在做CTA回测的时候,如果结束日期选择2020年的某一天,就会报如下错误:
File"C:\vnstudio\lib\sitepackages\vnpy\app\cta_backtester\engine.py", line 381, in run_downloading data = rqdata_client.query_history(req)
File "C:\vnstudio\lib\site-packages\vnpy\trader\rqdata.py", line 136, in query_history adjust_type="none"
File "C:\vnstudio\lib\site-packages\rqdatac\decorators.py", line 131, in wrap return func(*args, **kwargs)
File "C:\vnstudio\lib\site-packages\rqdatac\services\get_price.py", line 131, in get_price today_pf = get_today_minbar(order_book_ids, fields, duration, market)
File "C:\vnstudio\lib\site-packages\rqdatac\services\get_price.py", line 483, in get_today_minbar for obid, d in data: TypeError: 'NoneType' object is not iterable
如果改成2019年后,就能正常下载。不知道是我哪里设置有问题,还是RQdata本身的限制呢?