RT,代码如下
from vnpy.app.cta_strategy.backtesting import BacktestingEngine, OptimizationSetting
from vnpy.app.cta_strategy.strategies.strategy_bollinger_bias import Bollinger_bias
from datetime import datetime
#%%
engine = BacktestingEngine()
engine.set_parameters(
vt_symbol="rb2112.SHFE",
interval="1m",
start=datetime(2018, 1, 1),
end=datetime(2021, 4, 1),
rate=0.3/10000,
slippage=0.2,
size=300,
pricetick=0.2,
capital=1_000_000,
)
engine.add_strategy(Bollinger_bias, {})
engine.load_data()
setting = OptimizationSetting()
setting.set_target("sharpe_ratio")
setting.add_parameter("period", 10, 500, 10)
setting.add_parameter("band_width", 1.5, 5.0, 0.5)
setting.add_parameter("bias_pct", 0.02, 0.1, 0.02)
engine.run_optimization(setting)
我是按照github的example来的,这个错在哪儿了呢?
给我报错是这样的,一直循环报错。。。
Traceback (most recent call last):
File "<string>", line 1, in <module>
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 105, in spawn_main
exitcode = _main(fd)
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 114, in _main
prepare(preparation_data)
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 225, in prepare
_fixup_main_from_path(data['init_main_from_path'])
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 277, in _fixup_main_from_path
run_name="__mp_main__")
File "C:\vnstudio\lib\runpy.py", line 263, in run_path
pkg_name=pkg_name, script_name=fname)
File "C:\vnstudio\lib\runpy.py", line 96, in _run_module_code
mod_name, mod_spec, pkg_name, script_name)
File "C:\vnstudio\lib\runpy.py", line 85, in _run_code
exec(code, run_globals)
File "C:\Users\Administrator\PycharmProjects\vnTrade\optimize.py", line 28, in <module>
engine.run_optimization(setting)
File "C:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\backtesting.py", line 607, in run_optimization
pool = ctx.Pool(multiprocessing.cpu_count()-1)
File "C:\vnstudio\lib\multiprocessing\context.py", line 119, in Pool
context=self.get_context())
File "C:\vnstudio\lib\multiprocessing\pool.py", line 177, in __init__
self._repopulate_pool()
File "C:\vnstudio\lib\multiprocessing\pool.py", line 238, in _repopulate_pool
self._wrap_exception)
File "C:\vnstudio\lib\multiprocessing\pool.py", line 257, in _repopulate_pool_static
w.start()
File "C:\vnstudio\lib\multiprocessing\process.py", line 112, in start
self._popen = self._Popen(self)
File "C:\vnstudio\lib\multiprocessing\context.py", line 322, in _Popen
return Popen(process_obj)
File "C:\vnstudio\lib\multiprocessing\popen_spawn_win32.py", line 33, in __init__
prep_data = spawn.get_preparation_data(process_obj._name)
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 143, in get_preparation_data
_check_not_importing_main()
File "C:\vnstudio\lib\multiprocessing\spawn.py", line 136, in _check_not_importing_main
is not going to be frozen to produce an executable.''')
RuntimeError:
An attempt has been made to start a new process before the
current process has finished its bootstrapping phase.
This probably means that you are not using fork to start your
child processes and you have forgotten to use the proper idiom
in the main module:
if __name__ == '__main__':
freeze_support()
...
The "freeze_support()" line can be omitted if the program
is not going to be frozen to produce an executable.
Process finished with exit code -1