4
Follow
11
Followers
'''backtest
start: 2022-11-18 00:00:00
end: 2022-11-18 00:01:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"},{"eid":"Futures_Binance","currency":"ETH_USDT"},{"eid":"Futures_Binance","currency":"ETC_USDT"}]
'''
def main():
while True:
Log(exchange.GetAccount())
for r in range(len(exchanges)):
Log("添加的交易所对象索引(第一个为0以此类推)：", r, "名称：", exchanges[r].GetName(), "标签：", exchanges[r].GetLabel())
# exchanges[r].SetDirection("buy")
# exchanges[r].Buy(-1, 10, "开多")
# position_cangwei = _C(exchange.GetPosition)
# Log(position_cangwei)
# Sleep(10000)
留下策略最后5行，报错：品种订阅失败 BTC_USDT_Futures_Binance
注释掉策略最后第2-5行，留下一个Sleep(10000),还是报错：品种订阅失败 BTC_USDT_Futures_Binance
只有把策略最后5行全注释掉，策略才不报错，但回测停不下来了。
求教：多交易对策略怎么做
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Comment
All comments (1)
'''backtest
start: 2022-11-18 00:00:00
end: 2022-11-18 00:01:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"},{"eid":"Futures_Binance","currency":"ETH_USDT"},{"eid":"Futures_Binance","currency":"ETC_USDT"}]
'''
def main():
while True:
Log(exchange.GetAccount())
for r in range(len(exchanges)):
Log("添加的交易所对象索引(第一个为0以此类推)：", r, "名称：", exchanges[r].GetName(), "标签：", exchanges[r].GetLabel())
exchanges[r].SetContractType("swap") # 期货要设置合约的
exchanges[r].SetDirection("buy")
exchanges[r].Buy(-1, 10, "开多")
position_cangwei = _C(exchange.GetPosition)
Log(position_cangwei)
Sleep(10000)
期货要设置合约的。
4 years ago
- 1