RT
附代码，能帮我看下是哪里出了问题吗？萌新第一次提问，还请大神斧正。
`from typing import Any
from vnpy.app.cta_strategy import (
CtaTemplate, BarGenerator, ArrayManager,
)
from vnpy.trader.object import (
BarData
)
from vnpy.trader.constant import Interval
class Bollinger_bias(CtaTemplate):
author = 'SteveZhao'
# 定义参数
period = 480
band_width = 1.5
bias_pct = 0.1
# 定义变量
median0, median1 = 0.0, 0.0
upper0, upper1 = 0.0, 0.0
lower0, lower1 = 0.0, 0.0
parameters = ["period", "band_width", "bias_pct"]
variables = ["median0", "median1", "upper0", "upper1", "lower0", "lower1"]
def __init__(self, cta_engine: Any, strategy_name: str, vt_symbol: str, setting: dict):
super.__init__(cta_engine, strategy_name, vt_symbol, setting)
self.bg = BarGenerator(self.on_bar, window=15, on_window_bar=self.on_15min_bar, interval=Interval.MINUTE)
self.am = ArrayManager()
def on_init(self):
self.write_log("策略初始化")
self.load_bar(480)
def on_start(self):
self.write_log("策略启动")
def on_stop(self):
self.write_log("策略结束")
def on_bar(self, bar: BarData):
self.bg.update_bar(bar)
def on_15min_bar(self, bar:BarData):
self.cancel_all()
am = self.am
am.update_bar(bar)
if not am.inited:
return
# 计算技术指标
median = am.sma(self.period, array=True)
self.median0 = median[-1]
self.median1 = median[-2]
self.boll_up, self.boll_down = am.boll(self.period, self.band_width)
self.upper0 = self.boll_up[-1]
self.upper1 = self.boll_up[-2]
self.lower0 = self.boll_down[-1]
self.lower1 = self.boll_down[-2]
close0, close1 = am.close[-1], am.close[-2]
cross_over = (close0 >= self.upper0 and close1 < self.upper1)
cross_below = (close0 <= self.lower0 and close1 > self.lower1)
if cross_over:
if (close0 / self.median0 - 1) <= self.bias_pct:
price = bar.close_price * 1.02
if not self.pos:
self.buy(price, 1)
elif self.pos < 0:
self.cover(price, 1)
self.buy(price, 1)
elif cross_below:
if (close0 / self.median0 - 1) <= self.bias_pct:
price = bar.close_price * 0.98
if not self.pos:
self.short(price, 1)
elif self.pos > 0:
self.sell(price, 1)
self.short(price, 1)
self.put_event()
`
图形界面上跑回测没有什么反应
