可以连接rqdata,可以下载期货品种tick数据并回测。
但是下载期权tick数据时报错,比如 代码IO2106-C-4800 交易所CFFEX。
报以下错误,看起来好像是数据库的字段问题?请问大家这个怎么解决呢?
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 1916, in execute
return self._execute(database)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 2665, in _execute
return super(Insert, self)._execute(database)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 2400, in _execute
cursor = database.execute(self)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 3070, in execute
return self.execute_sql(sql, params, commit=commit)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 3064, in execute_sql
self.commit()
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 2831, in exit
reraise(new_type, new_type(exc_value, *exc_args), traceback)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 183, in reraise
raise value.with_traceback(tb)
File "C:\Users\Administrator\Anaconda3\lib\site-packages\peewee.py", line 3057, in execute_sql
cursor.execute(sql, params or ())
peewee.IntegrityError: NOT NULL constraint failed: dbtickdata.limit_up