DualThrust.py ValueError: setting an array element with a sequence.

running an example strategy DualThrust.

Current data config file path: E:\jaqs\config\data_config.json
Current trade config file path: E:\jaqs\config\trade_config.json

Begin: DataApi login 17621969269@tcp://data.tushare.org:8910
    login success

on_new_day in trade 20170510
on_new_day in trade 20170511
on_new_day in trade 20170512
on_new_day in trade 20170515
on_new_day in trade 20170516
on_new_day in trade 20170517
on_new_day in trade 20170518
on_new_day in trade 20170519

Strategy on trade:
20170519(   90300) Buy    rb1710.SHF@3196.000  size = 1
        Want Size      Filled Size
====================================
Buy            0                1
------------------------------------
Sell           0                0

on_new_day in trade 20170522
on_new_day in trade 20170523
on_new_day in trade 20170524

Strategy on trade:
20170524(  111600) Sell   rb1710.SHF@3210.000  size = 2
        Want Size      Filled Size
====================================
Buy            0                0
------------------------------------
Sell           0                2

on_new_day in trade 20170525
on_new_day in trade 20170526
on_new_day in trade 20170531
on_new_day in trade 20170601
on_new_day in trade 20170602
on_new_day in trade 20170605
Traceback (most recent call last):
  File "DualThrust.py", line 189, in <module>
    run_strategy()
  File "DualThrust.py", line 173, in run_strategy
    ins.run()
  File "\jaqs\trade\backtest.py", line 660, in run
    self._run_bar()
  File jaqs\trade\backtest.py", line 589, in _run_bar
    self.on_new_day(trade_date)
  File "jaqs\trade\backtest.py", line 558, in on_new_day
    self.ctx.strategy.initialize()
  File "DualThrust.py", line 64, in initialize
    self.open_list[-1] = df.open
ValueError: setting an array element with a sequence.

Env: Python3.6 64bit

Thanks a lot for any help.

quantOS-org / JAQS

DualThrust.py ValueError: setting an array element with a sequence. #25