先附上我跟着课程打的代码
from typing import Any
from vnpy_ctastrategy import (
CtaTemplate,
BarGenerator,
ArrayManager
)
from vnpy.trader.object import (
BarData,
TickData
)
# from vnpy_ctabacktester import CtaBacktesterApp
class DemoStrategy(CtaTemplate):
""""""""
author: str = "CreateZ"
# 定义参数
fast_window = 10
slow_window = 20
# 定义变量
fast_ma0 = 0.0
fast_ma1 = 0.0
slow_ma0 = 0.0
slow_ma1 = 0.0
parameters: list = [
"fast_window",
"slow_window"
]
variables: list = [
"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):
"""策略初始化"""
self.write_log("策略初始化")
self.load_bar(10)
def on_start(self):
"""策略启动"""
self.write_log("策略启动")
def on_stop(self):
"""策略停止"""
self.write_log("策略停止")
def on_tick(self, tick: TickData):
"""tick更新"""
self.bg.update_tick(tick)
def on_bar(self, bar: BarData):
"""K线更新"""
am = self.am
am.update_bar(bar)
if not am.inited:
return
# 计算均线
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]
# 判断均线金叉
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.fast_ma1)
if cross_over:
price = bar.close_price + 5
if not self.pos:
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 not self.pos:
self.short(price, 1)
elif self.pos > 0:
self.sell(price, 1)
self.short(price, 1)
# 更新图形界面
self.put_event()
具体报错为:
Traceback (most recent call last):
File "C:\veighna_studio\lib\site-packages\vnpy_ctastrategy\backtesting.py", line 225, in run_backtesting
self.callback(data)
File "C:\Users\admin\strategies\demo.py", line 74, in on_bar
am.update_bar(bar)
TypeError: ArrayManager.update_bar() missing 1 required positional argument: 'bar'