veighna-global / vnpy_okx

OKX trading gateway for VeighNa Evo
MIT License
98 stars 83 forks source link

CTA策略初始化,载入历史数据触发异常 File "C:\veighna_studio\lib\site-packages\vnpy_okx\okx_gateway.py", line 432, in query_history ts, o, h, l, c, vol, _ = bar_list ValueError: too many values to unpack (expected 7) #38

Open linhertz opened 2 months ago

linhertz commented 2 months ago

[TEST] 触发异常已停止 Traceback (most recent call last): File "C:\veighna_studio\lib\site-packages\vnpy_ctastrategy\engine.py", line 615, in call_strategy_func func() File "C:\Develop\strategies\BTC_240831_tick_OC.py", line 227, in on_init self.load_bar(10) File "C:\veighna_studio\lib\site-packages\vnpy_ctastrategy\template.py", line 306, in load_bar bars: List[BarData] = self.cta_engine.load_bar( File "C:\veighna_studio\lib\site-packages\vnpy_ctastrategy\engine.py", line 568, in load_bar bars: List[BarData] = self.main_engine.query_history(req, contract.gateway_name) File "C:\veighna_studio\lib\site-packages\vnpy\trader\engine.py", line 225, in query_history return gateway.query_history(req) File "C:\veighna_studio\lib\site-packages\vnpy_okx\okx_gateway.py", line 202, in query_history return self.rest_api.query_history(req) File "C:\veighna_studio\lib\site-packages\vnpy_okx\okx_gateway.py", line 432, in queryhistory ts, o, h, l, c, vol, = bar_list ValueError: too many values to unpack (expected 7)

poloxue commented 2 months ago

这个 gateway 问题挺多的,不止于这一个问题,各种乱七八遭的情况。作者就是打了个样板,估计都没实际交易过,估计他们也不用。

我修改了,但是没被合并,

http://github.com/poloxue/vnpy_okx

已经用了一年多了

linhertz commented 2 months ago

这个 gateway 问题挺多的,不止于这一个问题,各种乱七八遭的情况。作者就是打了个样板,估计都没实际交易过,估计他们也不用。

我修改了,但是没被合并,

http://github.com/poloxue/vnpy_okx

已经用了一年多了

谢谢分享!

veighna-global commented 1 month ago

抱歉,我们团队不怎么用OKX交易所,现有代码应该是之前从官方那边转过来的版本,很久没有更新了,争取9月安排一下更新