Traceback (most recent call last): File "<string>", line 74, in main File "<string>", line 24, in Buy_Sold File "<string>", line 2127, in GetTicker File "<string>", line 1666, in __delay File "<string>", line 1685, in rolling O0i1II1Iiii1I11
报错信息如下所示，大致就是调用getticker数据，在N次调用都没有问题的，不知道那次就不能调用了
报错的信息 是
Traceback (most recent call last): File "<string>", line 27, in main File "<string>", line 14, in ComparePrice File "<string>", line 2127, in GetTicker File "<string>", line 1665, in __delay File "<string>", line 978, in Sleep O0i1II1Iiii1I11
'''backtest
start: 2018-02-03 00:00:00
end: 2018-02-10 12:00:00
period: 1m
exchanges: [{"eid":"Bitfinex","currency":"BTC","balance":100000,"stocks":30},{"eid":"OKCoin_EN","currency":"BTC","balance":100000,"stocks":30}]
'''
import traceback
import time
import numpy as np
import pandas as pd
import os
def ComparePrice(B0P1Diff,B1P0Diff,j): #比较两个交易所的价差
price0=exchanges[0].GetTicker()
price1=exchanges[1].GetTicker()
#如果e0价格高于e1
B0P1Diff[j]=price0['Buy']/(price1['Sell'])
B1P0Diff[j]=price0['Sell']/(price1['Buy'])
def main():
B0P1Diff={}
B1P0Diff={}
i=0
Amount=0.01 #一次买卖的币的量
while(True):
try:
ComparePrice(B0P1Diff,B1P0Diff,i)
i=i+1
except Exception:
Log(traceback.format_exc())
Log(i)
exit(0)
B0P1Array=np.array(list(B0P1Diff.values()))
B1P0Array=np.array(list(B1P0Diff.values()))
ratioB0P1=np.mean([B0P1Array]) #在Num次迭代下发现的两个交易所的价差
ratioB1P0=np.mean([B1P0Array])
Log('meanB0P1',(ratioB0P1))
Log('meanB1P0',(ratioB1P0))
exchange[2].Buy(11600,1)
def onerror():
Log("Error")
- 1