写了个小策略,回测20180601至今的1分钟数据,跑了两趟,都遭遇了cursor not found error,跑不下去。这是什么情况?
Traceback (most recent call last):
File "<ipython-input-73-226684c405f4>", line 1, in <module>
runfile('C:/vnpy-1.9.2/examples/CtaBacktesting/runBacktesting.py', wdir='C:/vnpy-1.9.2/examples/CtaBacktesting')
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 786, in runfile
execfile(filename, namespace)
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 95, in execfile
exec(compile(scripttext, filename, 'exec'), glob, loc)
File "C:/vnpy-1.9.2/examples/CtaBacktesting/runBacktesting.py", line 45, in <module>
engine.runBacktesting()
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\vnpy\trader\app\ctaStrategy\ctaBacktesting.py", line 278, in runBacktesting
for d in self.dbCursor:
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\pymongo\cursor.py", line 1189, in next
if len(self.__data) or self._refresh():
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\pymongo\cursor.py", line 1126, in _refresh
self.__send_message(g)
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\pymongo\cursor.py", line 982, in __send_message
helpers._check_command_response(first)
File "C:\ProgramData\Anaconda3\envs\py2\lib\site-packages\pymongo\helpers.py", line 152, in _check_command_response
raise CursorNotFound(errmsg, code, response)
CursorNotFound: Cursor not found, cursor id: 369143098222