多交易对回测报错:品种订阅失败

Author: luqi0212, Created: 2022-11-20 13:54:09, Updated:

'''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 img


More

小小梦 ``` '''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。