那如何做到1秒内并发运行完几十个策略呢?谢谢
还有CTP接口哪里查询全市场可以交易的合约呢
vnpy如何合成指数,有合成指数的模块吗,能订阅实时的指数数据吗,指数合约的计算公式是什么
09:32:10 初始化CTA回测引擎
09:32:10 策略文件加载完成
09:32:10 RQData数据接口初始化成功
09:32:27 ----------------------------------------
09:32:27 IF88.CFFEX-1m开始下载历史数据
09:32:27 数据下载失败,触发异常:
Traceback (most recent call last):
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\vnpy\app\cta_backtester\engine.py", line 365, in run_downloading
data = rqdata_client.query_history(req)
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\vnpy\trader\rqdata.py", line 136, in query_history
adjust_type="none"
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\decorators.py", line 131, in wrap
return func(args, **kwargs)
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\services\get_price.py", line 117, in get_price
pf = get_minbar(order_book_ids, start_date, end_date, fields, duration, market)
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\services\get_price.py", line 433, in get_minbar
"get_minbar_v", order_book_ids, start_date, end_date, fields, duration, market
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\decorators.py", line 59, in wrap
return func(args, **kwargs)
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\connection_pool.py", line 25, in execute
with self._get_connection() as conn:
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\contextlib.py", line 112, in enter
return next(self.gen)
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\connection_pool.py", line 36, in _get_connection
conn = self._ensure_connection()
File "D:\ProgramData\Anaconda3\envs\vnpy\lib\site-packages\rqdatac\connection_pool.py", line 52, in _ensure_connection
if conn.is_nomal():
AttributeError: 'Connection' object has no attribute 'is_nomal'
就是回测过程中每隔一天调整一下参数跑回测,谢谢
信息通知,代码:200,内容: No security definition has been found for the request
69067924,IDEALPRO,XAUUSD,伦敦金,为什么订阅不了,在IB TWS上是有数据权限的啊,可以看到数据,vnpy上怎么订阅不了的,