【代码报错】TypeError: Argument 'bar_count' has incorrect type (expected int, got float)
由liyajuan57创建，最终由small_q 被浏览 9 用户
TypeError Traceback (most recent call last)
Cell In[1], line 466
454 m9 = M.extract_data_dai.v17(
455 sql=m8.data,
456 start_date="""2021-01-01""",
(...)
462 m_name="""m9"""
463 )
465 # @module(position="51.193634033203125,299", comment="""""", comment_collapsed=True)
--> 466 m6 = M.bigtrader.v33(
467 data=m5.predictions,
468 options_data=m9.data,
469 start_date="""""",
470 end_date="""""",
471 initialize=m6_initialize_bigquant_run,
472 before_trading_start=m6_before_trading_start_bigquant_run,
473 handle_tick=m6_handle_tick_bigquant_run,
474 handle_data=m6_handle_data_bigquant_run,
475 handle_trade=m6_handle_trade_bigquant_run,
476 handle_order=m6_handle_order_bigquant_run,
477 after_trading=m6_after_trading_bigquant_run,
478 capital_base=100000,
479 frequency="""daily""",
480 product_type="""股票""",
481 rebalance_period_type="""交易日""",
482 rebalance_period_days="""10""",
483 rebalance_period_roll_forward=True,
484 backtest_engine_mode="""标准模式""",
485 before_start_days=0,
486 volume_limit=0,
487 order_price_field_buy="""open""",
488 order_price_field_sell="""close""",
489 benchmark="""沪深300指数""",
490 plot_charts=True,
491 debug=False,
492 backtest_only=False,
493 m_name="""m6"""
494 )
495 # </aistudiograph>
File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/modules.py:28, in call(self, **kwargs)
File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:203, in module_invoke(name, version, kwargs)
File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:169, in _module_invoke(name, version, kwargs)
File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:41, in _module_run(module, kwargs)
File dist/build/bigtrader/v33/init.py:389, in v33.run()
File dist/build/bigtrader/v33/init.py:193, in v33._run()
File dist/build/bigtrader/v33/init.py:181, in v33._run_backtest()
File dist/build/bigtrader/v33/core/pybacktest/init.py:446, in v33.core.pybacktest.BigQuantModule.run()
File dist/build/bigtrader/v33/core/pybacktest/init.py:389, in v33.core.pybacktest.BigQuantModule.run_algo()
File /var/app/enabled/bigtrader2/bigtrader/run_trading.py:634, in run_backtest(start_date, end_date, strategy, strategy_setting, capital_base, frequency, market, product_type, instruments, options_data, **kwargs)
620 capital_base = kwargs.pop("capital")
622 rt = RunTrading(RunMode.BACKTEST,
623 strategy=strategy,
624 strategy_setting=strategy_setting,
(...)
632 options_data=options_data,
633 \*\*kwargs)
--> 634 return rt.run(**kwargs)
File /var/app/enabled/bigtrader2/bigtrader/run_trading.py:394, in RunTrading.run(self, **kwargs)
391 return
393 if self.trading_env.run_mode == RunMode.BACKTEST:
--> 394 return self._run_backtest(**kwargs)
395 else:
396 if not self.trading_env.account_id:
File /var/app/enabled/bigtrader2/bigtrader/run_trading.py:421, in RunTrading._run_backtest(self, **kwargs)
419 debug_print("run_backtest: running...")
420 t0 = time.time()
--> 421 bkt_engine.run()
422 cost_time = round(time.time() - t0, 3)
423 if show_debug_info:
File bigtrader/strategy/backtest_engine.py:259, in bigtrader2.bigtrader.strategy.backtest_engine.BacktestEngine.run()
File bigtrader/strategy/backtest_engine.py:512, in bigtrader2.bigtrader.strategy.backtest_engine.BacktestEngine.transform()
File bigtrader/strategy/backtest_engine.py:474, in bigtrader2.bigtrader.strategy.backtest_engine.BacktestEngine.transform.replay_bars_dt()
...
85 # 确定止损位置
86 stoploss_line = highest_price_since_buy - highest_price_since_buy \* 0.07
File /var/app/enabled/bigtrader2/bigtrader/protocol.py:328, in BarDatas.history(self, assets, fields, bar_count, frequency, expect_ndarray)
325 else:
326 curr_dt = self.__current_dt
--> 328 return self.__data_engine.history_data(assets, fields, bar_count, frequency, curr_dt,
329 expect_ndarray=expect_ndarray)
==TypeError: Argument 'bar_count' has incorrect type (expected int, got float)==
Output is truncated. View as a open in a text editor. Adjust cell output settings...
出错部分代码：
#----------------------------------------止盈模块START----------------------------------------# # 获取当前持有的所有股票 current_hold_instruments = set(context.get_account_positions().keys()) print(current_hold_instruments) # 新建当日止损股票列表是为了handle_data 策略逻辑部分不再对该股票进行判断 stoploss_stock = [] if len(current_hold_instruments) > 0: for i in current_hold_instruments:
stock_market_price = data.current(context.symbol(i), 'price') # 最新市场价格
stock_market_price = context.get_position(i).last_price
last_sale_date = current_hold_instruments[i].last_sale_date # 上次交易日期
last_sale_date = context.get_position(i).last_sale_date
delta_days = data.current_dt - last_sale_date
hold_days = delta_days.days # 持仓天数
# 建仓以来的最高价
highest_price_since_buy = data.history(context.symbol(i), 'high', hold_days, '1d').max()
# 确定止损位置
stoploss_line = highest_price_since_buy - highest_price_since_buy * 0.07
#record('止损位置', stoploss_line)
# 如果价格下穿止损位置
if stock_market_price < stoploss_line:
context.order_target_percent(context.symbol(i), 0)
stoploss_stock.append(i)
# 开盘卖出后所得资金可用来买入股票，更新当日可用现金
cash_for_buy += current_hold_instruments[i].amount * current_hold_instruments[i].last_sale_price
cash_for_buy += context.get_position(i).amount * context.get_position(i).last_sale_price
print('买入资金：',cash_for_buy)
if len(stoploss_stock)>0:
print('日期：', current_date, '股票：', stoploss_stock, '出现跟踪止损状况')
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