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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

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

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

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

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:

  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

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

  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!

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,

  1. 一个vnpy线程在计算指标和下单速度不受影响的话,最多可以同时运行多少CTA策略实例?
  2. 比如一个vnpy线程最多运行100个策略实例可以保证计算和下单不受影响,那同时开两个vnpy线程每个运行100个CTA策略实例,跟开一个vnpy线程运行200个实例相比,速度上会有多大优势呢?
    谢谢!

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

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