VeighNa量化社区
你的开源社区量化交易平台
xgz416's Avatar
Member
离线
9 帖子
声望: 0

backtesting.py 里面有定义mode: BacktestingMode = BacktestingMode.TICK 调用就没法用
在set_parameters里面,vt_symbol start 这些也能用,偏偏mode 没法用

description

我的CTA 策略有个 tick时间管理模块,加载在temple.py,部分代码如下:

----------------------------------------------------------------------

def __init__(self, size=10):
    """Constructor"""
    self.count = 0  # 缓存计数
    self.size = size  # 缓存大小
    self.inited = False  # True if count>=size

    self.TicklastPriceArray = np.zeros(self.size)
    self.TickaskVolume1Array = np.zeros(self.size)
    self.TickbidVolume1Array = np.zeros(self.size)
    self.TickaskPrice1Array = np.zeros(self.size)
    self.TickbidPrice1Array = np.zeros(self.size)
    self.TickopenInterestArray = np.zeros(self.size)
    self.TickvolumeArray = np.zeros(self.size)

最后加载CTA策略显示:

Traceback (most recent call last):
File "c:\vnstudio\vnpy\lib\site-packages\vnpy\app\cta_strategy\ui\widget.py", line 149, in add_strategy
class_name, strategy_name, vt_symbol, setting
File "c:\vnstudio\vnpy\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 611, in add_strategy
strategy = strategy_class(self, strategy_name, vt_symbol, setting)
File "c:\vnstudio\vnpy\lib\site-packages\vnpy\app\cta_strategy\strategies\AAAAA.py", line 75, in init
self.Tick_arry=TickArrayManager(self.P)
File "c:\vnstudio\vnpy\lib\site-packages\vnpy\app\cta_strategy\template.py", line 442, in init
NameError: name 'np' is not defined

无论我在主策略.py或者temple.py 中加入 import numpy as np,都会报错,急急急

Traceback (most recent call last):
File "c:\vnstudio\lib\runpy.py", line 193, in _run_module_as_main
"main", mod_spec)
File "c:\vnstudio\lib\runpy.py", line 85, in _run_code
exec(code, run_globals)
File "c:\vnstudio\lib\site-packages\vnstation__main.py", line 4, in <module>
cli()
File "c:\vnstudio\lib\site-packages\click\core.py", line 829, in
call
return self.main(args, kwargs)
File "c:\vnstudio\lib\site-packages\click\core.py", line 782, in main
rv = self.invoke(ctx)
File "c:\vnstudio\lib\site-packages\click\core.py", line 1259, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "c:\vnstudio\lib\site-packages\click\core.py", line 1066, in invoke
return ctx.invoke(self.callback,
ctx.params)
File "c:\vnstudio\lib\site-packages\click\core.py", line 610, in invoke
return callback(
args, **kwargs)
File "c:\vnstudio\lib\site-packages\vnstation\cli.py", line 28, in runtrader
run_trader(s)
File "c:\vnstudio\lib\site-packages\vnstation\cli.py", line 89, in run_trader
module = importlib.import_module(d["module"])
File "c:\vnstudio\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 "c:\vnstudio\lib\site-packages\vnpy_ctastrategy\
init.py", line 31, in <module>
from .base import APP_NAME, StopOrder
File "c:\vnstudio\lib\site-packages\vnpy_ctastrategy\base.py", line 52, in <module>
Interval.TICK: timedelta(milliseconds=1),
File "c:\vnstudio\lib\enum.py", line 348, in
getattr__
raise AttributeError(name) from None
AttributeError: TICK

© 2015-2022 微信 18391752892
备案服务号:沪ICP备18006526号

沪公网安备 31011502017034号

【用户协议】
【隐私政策】
【免责条款】