rqdata付了一年的年会,到期后。是不是vnpy策略交易也就不能用了。那就是要继续买rqdata才能继续使用vnpy
就是这样啥也没有,同一个策略原来是显示的。现在只能大致看看资金曲线图
策略刚初始化完就显示,目前持有空头仓位。不知道是什么原因。不知道有没有更改策略仓位信息的办法。
一直也不明白课程中15分钟的BollChannelstrategy,为啥一定要等到9点15才有第一笔委托单。
后来看到这个https://www.vnpy.com/forum/topic/91
原来是要在onTick里做个收到当天开盘第一个Tick时的特殊检查处理(立即发停止单),或者写在onBar里也行(第一个分钟线走完时触发)。
有没有哪位大佬,分享一个完整策略,或者onTick里应该怎么写。
Traceback (most recent call last):
File "D:\vnstudio D\lib\site-packages\vnstation\cli.py", line 90, in run_trader
module = importlib.import_module(d["module"])
File "D:\vnstudio D\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 "D:\vnstudio D\lib\site-packages\vnpy\app\cta_strategy\init.py", line 9, in <module>
from .engine import CtaEngine
File "D:\vnstudio D\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 40, in <module>
from vnpy.trader.database import database_manager
File "D:\vnstudio D\lib\site-packages\vnpy\trader\database\init__.py", line 9, in <module>
from .initialize import init
File "D:\vnstudio D\lib\site-packages\vnpy\trader\database\initialize.py", line 2, in <module>
from .database import BaseDatabaseManager, Driver
File "D:\vnstudio D\lib\site-packages\vnpy\trader\database\database.py", line 14, in <module>
DB_TZ = timezone(SETTINGS["database.timezone"])
KeyError: 'database.timezone'
十一以后天勤免费数据好像不能用了,所以实盘交易改为了RQdata,但是一直读不出来数据。
其实反思下,还是不理解VNPY的机制,不知道哪位大神可以告诉我,哪里去搞明白,RQdata数据进来,策略怎么读取数据,在日志里形成交易命令并下单
用python -m vnstation 启动vnpy出现一下几行字,不知道什么意思,有没有大神可以帮忙解答一下。
qt.network.ssl: QSslSocket: cannot resolve SSL_CTX_set_ciphersuites
qt.network.ssl: QSslSocket: cannot resolve SSL_set_psk_use_session_callback
qt.network.ssl: QSslSocket: cannot call unresolved function SSL_set_psk_use_session_callback
qt.network.ssl: QSslSocket: cannot call unresolved function SSL_set_psk_use_session_callback
qt.network.ssl: QSslSocket: cannot call unresolved function SSL_set_psk_use_session_callback
qt.network.ssl: QSslSocket: cannot call unresolved function SSL_set_psk_use_session_callback
学习了vn,py全实战进阶,用教学演示的 boll_demo_strategy。开盘十几分钟都是没有委托挂单的。等有了委托挂单,往往造成了很大的滑点。不知道大佬们的是不是这样的
试着用VN.PY自带的数据管理功能导入CSV文件到MongoDB数据库中。显示已经导入,但是还是无法查看到数据。点击刷新跳出来这个怎么办
Traceback (most recent call last):
File "D:\vnstudio D\lib\site-packages\vnpy\app\data_manager\ui\widget.py", line 109, in refresh_tree
data = self.engine.get_bar_data_available()
File "D:\vnstudio D\lib\site-packages\vnpy\app\data_manager\engine.py", line 138, in get_bar_data_available
d["symbol"], Exchange(d["exchange"]), Interval(d["interval"])
File "D:\vnstudio D\lib\site-packages\vnpy\trader\database\database_mongo.py", line 365, in get_oldest_bar_data
interval=Interval.Value
File "D:\vnstudio D\lib\enum.py", line 348, in getattr
raise AttributeError(name) from None
AttributeError: Value
在参数优化,老是出现下面内容
Exception in thread Thread-4:
Traceback (most recent call last):
File "D:\vnstudio D\lib\threading.py", line 917, in _bootstrap_inner
self.run()
File "D:\vnstudio D\lib\threading.py", line 865, in run
self._target(*self._args, **self._kwargs)
File "D:\vnstudio D\lib\site-packages\vnpy\app\cta_backtester\engine.py", line 295, in run_optimization
output=False
File "D:\vnstudio D\lib\site-packages\vnpy\app\cta_strategy\backtesting.py", line 555, in run_optimization
settings = optimization_setting.generate_setting()
File "D:\vnstudio D\lib\site-packages\vnpy\app\cta_strategy\backtesting.py", line 89, in generate_setting
settings.append(setting)
MemoryError
同题目,自己写了一个亏损的策略,为啥不是本金亏完以后这个策略就不跑了,还一直在跑,
想自己定义合成k线,但是报错如下:
line 137, in NewBarGenerator
interval: Interval = Interval.MINUTE):
NameError: name 'Interval' is not defined
VNPY里,前一日的收盘价怎么表达。小白一个,希望大神解救