事件驱动型回测执行期货指数合约时报错

[kevinhuangwl]

报错信息： Traceback (most recent call last): File "/home/kevin/Documents/JAQS/test/test_backtest_eventdriven.py", line 207, in test_backtest() File "/home/kevin/Documents/JAQS/test/test_backtest_eventdriven.py", line 161, in test_backtest do_analyze() File "/home/kevin/Documents/JAQS/test/test_backtest_eventdriven.py", line 200, in do_analyze ta.do_analyze(result_dir=result_dir_path, selected_sec=[]) File "/home/kevin/Documents/JAQS/jaqs/trade/analyze/analyze.py", line 1542, in do_analyze self.process_trades() File "/home/kevin/Documents/JAQS/jaqs/trade/analyze/analyze.py", line 548, in process_trades self._trades = self._process_trades(self._trades) File "/home/kevin/Documents/JAQS/jaqs/trade/analyze/analyze.py", line 543, in _process_trades res = gp.apply(_apply,self.inst_map) File "/home/kevin/Documents/anaconda3/envs/dl/lib/python3.6/site-packages/pandas/core/groupby.py", line 805, in apply return self._python_apply_general(f) File "/home/kevin/Documents/anaconda3/envs/dl/lib/python3.6/site-packages/pandas/core/groupby.py", line 809, in _python_apply_general self.axis) File "/home/kevin/Documents/anaconda3/envs/dl/lib/python3.6/site-packages/pandas/core/groupby.py", line 1969, in apply res = f(group) File "/home/kevin/Documents/anaconda3/envs/dl/lib/python3.6/site-packages/pandas/core/groupby.py", line 796, in f return func(g, *args, **kwargs) File "/home/kevin/Documents/JAQS/jaqs/trade/analyze/analyze.py", line 524, in _apply mult = self.inst_map.get(symbol).get("multiplier") AttributeError: 'NoneType' object has no attribute 'get'

重现步骤： JAQS/test/test_backtest_eventdriven.py中把test_backtest()函数中的合约设置为指数合约rb.SHF（在instrument.csv中得知），具体代码如下： props = {"symbol": "rb.SHF", "start_date": 20170710, "end_date": 20170730, "bar_type": "1M", # '1d' "init_balance": 2e4} 然后执行该测试用例，在策略部分运行正常，然后在do_analyze()函数运行时出现上述异常。