amplitude_volatility_strategy.py

def on_bars(self, bars: Dict[str, BarData]):
        """"""
    self.cancel_all()
    for vt_symbol, bar in bars.items():
        am: ArrayManager = self.ams[vt_symbol]
        am.update_bar(bar)
        amplitude = (am.high() - am.low()) / am.open()

backtesting.py

show_result(AmplitudeVolatilityStrategy)```
> 2021-09-03 12:59:53.723812	触发异常，回测终止
2021-09-03 12:59:53.725859	Traceback (most recent call last):
  File "c:\vnstudio\lib\site-packages\vnpy\app\portfolio_strategy\backtesting.py", line 192, in run_backtesting
    self.new_bars(dt)
  File "c:\vnstudio\lib\site-packages\vnpy\app\portfolio_strategy\backtesting.py", line 521, in new_bars
    self.strategy.on_bars(bars)
  File "C:\zwrk\vnpy\dev\amplitude_volatility_strategy.py", line 119, in on_bars
    amplitude = (am.high() - am.low()) / am.open()
TypeError: 'numpy.ndarray' object is not callable

ArrayManager中有high函数呀，怎么回事？

这里因为high/low/open使用了@property装饰器，所以无需后面的()，写成这样即可：

amplitude = (am.high - am.low) / am.open