创建价差 A-B,ru2201.SHFE-ru2205.SHFE
初始化策略后,报错如下:
\vnpy\app\spread_trading\base.py", line 393, in parse_formula
value = eval(formula,data)
File "<syntax-tree>", line 1, in <module>
TypeError: unsupported operand type(s) for -: 'str' and 'str'
创建价差 A-B,ru2201.SHFE-ru2205.SHFE
初始化策略后,报错如下:
\vnpy\app\spread_trading\base.py", line 393, in parse_formula
value = eval(formula,data)
File "<syntax-tree>", line 1, in <module>
TypeError: unsupported operand type(s) for -: 'str' and 'str'
尝试使用剥离后的vnpy_spreadtrading试试