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So I got the following stack trace after I had been trading for a little while:
```
---------------------------- STARTING LIVE TRADING ----------------------------
2017-08-04 08:30:00 191.150 XE…
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## 环境
* 操作系统: Ubuntu 18.10
* Python 3.6.8 with virtual env
* vn.py版本: 2.0.6
## Issue类型
Question
## 预期程序行为
运行cta_backtester，期望能按代码逻辑下载完整历史数据到sqlite数据库。
# If history data provided…
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Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
* Operating System: Ubuntu 16.04
* Python Version: 2.7.12
* Python Bitness: 64
* H…
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```
dataframe_weekly = resample_to_interval(dataframe, self.get_ticker_indicator() * 10080)
pp = pivots_points.pivots_points(dataframe_weekly, 1, 3)
```
This is the code I used in my strategy in…
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[3464] LOADER: Running backtester.py
Traceback (most recent call last):
File "backtester.py", line 9, in
File "C:\Python37\lib\site-packages\pyinstaller-3.5.dev0+5d872d3ee-py3.7.egg\P
yInstal…
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Dear experts,
I am facing the following issue when updating the julia packages:
```julia
julia git:(master) ✗ ./julia
_
_ _ _(_)_ | Documentat…
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全局配置建议加上 数据源，如 rqdata还是本地数据库获取
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Right now the charts found in the UI (backtesting + live strat runners) are very limited, they only show:
- Market price (fixed at the interval configured under candleSize - this is what the strat …
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现在的模式是从数据库中读取数据，再直接发去回测计算。这里有个缺点就是数据量大的话会很慢，从数据库中要读很久了。（比如N年的tick）
从性能和效率的角度来考虑应该分开。一个线程专门来从数据库中读取数据放到队列，队列数据少于1万条就继续读。读完标记完成。
计算方面就可以不停从队列中提，直到为空并且标记完成为止。
从各种数据量来说，这个模式肯定综合性能较佳。