用Python的交易员 wrote:
- 是一个地方
- 数据唯一性的维护基于三个字段:vt_symbol datetime interval
用Robo 3T 查看数据,在vnpy从vnpy1.8,升级伟vnpy_master后,Robo 3T是不是要做些什么调整?
用Python的交易员 wrote:
MongoDB是数据库,你无法控制数据具体去哪个文件保存,然后VNTrader使用的表名是固定的,不支持更改。
你可以把本地数据库的数据,转化成VNTrader中的格式后,放入数据库保存
通过CSV格式上传的数据和通过行情订阅下载的数据是否存放在同一个地方?是否会互相覆盖?同一个品种。
如题,
行情记录过程中,数据下载到了哪里。
怎么才能和本地原有的数据接上?
用Python的交易员 wrote:
本地代码要加上交易所后缀:j1909.DCE
已解决。谢谢~
wave_reco_strategy: 触发异常已停止
Traceback (most recent call last):
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 556, in call_strategy_func
func()
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\strategies\wave_reco_strategy.py", line 108, in on_init
self.load_bar(self.init_days)
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\template.py", line 230, in load_bar
self.cta_engine.load_bar(self.vt_symbol, days, interval, callback)
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 507, in load_bar
symbol, exchange = extract_vt_symbol(vt_symbol)
File "C:\vnstudio\lib\site-packages\vnpy\trader\utility.py", line 20, in extract_vt_symbol
symbol, exchange_str = vt_symbol.split('.')
ValueError: not enough values to unpack (expected 2, got 1)
wve_co_strategy: 行情订阅失败,找不到合约j1909
用Python的交易员 wrote:
现在的load_bar函数并不会直接返回数据,而是在加载完成后由引擎负责执行on_bar推送了,所以这里init_data拿到的是None
解决,感谢vnpy 主
以下代码以前在vnpy1.8中是可以正常跑的,为什么在vnpy2.05中就会报错。
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\strategies\wave_reco_strategy.py", line 109, in on_init
print(len(init_data))
TypeError: object of type 'NoneType' has no len()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("策略初始化")
# 载入历史数据,并采用回放计算的方式初始化策略数值
init_data = self.load_bar(self.init_days)
print(len(init_data))
用Python的交易员 wrote:
数据库结构改变,请删除C:\users\administrator.vntrader\database.db后,重启即可
找到了,已解决,感谢vnpy主
用Python的交易员 wrote:
数据库结构改变,请删除C:\users\administrator.vntrader\database.db后,重启即可
没有找到database.db或者 是databases.db;都没有找到诶
如题,出现以下错误提示:
Traceback (most recent call last):
File "C:\vnstudio\lib\site-packages\vnpy\app\csv_loader\ui\widget.py", line 124, in load_data
datetime_format
File "C:\vnstudio\lib\site-packages\vnpy\app\csv_loader\engine.py", line 137, in load
datetime_format=datetime_format,
File "C:\vnstudio\lib\site-packages\vnpy\app\csv_loader\engine.py", line 105, in load_by_handle
database_manager.save_bar_data(bars)
File "C:\vnstudio\lib\site-packages\vnpy\trader\database\database_sql.py", line 368, in save_bar_data
self.class_bar.save_all(ds)
File "C:\vnstudio\lib\site-packages\vnpy\trader\database\database_sql.py", line 145, in save_all
c).on_conflict_replace().execute()
File "C:\vnstudio\lib\site-packages\peewee.py", line 1785, in inner
return method(self, database, args, **kwargs)
File "C:\vnstudio\lib\site-packages\peewee.py", line 1856, in execute
return self._execute(database)
File "C:\vnstudio\lib\site-packages\peewee.py", line 2571, in _execute
return super(Insert, self)._execute(database)
File "C:\vnstudio\lib\site-packages\peewee.py", line 2320, in _execute
cursor = database.execute(self)
File "C:\vnstudio\lib\site-packages\peewee.py", line 2953, in execute
return self.execute_sql(sql, params, commit=commit)
File "C:\vnstudio\lib\site-packages\peewee.py", line 2947, in execute_sql
self.commit()
File "C:\vnstudio\lib\site-packages\peewee.py", line 2729, in exit
reraise(new_type, new_type(exc_args), traceback)
File "C:\vnstudio\lib\site-packages\peewee.py", line 183, in reraise
raise value.with_traceback(tb)
File "C:\vnstudio\lib\site-packages\peewee.py", line 2940, in execute_sql
cursor.execute(sql, params or ())
peewee.IntegrityError: NOT NULL constraint failed: dbbardata.vt_symbol
用的1.9.2版本,在该目录下没有找到ctptestGateway???