自己重新敲了一回代码，再回测试的时候发现报错
File "c:\vnstudio\lib\site-packages\vnpy_ctastrategy\backtesting.py", line 228, in run_backtesting
self.callback(data)
File "C:\Users\fenglb\strategies\demo_strategy.py", line 56, in on_bar
am = self.am
AttributeError: 'DemoStrategy' object has no attribute 'am'
这是啥原因？2.9版本
from vnpy_ctastrategy import (
CtaTemplate,
BarGenerator,
ArrayManager,
TickData,
BarData,
OrderData,
TradeData,
StopOrder
)
from typing import Any
class DemoStrategy(CtaTemplate):
author = "fenglb"
fast_window = 10
slow_window = 20
fast_ma0 = 0.0
fast_ma1 = 0.0
slow_ma0 = 0.0
slow_ma1 = 0.0
parameters = ["fast_window","slow_window"]
variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
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)
self.am = ArrayManager()
def on_init(self):
self.write_log("策略初始化")
self.load_bar(30)
def on_start(self):
self.write_log("策略启动")
self.put_event()
def on_stop(self):
self.write_log("策略停止")
self.put_event()
def on_tick(self, tick: TickData):
self.bg.update_tick(tick)
def on_bar(self, bar: BarData):
am = self.am
am.update_bar(bar)
if not am.inited:
return
fast_ma = am.sma(self.fast_window,array=True)
self.fast_ma0 = fast_ma[-1]
self.fast_ma1 = fast_ma[-2]
slow_ma = am.sma(self.slow_window,array=True)
self.slow_ma0 = slow_ma[-1]
self.slow_ma1 = slow_ma[-2]
cross_over = (self.fast_ma0 > self.slow_ma0 and
self.fast_ma1 < self.slow_ma1)
cross_below = (self.fast_ma0 < self.slow_ma0 and
self.fast_ma1 > self.slow_ma1)
if cross_over:
price = bar.close_price + 5
if self.pos == 0:
self.buy(price,1)
elif self.pos < 0:
self.cover(price,1)
self.buy(price,1)
elif cross_below:
price = bar.close_price -5
if self.pos == 0:
self.short(price,1)
elif self.pos > 0:
self.sell(price,1)
self.short(price,1)
self.put_event()
def on_order(self, order: OrderData):
pass
def on_trade(self, trade: TradeData):
self.put_event()
def on_stop_order(self, stop_order: StopOrder):
pass