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
请问以下问题怎么解决?1.9.2版本
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
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。
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
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
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
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
想请问两个问题:
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:
git clean -xdf
If you have already reinstalled and that did not fix the problem, then:
If (1) looks fine, you can open a new issue at
https://github.com/numpy/numpy/issues. Please include details on:
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
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
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
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
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
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
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
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
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?
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
vnpy1.9版本CTA策略停止单两个问题
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?
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?
1.9版本,BarGenerator使用5分钟周期,self.bg = BarGenerator(self.onBar, 5, self.onXminBar)
ArrayManager初始化 self.am = ArrayManager(100)
在初始化size这里输入100的话,请问vnpy会从数据库里面提取100根1分钟的bar还是500根1分钟的bar来初始化指标?
请问1.9版本通过命令行直接运行CTA Trading,
请问调用DataEngine中的getContract函数时,是从本地硬盘读入合约信息还是从交易所获取?如果从本地硬盘读入的话,数据是存在哪里的,什么时间获取的?
我需要每个tick都调用getContract函数来获取合约信息,比如priceTick,如果在本地某文件中保存合约priceTick信息,程序开启时把合约信息读入内存,每个tick从内存中读取合约信息,会不会比执行getContract函数更快?多谢!
请问CTA模块中是否有自带的变量存储合约的最小变动价位数据?
请问原油期货平仓的时候,每次都提示平昨仓位不足,是怎么回事?跟其他品种一样的配置,没有特别设置一定要平昨仓,其他品种开平仓都正常,只有原油期货平仓有问题,下单没有问题,我用的是1.9版本。
请问tdPenalty功能锁仓后会自动解锁吗?我在position数据页没有看到储存锁仓相关的变量。另外还想问一下tdPenalty是在哪个文件里面实现的,我用的是1.9版本