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?
历史数据更新中,进度23%,触发异常,是什么问题?如何解决?
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?
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
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