(vnpy207) C:\ProgramData\Miniconda3\vnpy2.0.7>python run.py
Exception in thread Thread-5:
Traceback (most recent call last):
File "C:\ProgramData\Miniconda3\envs\vnpy207\lib\threading.py", line 926, in _
bootstrap_inner
self.run()
File "C:\ProgramData\Miniconda3\envs\vnpy207\lib\threading.py", line 870, in r
un
self._target(self._args, **self._kwargs)
File "C:\ProgramData\Miniconda3\vnpy2.0.7\vnpy\app\cta_backtester\engine.py",
line 163, in run_backtesting
self.result_df = engine.calculate_result()
File "C:\ProgramData\Miniconda3\vnpy2.0.7\vnpy\app\cta_strategy\backtesting.py
", line 317, in calculate_result
pre_close, start_pos, self.size, self.rate, self.slippage
File "C:\ProgramData\Miniconda3\vnpy2.0.7\vnpy\app\cta_strategy\backtesting.py
", line 1115, in calculate_pnl
turnover = trade.price trade.volume * size
OverflowError: int too large to convert to float
跟踪到代码:
这里怎么修改?改为浮点型吗?
def calculate_pnl(
turnover = trade.price * trade.volume * size