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       if not inverse:
            turnover = trade.volume * size * trade.price
            self.trading_pnl += pos_change * \
                (self.close_price - trade.price) * size
            self.slippage += trade.volume * size * slippage

感觉在卖出时的收益应该为前一日的收盘价格减去当日的交易价格,而不是采用当日的收盘价格close_price,是否应该为 (pre_close- trade.price) size
self.slippage += trade.volume
size * slippage

description

是在PYcharm中运行run.py吗?我试了一下在自己写的策略中设置了多个断点后,从回测中选择该策略后,根本不会停止,直接运行过去,或死掉了。

在编写完策略后,有办法用Debug程序进行调测吗?编写完成策略出错后,只运行vnpy程序真比较麻烦。

我没有使用RQData,我从CSV导入了股票数据。正常情况下应该从本地读取数据的

从TUSHARE导入了股票数据,格式如下。
8562455 688399 SSE 2020-01-14 00:00:00 d 21755 0 61.76 67 60.7 63.1
8562456 688399 SSE 2020-01-13 00:00:00 d 12935 0 61.3 61.3 59.81 60.98
8562457 688399 SSE 2020-01-10 00:00:00 d 13739 0 60.8 61.8 60.13 61.14
8562458 688399 SSE 2020-01-09 00:00:00 d 16616 0 59.49 61.79 59.41 60.48
8562459 688399 SSE 2020-01-08 00:00:00 d 12970 0 59.19 60.19 58.8 59.01

Traceback (most recent call last):
File "D:\vnstudio\lib\site-packages\vnpy\trader\ui\mainwindow.py", line 278, in open_widget
widget = widget_class(self.main_engine, self.event_engine)
File "D:\vnstudio\lib\site-packages\vnpy\app\cta_backtester\ui\widget.py", line 47, in init
self.backtester_engine.init_engine()
File "D:\vnstudio\lib\site-packages\vnpy\app\cta_backtester\engine.py", line 60, in init_engine
self.init_rqdata()
File "D:\vnstudio\lib\site-packages\vnpy\app\cta_backtester\engine.py", line 66, in init_rqdata
result = rqdata_client.init()
File "D:\vnstudio\lib\site-packages\vnpy\trader\rqdata.py", line 56, in init
use_pool=True,
File "D:\vnstudio\lib\site-packages\rqdatac\client.py", line 166, in init
quota = get_client().execute("user.get_quota")
File "D:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 59, in wrap
return func(args, **kwargs)
File "D:\vnstudio\lib\site-packages\rqdatac\connection_pool.py", line 25, in execute
with self._get_connection() as conn:
File "D:\vnstudio\lib\contextlib.py", line 112, in enter
return next(self.gen)
File "D:\vnstudio\lib\site-packages\rqdatac\connection_pool.py", line 36, in _get_connection
conn = self._ensure_connection()
File "D:\vnstudio\lib\site-packages\rqdatac\connection_pool.py", line 57, in _ensure_connection
return self._new_connection()
File "D:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 59, in wrap
return func(
args, **kwargs)
File "D:\vnstudio\lib\site-packages\rqdatac\connection_pool.py", line 65, in _new_connection
return Connection(s, self._auth)
File "D:\vnstudio\lib\site-packages\rqdatac\connection.py", line 67, in init
self._do_auth(self._auth_info)
File "D:\vnstudio\lib\site-packages\rqdatac\connection.py", line 112, in _do_auth
msg_type, body = self._read_one_packet()
File "D:\vnstudio\lib\site-packages\rqdatac\connection.py", line 102, in _read_one_packet
raise get_error(code)(msg)
rqdatac.share.errors.AuthenticationFailed: user does not have data access

这篇文章写的太好,对理解VNPY框架非常有帮助

请问一下,如何加载从TUSHARE 下载的股票数据,并进行回测?

运行pip uninstall vnpy命令时显示如下错误:

C:\Users\wang> pip uninstall vnpy
WARNING: Skipping vnpy as it is not installed.

请问如何处理

CTA回测界面的文字太大,回测执行信息无法在窗口完全显示

按系统要求输入XTP设置后,可以查询股票代码了,但下载回测数据时显示如下错误,如何改正?
5:10:16 数据下载失败,无法获取600007.SSE的历史数据

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