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原因查到了,都是889历史数据导致该问题出现,最好的办法就是不要下载889历史就行了

mongodb db_bar_data默认以UTC储存日期,格式如下2010/1/4 UTC 上午12:00:00
请教各位,要怎样把策略实例里面bar.datetime做成db_bar_data的datetime UTC格式,以便访问db_bar_data某一条指定日期的记录?

公众号获取到rsj_tool.py 和rsj_dmi_strategy.py两个文件,放入C:\Users\ccc\strategies里,打开CTA回测触发如下异常,请问该如何让rsj_dmi_strategy正常运行?

description

现在的版本是
description

11:48:19 初始化CTA回测引擎
11:48:19 策略文件strategies.rsj_dmi_strategy加载失败,触发异常:
Traceback (most recent call last):
File "C:\vnstudio\lib\site-packages\vnpy_ctabacktester\engine.py", line 107, in load_strategy_class_from_module
module = importlib.import_module(module_name)
File "C:\vnstudio\lib\importlib__init__.py", line 127, in import_module
return _bootstrap._gcd_import(name[level:], package, level)
File "<frozen importlib._bootstrap>", line 1006, in _gcd_import
File "<frozen importlib._bootstrap>", line 983, in _find_and_load
File "<frozen importlib._bootstrap>", line 967, in _find_and_load_unlocked
File "<frozen importlib._bootstrap>", line 677, in _load_unlocked
File "<frozen importlib._bootstrap_external>", line 728, in exec_module
File "<frozen importlib._bootstrap>", line 219, in _call_with_frames_removed
File "C:\Users\ccc\strategies\rsj_dmi_strategy.py", line 15, in <module>
from rsj_tool import NewArrayManager, DailyBarGenerator
ModuleNotFoundError: No module named 'rsj_tool'

11:48:19 策略文件加载完成
11:48:19 RQData数据接口初始化成功

description
历史数据更新中,进度23%,触发异常,是什么问题?如何解决?

解决了,在全局配置里面去掉rqdata的密码就能可以正常进行CTA回测。

Traceback (most recent call last):
File "c:\vnstudio\lib\site-packages\vnpy\trader\ui\mainwindow.py", line 281, in open_widget
widget = widget_class(self.main_engine, self.event_engine)
File "c:\vnstudio\lib\site-packages\vnpy_ctabacktester\ui\widget.py", line 51, in init
self.backtester_engine.init_engine()
File "c:\vnstudio\lib\site-packages\vnpy_ctabacktester\engine.py", line 64, in init_engine
self.init_rqdata()
File "c:\vnstudio\lib\site-packages\vnpy_ctabacktester\engine.py", line 70, in init_rqdata
result = rqdata_client.init()
File "c:\vnstudio\lib\site-packages\vnpy\trader\rqdata.py", line 66, in init
df = rqdata_all_instruments()
File "c:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 139, in wrap
return func(args, **kwargs)
File "c:\vnstudio\lib\site-packages\rqdatac\services\basic.py", line 379, in all_instruments
ins_ret = filter(cond, get_instrument_list(market))
File "c:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 119, in wrapper
value = user_function(
args, kwargs)
File "c:\vnstudio\lib\site-packages\rqdatac\services\basic.py", line 134, in _all_cached_instruments_list
return _all_instruments_list(market)
File "c:\vnstudio\lib\site-packages\rqdatac\services\basic.py", line 112, in _all_instruments_list
ins = [Instrument(i) for i in get_client().execute("all_instruments", market=market)]
File "c:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 67, in wrap
return func(*args,
kwargs)
File "c:\vnstudio\lib\site-packages\rqdatac\connection_pool.py", line 27, in execute
return conn.execute(method, *args, **kwargs)
File "rqdatac\connection.py", line 117, in rqdatac.connection.Connection.execute
File "rqdatac\connection.py", line 87, in rqdatac.connection.Connection._read_one_packet
rqdatac.share.errors.QuotaExceeded: Quota exceeded

打开CTA回测触发异常,rqdata流量限额,无法进行CTA回测,有没有什么办法继续进行CTA回测?

xiaohe wrote:

用print就行了,可以用run.py打开vnstation
run.py现在是在哪个文件夹里?用run.py打开vnstation的操作步骤是怎样的,请具体指点。

C:\vnstudio\Lib\site-packages\vnpy_ctastrategy\strategies\atr_rsi_strategy.py在这里面加一句print(bar.datetime),代码如下,请问,回测的时候要如何能看到这句的输出?

def on_bar(self, bar: BarData):
        """
        Callback of new bar data update.
        """
        self.cancel_all()
        print(bar.datetime)
        am = self.am
        am.update_bar(bar)
        if not am.inited:
            return

新手入门,最重要的内容没有写出来,就是在策略的on_bar函数里交易逻辑中如何调试自己写的代码是不是想要的结果,能写这一个教程吗?

楼主,按你的安装步骤,在刚装Ubuntu20.04系统下,vnpy2.1.3仍未安装成功。你是pip清华源还是默认官方下载安装模块?是否安装了anaconda3?翻墙否?

lei@ubuntu:~/vnpy2$ sudo apt-get update
Hit:1 http://dl.google.com/linux/chrome/deb stable InRelease
Hit:2 http://mirror.lzu.edu.cn/ubuntu focal InRelease
Hit:3 http://mirror.lzu.edu.cn/ubuntu focal-updates InRelease
Hit:4 http://mirror.lzu.edu.cn/ubuntu focal-backports InRelease
Hit:5 http://mirror.lzu.edu.cn/ubuntu focal-security InRelease
Reading package lists... Done
W: Target Sources (main/source/Sources) is configured multiple times in /etc/apt/sources.list:2 and /etc/apt/sources.list:7
W: Target Sources (main/source/Sources) is configured multiple times in /etc/apt/sources.list:2 and /etc/apt/sources.list:7
lei@ubuntu:~/vnpy2$ sudo apt-get install build-essential
Reading package lists... Done
Building dependency tree
Reading state information... Done
build-essential is already the newest version (12.8ubuntu1).
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
lei@ubuntu:~/vnpy2$ ./configure
bash: ./configure: No such file or directory
lei@ubuntu:~/vnpy2$
why??

vincent727 wrote:

没有看到可以执行的vnpy 的configure文件。你的系统应该还是缺少一些模块。make install源码安装有时是挺折腾的,上次我装个模块, 折腾了好久,最后照着网上的一个建议,最后用了autoconf, autoreconf, 时间久了都忘了怎么折腾了。
你网上再搜索一下。 一般应该四步就装成功

你换一个目录,重新解压,然后再按照上面的正确步骤试一边。

主机环境: ubuntu 20.04 64 bit
源码 : vnpy 1.9.2-LTS
缺少模块,求指点
h@h-ThinkPad-R400:~/桌面/vnpy/examples/VnTrader$ python run.py
Traceback (most recent call last):
  File "run.py", line 28, in <module>
    from vnpy.trader.gateway import (
  File "/home/h/anaconda2/lib/python2.7/site-packages/vnpy-1.9.2-py2.7.egg/vnpy/trader/gateway/miniGateway/init.py", line 5, in <module>
    from .miniGateway import MiniGateway
  File "/home/h/anaconda2/lib/python2.7/site-packages/vnpy-1.9.2-py2.7.egg/vnpy/trader/gateway/miniGateway/miniGateway.py", line 16, in <module>
    from vnpy.api.mini import MdApi, TdApi, defineDict
  File "/home/h/anaconda2/lib/python2.7/site-packages/vnpy-1.9.2-py2.7.egg/vnpy/api/mini/init.py", line 4, in <module>
    from .vnctpmd import MdApi
ImportError: No module named vnctpmd

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