的地址输入错了还是券商那边把测试用的接口关了？
  2. 这个ImportError研究了半天都没解决，在单独的python脚本里面import numpy是没有问题的。

vnpy1.9.2最新版，Anaconda2 2019年3月版，runCtaTrading时报如下错误：

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyAtrRsi:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyAtrRsi.py", line 14, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init.py", line 142, in <module>
from . import core
File "D:\Anaconda\lib\site-packages\numpy\core\init__.py", line 71, in <module>
raise ImportError(msg)
ImportError:

IMPORTANT: PLEASE READ THIS FOR ADVICE ON HOW TO SOLVE THIS ISSUE!

Importing the multiarray numpy extension module failed. Most
likely you are trying to import a failed build of numpy.
Here is how to proceed:

  • If you're working with a numpy git repository, try git clean -xdf
    (removes all files not under version control) and rebuild numpy.
  • If you are simply trying to use the numpy version that you have installed:
    your installation is broken - please reinstall numpy.

  • If you have already reinstalled and that did not fix the problem, then:

    1. Check that you are using the Python you expect (you're using D:\Anaconda\python.exe),
      and that you have no directories in your PATH or PYTHONPATH that can
      interfere with the Python and numpy versions you're trying to use.

    2. If (1) looks fine, you can open a new issue at
      https://github.com/numpy/numpy/issues. Please include details on:

      • how you installed Python
      • how you installed numpy
      • your operating system
      • whether or not you have multiple versions of Python installed
      • if you built from source, your compiler versions and ideally a build log

      Note: this error has many possible causes, so please don't comment on
      an existing issue about this - open a new one instead.

Original error was: DLL load failed: ????????????顣

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyBollChannel:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyBollChannel.py", line 23, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyDoubleMa:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyDoubleMa.py", line 10, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyDualThrust:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyDualThrust.py", line 11, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import CtaTemplate, BarGenerator
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyKingKeltner:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyKingKeltner.py", line 14, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyMultiSignal:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyMultiSignal.py", line 12, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (TargetPosTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyMultiTimeframe:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyMultiTimeframe.py", line 9, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

Failed to import strategy file vnpy.trader.app.ctaStrategy.strategy.strategyTurtleTrading:
Traceback (most recent call last):
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy__init.py", line 20, in loadStrategyModule
module = importlib.import_module(moduleName)
File "D:\Anaconda\lib\importlib\init.py", line 37, in import_module import(name)
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\strategy\strategyTurtleTrading.py", line 11, in <module>
from vnpy.trader.app.ctaStrategy.ctaTemplate import (CtaTemplate,
File "C:\vnpy-1.9.2-LTS\vnpy\trader\app\ctaStrategy\ctaTemplate.py", line 8, in <module>
from vnpy.trader.vtUtility import BarGenerator, ArrayManager
File "C:\vnpy-1.9.2-LTS\vnpy\trader\vtUtility.py", line 4, in <module>
import numpy as np
File "D:\Anaconda\lib\site-packages\numpy\init__.py", line 140, in <module>
from . import _distributor_init

ImportError: cannot import name _distributor_init

2019-05-24 18:40:05,967 INFO: 启动CTA策略运行子进程
2019-05-24 18:40:05,967 INFO: 事件引擎创建成功
2019-05-24 18:40:05,977 INFO: 主引擎创建成功
2019-05-24 18:40:05,977 INFO: 注册日志事件监听
2019-05-24 18:40:05,989 INFO: 连接CTP接口
2019-05-24 18:40:06,003 INFO: MAIN_ENGINE MongoDB连接成功
2019-05-24 18:40:06,003 INFO: MAIN_ENGINE 接口不存在：CTP
2019-05-24 18:40:15,996 INFO: CTA策略载入成功
2019-05-24 18:40:15,997 INFO: CTA策略初始化成功
2019-05-24 18:40:15,999 INFO: CTA策略启动成功
2019-05-24 18:40:16,005 INFO: CTA_STRATEGY 找不到策略类：DoubleMaStrategy

主题：使用python3编译1.9.2版穿透式监管ctp-api

求回复

主题：使用python3编译1.9.2版穿透式监管ctp-api

张国平 wrote:

@albert
问问用python3跑vnpy1.9修改地方多吗？
我有些策略引用库要用python3，不过实盘vnpy1.9；

不多，一点语法问题

主题：使用python3编译1.9.2版穿透式监管ctp-api

我一直使用python3跑vnpy1.9版，之前在vnpy\api\ctp文件夹中有py3文件夹为python3编译ctp接口，请问刚更新的vnpy1.9版本有提供使用python3编译ctp接口的方法吗？

主题：PTA$不到14：59这根bar

用Python的交易员 wrote:

其他的郑商所品种都能收到？

郑商所的品种都有这个问题,收不到14:59这一根bar

主题：PTA$不到14：59这根bar

PTA收不到14：59这根bar，请问有朋友遇到过吗？父进程自动在15：01把子进程关掉，其他品种都没问题，只有PTA缺最后一分钟bar

主题：1.9版CTA策略本地停止单执行问题

vnpy1.9版本CTA策略停止单两个问题

  1. 如果停止单触发下单之后一段时间没有执行的话，会撤单吗，什么时候撤单，撤单之后还会追单吗？
  2. 如果停止单触发下单之后，部分成交，接下来会撤单还是追单？
    谢谢！
主题：1.9版本可以一个CTA实例同时对两个账户下单吗？

请问1.9版本可以一个CTA实例同时对两个账户下一样的单吗？

主题：关于实盘交易的日常运维的问题

用Python的交易员 wrote:

关闭交易系统主要是为了清空系统内部（接口层、引擎层）的缓存状态，策略层的缓存状态一般倒是不太容易出问题的（除非你逻辑写错了）

请问使用runCtaTrading中的runParentProcess是不是相当于每次收盘都重启了策略层呢？

主题：CTP更新版本，会影响vnpy交易吗

用Python的交易员 wrote:

我们5月会先提供v2.0的CTPSE支持，随后也会提供v1.9.2的支持

感谢回复，可以简要说一下1.92版什么地方需要修改吗？

主题：CTP更新版本，会影响vnpy交易吗

收到期货公司通知由于监管需求，CTP接口升级了，貌似是6.3.13版，vnpy1.9版本会支持新版CTP接口吗？是否需要进行更新？

主题：关于DataEngine.loadContract()的小疑问

用Python的交易员 wrote:

这里是向CTP服务器发起的查询请求，传入的空字典是参数（空字典代表查询所有合约），CTP服务器收到请求后，会通过onRspQryInstrument异步返回查询结果

那么假如是本地跑回测的话，还可以调用getContract函数吗？

© 2015-2022 微信 18391752892
备案服务号：沪ICP备18006526号

沪公网安备 31011502017034号
【用户协议】
【隐私政策】
【免责条款】