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ricequant / rqalpha-mod-ctp

RQAlpha 对接 ctp 的扩展 Mod。通过启用该 Mod 来实现期货策略的实盘交易
Apache License 2.0
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ERROR expected bytes, NoneType found #2

Closed Quant2017 closed 7 years ago

Quant2017 commented 7 years ago

1、启用 ctp（0.2.0）模块
2 运行 example 中 run_code_demo.py 结果提示：ERROR expected bytes, NoneType found

Cuizi7 commented 7 years ago

麻烦给一下完整的报错信息，以及 rqalpha 版本、python 版本、操作系统等信息，谢谢。

Quant2017 commented 7 years ago 
rqalpha_user@rqalpha-VirtualBox:~$ uname -a
Linux rqalpha-VirtualBox 4.8.0-42-generic #45~16.04.1-Ubuntu SMP Thu Mar 9 14:10:58 UTC 2017 x86_64 x86_64 x86_64 GNU/Linux
rqalpha_user@rqalpha-VirtualBox:~$ source activate py3
(py3) rqalpha_user@rqalpha-VirtualBox:~$ python -V
Python 3.5.3 :: Continuum Analytics, Inc.
(py3) rqalpha_user@rqalpha-VirtualBox:~$ rqalpha version
Current Version:  (3, 0, 1)
(py3) rqalpha_user@rqalpha-VirtualBox:~$ cd examples/
(py3) rqalpha_user@rqalpha-VirtualBox:~/examples$ ls
buy_and_hold.py      IF_macd.py       __pycache__       subscribe_event.py
data_source          __init__.py      QueryRsp.con      technical_analysis
DialogRsp.con        macd.py          rsi.py            test_pt.py
extend_api           pair_trading.py  run_code_demo.py  TradingDay.con
golden_cross.py      Private.con      run_file_demo.py  turtle.py
IF1706_20161108.csv  Public.con       run_func_demo.py
(py3) rqalpha_user@rqalpha-VirtualBox:~/examples$ python run_code_demo.py
[2017-06-26 21:03:24.480968] DEBUG: system_log: 
{'base': {'accounts': {'STOCK': 100000.0},
          'benchmark': '000300.XSHG',
          'data_bundle_path': '/home/rqalpha_user/.rqalpha/bundle',
          'end_date': datetime.date(2016, 12, 1),
          'frequency': '1d',
          'margin_multiplier': 1,
          'persist': False,
          'persist_mode': PERSIST_MODE.REAL_TIME,
          'resume_mode': False,
          'run_type': RUN_TYPE.BACKTEST,
          'source_code': None,
          'start_date': datetime.date(2016, 6, 1),
          'strategy_file': 'strategy.py'},
 'extra': {'context_vars': None,
           'enable_profiler': False,
           'force_run_init_when_pt_resume': False,
           'is_hold': False,
           'locale': 'zh_Hans_CN',
           'log_level': 'verbose',
           'user_log_disabled': False,
           'user_system_log_disabled': False},
 'mod': {'ctp': {'enabled': True},
         'shipane': {'enabled': False},
         'sys_accounts': {'enabled': True},
         'sys_analyser': {'enabled': True, 'plot': False},
         'sys_funcat': {'enabled': True},
         'sys_progress': {'enabled': True},
         'sys_risk': {'enabled': True},
         'sys_simulation': {'enabled': True},
         'sys_stock_realtime': {'enabled': False},
         'vnpy': {'enabled': False}},
 'validator': {'cash_return_by_stock_delisted': False, 'close_amount': True},
 'version': '0.1.6',
 'whitelist': ['base', 'extra', 'validator', 'mod']}
[2017-06-26 21:03:24.481442] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_progress
[2017-06-26 21:03:24.482538] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_simulation
[2017-06-26 21:03:24.490595] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_risk
[2017-06-26 21:03:24.493989] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_accounts
[2017-06-26 21:03:24.500203] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_analyser
[2017-06-26 21:03:24.502382] DEBUG: system_log: 载入 Mod rqalpha.mod.rqalpha_mod_sys_funcat
[2017-06-26 21:03:24.503433] DEBUG: system_log: 载入 Mod rqalpha_mod_ctp
Traceback (most recent call last):
  File "TraderApi.pyx", line 605, in ctp._TraderApi.TraderSpi_OnFrontConnected (ctp/TraderApi.cpp:14978)
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 199, in OnFrontConnected
    self.login()
    └ <rqalpha_mod_ctp.ctp.api.CtpTdApi object at 0x7fe87e09df30>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 349, in login
    Password=str2bytes(self.password),
             │         └ <rqalpha_mod_ctp.ctp.api.CtpTdApi object at 0x7fe87e09df30>
             └ <function str2bytes at 0x7fe87ff4a488>
TypeError: expected bytes, NoneType found
Traceback (most recent call last):
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha/main.py", line 195, in run
    mod_handler.start_up()
    └ <rqalpha.mod.ModHandler object at 0x7fe88033de48>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha/mod/__init__.py", line 68, in start_up
    self._mod_dict[mod_name].start_up(self._env, mod_config)
    │              │                  │          └ {'enabled': True,
 'event': {'address': 'tcp://180.168.212.228:41213', 'all_day': False, 'enabled': True},
 'login': {'broker_id...
    │              │                  └ <rqalpha.mod.ModHandler object at 0x7fe88033de48>
    │              └ 'ctp'
    └ <rqalpha.mod.ModHandler object at 0x7fe88033de48>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/mod.py", line 39, in start_up
    self._init_trade_gateway()
    └ <rqalpha_mod_ctp.mod.CtpMod object at 0x7fe87ff7e470>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/mod.py", line 65, in _init_trade_gateway
    self._trade_gateway.connect(user_id, password, broker_id, trade_frontend_uri)
    │                           │        │         │          └ 'tcp://180.168.146.187:10000'
    │                           │        │         └ '9999'
    │                           │        └ None
    │                           └ None
    └ <rqalpha_mod_ctp.mod.CtpMod object at 0x7fe87ff7e470>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/trade_gateway.py", line 56, in connect
    self.td_api.connect()
    └ <rqalpha_mod_ctp.ctp.trade_gateway.TradeGateway object at 0x7fe87eb679e8>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 326, in connect
    self.login()
    └ <rqalpha_mod_ctp.ctp.api.CtpTdApi object at 0x7fe87e09df30>
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 349, in login
    Password=str2bytes(self.password),
             │         └ <rqalpha_mod_ctp.ctp.api.CtpTdApi object at 0x7fe87e09df30>
             └ <function str2bytes at 0x7fe87ff4a488>
TypeError: expected bytes, NoneType found
2017-06-26 ERROR expected bytes, NoneType found
[2017-06-26 21:03:25.664501] ERROR: system_log: 策略运行产生异常
Traceback (most recent call last):
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha/main.py", line 195, in run
    mod_handler.start_up()
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha/mod/__init__.py", line 68, in start_up
    self._mod_dict[mod_name].start_up(self._env, mod_config)
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/mod.py", line 39, in start_up
    self._init_trade_gateway()
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/mod.py", line 65, in _init_trade_gateway
    self._trade_gateway.connect(user_id, password, broker_id, trade_frontend_uri)
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/trade_gateway.py", line 56, in connect
    self.td_api.connect()
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 326, in connect
    self.login()
  File "/home/rqalpha_user/anaconda3/envs/py3/lib/python3.5/site-packages/rqalpha_mod_ctp/ctp/api.py", line 349, in login
    Password=str2bytes(self.password),
TypeError: expected bytes, NoneType found
(py3) rqalpha_user@rqalpha-VirtualBox:~/examples$
Cuizi7 commented 7 years ago

请检查您配置项中 password 的设置，该项设置为 None 就会报以上错误。