Rename Qt5Bluetooth.dll to Qt5Bluetooth.dll1 in folder : /site-packages/PyQt5/Qt/bin
高飞 wrote:
下面是回测日志：
14:12:11 初始化CTA回测引擎
14:12:11 策略文件加载完成
14:12:40 ----------------------------------------
14:12:40 开始加载历史数据
14:12:40 加载进度： [3%]
14:12:40 加载进度： [5%]
14:12:40 加载进度： [8%]
14:12:40 加载进度：# [11%]
14:12:40 加载进度：# [14%]
14:12:40 加载进度：# [16%]
14:12:40 加载进度：# [19%]
14:12:40 加载进度：## [22%]
14:12:40 加载进度：## [25%]
14:12:40 加载进度：## [27%]
14:12:40 加载进度：### [30%]
14:12:40 加载进度：### [33%]
14:12:40 加载进度：### [36%]
14:12:40 加载进度：### [38%]
14:12:40 加载进度：#### [41%]
14:12:40 加载进度：#### [44%]
14:12:40 加载进度：#### [47%]
14:12:40 加载进度：#### [49%]
14:12:40 加载进度：##### [52%]
14:12:40 加载进度：##### [55%]
14:12:40 加载进度：##### [58%]
14:12:40 加载进度：###### [60%]
14:12:40 加载进度：###### [63%]
14:12:40 加载进度：###### [66%]
14:12:40 加载进度：###### [68%]
14:12:40 加载进度：####### [71%]
14:12:40 加载进度：####### [74%]
14:12:40 加载进度：####### [77%]
14:12:40 加载进度：####### [79%]
14:12:40 加载进度：######## [82%]
14:12:40 加载进度：######## [85%]
14:12:40 加载进度：######## [88%]
14:12:40 加载进度：######### [90%]
14:12:40 加载进度：######### [93%]
14:12:40 加载进度：######### [96%]
14:12:40 加载进度：######### [99%]
14:12:40 加载进度：########## [100%]
14:12:40 历史数据加载完成，数据量：0
14:12:40 策略初始化完成
14:12:40 开始回放历史数据
14:12:40 历史数据回放结束
14:12:40 开始计算逐日盯市盈亏
14:12:40 成交记录为空，无法计算
14:12:40 开始计算策略统计指标
14:14:16 ----------------------------------------
14:14:16 CF005.CZCE-1m开始下载历史数据
填 rqdata 在设置中
self.eventEngine.register ==> false . repalce with self.event_engine.register
but:
test: Trigger exception has stopped
Traceback (most recent call last):
File "E:\WARTER\python\python.v3_portable\App\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 576, in call_strategy_func
func()
File "E:\WARTER\python\python.v3_portable\App\lib\site-packages\vnpy\app\cta_strategy\strategies\atr_rsi_strategy.py", line 56, in on_init
print(self.balance)
AttributeError: 'AtrRsiStrategy' object has no attribute 'balance'my strategy script :
from vnpy.app.cta_strategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)
class AtrRsiStrategy(CtaTemplate):
""""""
author = "用Python的交易员"
atr_length = 22
atr_ma_length = 10
rsi_length = 5
rsi_entry = 16
trailing_percent = 0.8
fixed_size = 1
atr_value = 0
atr_ma = 0
rsi_value = 0
rsi_buy = 0
rsi_sell = 0
intra_trade_high = 0
intra_trade_low = 0
parameters = ["atr_length", "atr_ma_length", "rsi_length",
"rsi_entry", "trailing_percent", "fixed_size"]
variables = ["atr_value", "atr_ma", "rsi_value", "rsi_buy", "rsi_sell"]
def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
""""""
super(AtrRsiStrategy, self).__init__(
cta_engine, strategy_name, vt_symbol, setting
)
self.bg = BarGenerator(self.on_bar)
self.am = ArrayManager()
def on_init(self):
"""
Callback when strategy is inited.
"""
self.write_log("Strategy initialization")
self.rsi_buy = 50 + self.rsi_entry
self.rsi_sell = 50 - self.rsi_entry
self.load_bar(10)
print(self.balance)
def on_start(self):
"""
Callback when strategy is started.
"""
self.write_log("Strategy start")
def on_stop(self):
"""
Callback when strategy is stopped.
"""
self.write_log("Strategy stop")
def on_tick(self, tick: TickData):
"""
Callback of new tick data update.
"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData):
"""
Callback of new bar data update.
"""
self.cancel_all()
am = self.am
am.update_bar(bar)
if not am.inited:
return
atr_array = am.atr(self.atr_length, array=True)
self.atr_value = atr_array[-1]
self.atr_ma = atr_array[-self.atr_ma_length:].mean()
self.rsi_value = am.rsi(self.rsi_length)
if self.pos == 0:
self.intra_trade_high = bar.high_price
self.intra_trade_low = bar.low_price
if self.atr_value > self.atr_ma:
if self.rsi_value > self.rsi_buy:
self.buy(bar.close_price + 5, self.fixed_size)
elif self.rsi_value < self.rsi_sell:
self.short(bar.close_price - 5, self.fixed_size)
elif self.pos > 0:
self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
self.intra_trade_low = bar.low_price
long_stop = self.intra_trade_high * \
(1 - self.trailing_percent / 100)
self.sell(long_stop, abs(self.pos), stop=True)
elif self.pos < 0:
self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
self.intra_trade_high = bar.high_price
short_stop = self.intra_trade_low * \
(1 + self.trailing_percent / 100)
self.cover(short_stop, abs(self.pos), stop=True)
self.put_event()
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
pass
def on_trade(self, trade: TradeData):
"""
Callback of new trade data update.
"""
self.put_event()
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass
def onAccount(self,account):
#'''Account information account.balance: Total funds, available: Available funds, commission: Today's handling fee, preBalance last trading day total funds '''
#More parameter printing（account.__dict__）
# Issue a status update event
self.balance = account.balance
self.putEvent()上弦之月 wrote:
ctaengine里面加上
#---------------------------------------------------------------------- def processAccountEvent(self,event): """处理账户推送""" account = event.dict_['data'] for name in list(self.strategyDict.keys()): strategy = self.strategyDict[name] self.callStrategyFunc(strategy, strategy.onAccount, account) def registerEvent(self): """注册事件监听""" self.eventEngine.register(EVENT_ACCOUNT, self.processAccountEvent)ctaTemplate里面加上
#---------------------------------------------------------------------- def onAccount(self, account): """收到账户信息推送（必须由用户继承实现）""" raise NotImplementedError策略里面加上
def onAccount(self,account):
'''账户信息account.balance:总资金, available:可用资金, commission:今日手续费，preBalance上个交易日总资金'''#更多参数打印（account.__dict__） # 发出状态更新事件 self.putEvent()
我找到它。如何使用它来查询acount.balance
