在vnpy mod里如何做vnpy的交易呢 ？ about rqalpha-mod-vnpy HOT 27 CLOSED

vnpy mod 现支持下单撤单等功能。可否详细描述一下您需要的功能？

from rqalpha-mod-vnpy.

目前只需要下单，撤单功能，
就是下单／撤单后，可以在vnpy的vntrader中看到；

from rqalpha-mod-vnpy.

如果 vnpy mod 和 vntrader 登录了同一个 CTP 账号的话是可以在 vntrader 中看到的。其实一个CTP 账号可以登录多个终端，所有终端都会收到 CTP 的回报，不仅仅局限于 vnpy mod 和 vntrader。

from rqalpha-mod-vnpy.

好的，但是怎样下单／撤单呢？

from rqalpha-mod-vnpy.

在策略中调用 rqalpha 的相关 API 即可。
参见此处 http://rqalpha.readthedocs.io/zh_CN/latest/api/base_api.html#buy-open

from rqalpha-mod-vnpy.

照着buy_and_hold写了一个简单的策略文件，但运行后vntrader里看不到交易信息；
我现在也无法确定策略文件是否被执行了，我在策略文件里加了logger.info("xxx"), 但是运行时并没有打出来；

from rqalpha-mod-vnpy.

策略运行前会有几分钟的时间从 CTP 同步数据。
您可以将 log-level 设置成 verbose，这样能看到一些更详细的 debug 信息。

from rqalpha-mod-vnpy.

设置了log-level为verbose；
运行了大约20分钟，报错：
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f5b640008c8][-1461387263][ 0]
Traceback (most recent call last):
File "/home/RqalphaNew/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
└ <rqalpha.mod.ModHandler object at 0x7f5b7c71ded0>
File "/home/RqalphaNew/rqalpha/rqalpha/mod/init.py", line 67, in start_up
self._mod_dict[mod_name].start_up(self._env, mod_config)
│ │ │ └ {'CTP': {'brokerID': '9999',
'mdAddress': 'tcp://180.168.146.187:10010',
'password': ‘000000’,
'tdAddress': 'tcp://180...
│ │ └ <rqalpha.mod.ModHandler object at 0x7f5b7c71ded0>
│ └ 'vnpy'
└ <rqalpha.mod.ModHandler object at 0x7f5b7c71ded0>
File "/home/RqalphaNew/rqalpha/rqalpha/mod/rqalpha_mod_vnpy/mod.py", line 54, in start_up
port = VNPYBroker.get_portfolio()
└ <class 'rqalpha.mod.rqalpha_mod_vnpy.vnpy_broker.VNPYBroker'>
TypeError: unbound method get_portfolio() must be called with VNPYBroker instance as first argument (got nothing instead)
0000-00-00 ERROR unbound method get_portfolio() must be called with VNPYBroker instance as first argument (got nothing instead)
[2017-04-24 15:49:35.546968] ERROR: system_log: 策略运行产生异常
Traceback (most recent call last):
File "/home/RqalphaNew/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
File "/home/RqalphaNew/rqalpha/rqalpha/mod/init.py", line 67, in start_up
self._mod_dict[mod_name].start_up(self._env, mod_config)
File "/home/RqalphaNew/rqalpha/rqalpha/mod/rqalpha_mod_vnpy/mod.py", line 54, in start_up
port = VNPYBroker.get_portfolio()
TypeError: unbound method get_portfolio() must be called with VNPYBroker instance as first argument (got nothing instead)
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f5b500008c8][-1461256191][ 0]

from rqalpha-mod-vnpy.

麻烦更新一下代码，包括 vnpy 和 vnpy mod

from rqalpha-mod-vnpy.

最新的vnpy无法编译CTP接口 。

from rqalpha-mod-vnpy.

rqalpha 2.0.9
运行vnpy mod的配置对吗？：
from rqalpha import run
config_mod={
"base":{
"strategy_file" : "/home/RqalphaNew/rqalpha/rqalpha/examples/buy_and_hold.py",
"start_date" : "2017-01-01",
"end_date" : "2017-04-25”,
"stock_starting_cash" : 100000,
"benchmark" : "000300.XSHG",
"strategy_type" : “securities”,
"enabled" : "true",
"frequency" : "tick"
},
"mod": {
"vnpy": {
"gateway_type": "CTP",
"vn_trader_path": "/home/walker/Desktop/vnpy/vn.trader"
"all_day": True,
"query_interval": 2,
"CTP": {
"userID": "userid,
"password": “password”,
"brokerID": "9999",
"tdAddress": "tcp://180.168.146.187:10030",
"mdAddress": "tcp://180.168.146.187:10031"
},
"enabled": “true”,
“log-level”: “verbose”
},
"sys_simulation":{
"enabled": "false"
}
}
}
run(config_mod)

from rqalpha-mod-vnpy.

都更新了：
rqalpha: 2.1.2
vnpy: clone的最新的，开发者说目前无法查看版本；
vnpy mod: 0.9.21
Ubuntu 16.04 LTS

运行vnpy mod几分钟后, 报错：“不支持撮合类型” 。
/usr/bin/python2.7 /home/walker/Desktop/Rqalpha212/rqalpha/startmod.py
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ltsGateway/init.py", line 4, in
from ltsGateway import LtsGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ltsGateway/ltsGateway.py", line 10, in
from vnltsmd import MdApi
ImportError: libsecuritymduserapi.so: cannot open shared object file: No such file or directory
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/qdpGateway/init.py", line 4, in
from qdpGateway import QdpGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/qdpGateway/qdpGateway.py", line 16, in
from vnqdpmd import MdApi
ImportError: No module named vnqdpmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/xspeedGateway/init.py", line 4, in
from xspeedGateway import XspeedGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/xspeedGateway/xspeedGateway.py", line 12, in
from vnxspeedmd import MdApi
ImportError: No module named vnxspeedmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/femasGateway/init.py", line 4, in
from femasGateway import FemasGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/femasGateway/femasGateway.py", line 13, in
from vnfemasmd import MdApi
ImportError: No module named vnfemasmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/shzdGateway/init.py", line 4, in
from shzdGateway import ShzdGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/shzdGateway/shzdGateway.py", line 18, in
from vnshzd import ShzdApi
ImportError: No module named vnshzd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksotpGateway/init.py", line 4, in
from ksotpGateway import KsotpGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksotpGateway/ksotpGateway.py", line 11, in
from vnksotpmd import MdApi
ImportError: No module named vnksotpmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ibGateway/init.py", line 4, in
from ibGateway import IbGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ibGateway/ibGateway.py", line 20, in
from vnib import *
ImportError: twsapi.so: cannot open shared object file: No such file or directory
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
请先安装WindPy接口
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/sgitGateway/init.py", line 4, in
from sgitGateway import SgitGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/sgitGateway/sgitGateway.py", line 16, in
from vnsgitmd import MdApi
ImportError: No module named vnsgitmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksgoldGateway/init.py", line 4, in
from ksgoldGateway import KsgoldGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksgoldGateway/ksgoldGateway.py", line 14, in
from vnksgoldtd import TdApi
ImportError: No module named vnksgoldtd
[2017-04-25 15:25:24.532232] INFO: system_log: CTP行情服务器连接成功
[2017-04-25 15:25:24.591442] INFO: system_log: CTP行情服务器登录成功
[2017-04-25 15:25:25.532419] INFO: system_log: CTP交易服务器连接成功
[2017-04-25 15:25:25.567215] INFO: system_log: CTP交易服务器登录成功
[2017-04-25 15:25:26.530059] INFO: system_log: CTP交易服务器结算信息确认成功
Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
└ <rqalpha.mod.ModHandler object at 0x7f1d268858d0>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/init.py", line 68, in start_up
self._mod_dict[mod_name].start_up(self.env, mod_config)
│ │ │ └ {'commission_multiplier': 1,
'enabled': 'false',
'matching_type': MATCHING_TYPE.CURRENT_BAR_CLOSE,
'price_limit': True,
'sig...
│ │ └ <rqalpha.mod.ModHandler object at 0x7f1d268858d0>
│ └ 'sys_simulation'
└ <rqalpha.mod.ModHandler object at 0x7f1d268858d0>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py", line 47, in start_up
raise RuntimeError(("Not supported matching type {}").format(mod_config.matching_type))
│ └ {'commission_multiplier': 1,
'enabled': 'false',
'matching_type': MATCHING_TYPE.CURRENT_BAR_CLOSE,
'price_limit': True,
'sig...
└ <function gettext at 0x7f1d31de6668>
RuntimeError: 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
0000-00-00 ERROR 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
[2017-04-25 15:28:12.508754] ERROR: system_log: 策略运行产生异常
Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/init.py", line 68, in start_up
self._mod_dict[mod_name].start_up(self.env, mod_config)
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py", line 47, in start_up
raise RuntimeError(("Not supported matching type {}").format(mod_config.matching_type))
RuntimeError: 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f1d0c0008c8][-102498303][ 0]
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f1cfc0008c8][-102432767][ 0]

Process finished with exit code 0

from rqalpha-mod-vnpy.

检查一下是不是你的配置没有被调用，因为报错信息显示 simulation mod 还是被触发了

from rqalpha-mod-vnpy.

这是我的配置，有什么问题吗？
rqalpha 2.1.2
运行vnpy mod的配置对吗？：
from rqalpha import run
config_mod={
"base":{
"strategy_file" : "/home/walke/Desktop/Rqalpha212/rqalpha/rqalpha/examples/buy_and_hold.py",
"start_date" : "2017-01-01",
"end_date" : "2017-04-25”,
"stock_starting_cash" : 100000,
"benchmark" : "000300.XSHG",
"strategy_type" : “securities”,
"enabled" : "true",
"frequency" : "tick"
},
"mod": {
"vnpy": {
"gateway_type": "CTP",
"vn_trader_path": "/home/walker/Desktop/VnpyNew/vnpy/vn.trader"
"all_day": True,
"query_interval": 2,
"CTP": {
"userID": "userid,
"password": “password”,
"brokerID": "9999",
"tdAddress": "tcp://180.168.146.187:10030",
"mdAddress": "tcp://180.168.146.187:10031"
},
"enabled": “true”,
“log-level”: “verbose”
},
"sys_simulation":{
"enabled": "false"
}
}
}
run(config_mod)

from rqalpha-mod-vnpy.

使用 rqalpha mod list 命令查看 mod 的启用状态，使用 rqalpha mod disable/enable  XXX 开关闭和开启mod。
http://rqalpha.readthedocs.io/zh_CN/latest/development/mod.html#pypi-mod

from rqalpha-mod-vnpy.

simulation mod已经关闭：

from rqalpha-mod-vnpy.

rqalpha_vnpy_mod必须要安装吗？
怎么不安装，在代码里运行呢 ？

from rqalpha-mod-vnpy.

在 setup.py 所在路径执行 pip install -e .

from rqalpha-mod-vnpy.

rqalpa和ralpha vnpy mod，我都执行了 pip install -e . ;
然后我把rqalpha_mod_vnpy文件夹复制到rqalpha/mod下了；
你看一下我的配置有什么问题吗？

from rqalpha-mod-vnpy.

你可以看一下 rqalpha 的源代码。
对于第三方mod，一般推荐执行 rqalpha mod install xxx , 这个命令主要会干两件事。第一是寻找该 mod 的安装包有没有被安装，如果没有的话调用 pip 进行安装；第二件事是将该mod的信息添加进配置文件中，之后执行 rqalpha mod list 就可以看到对应的信息。
如果你想通过代码运行，pip install -e . 相当于已经安装了 mod 包，下面还需要做的事就是将信息添加到 mod 配置文件中，此时执行 rqalpha mod install vnpy 就可以了。
顺利的话此时执行 rqalpha mod list 就可以在表格中看到 vnpy，并可以执行 rqalpha mod enable vnpy 启用该mod。
另外并不需要将代码复制到 rqalpha 目录下。

from rqalpha-mod-vnpy.

我把这个问题单独开了个issue，方便其他用户查看
#18
如果针对通过代码运行的问题可以直接在那里回复。

from rqalpha-mod-vnpy.

@FallacyWalker rqalpha 支持 rqalpha mod install -e . 你如果mod 本地开发的话 建议直接使用rqlapha install mod install -e . 来安装需要开发和编辑的Mod

from rqalpha-mod-vnpy.

rqalpha下的vnpy mod文件夹删掉了，也找上面说的办法安装了，重新运行，还是报“不支持撮合类型”的错误:
/usr/bin/python2.7 /home/walker/Desktop/Rqalpha212/rqalpha/startmod.py
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ltsGateway/init.py", line 4, in
from ltsGateway import LtsGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ltsGateway/ltsGateway.py", line 10, in
from vnltsmd import MdApi
ImportError: libsecuritymduserapi.so: cannot open shared object file: No such file or directory
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/qdpGateway/init.py", line 4, in
from qdpGateway import QdpGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/qdpGateway/qdpGateway.py", line 16, in
from vnqdpmd import MdApi
ImportError: No module named vnqdpmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/xspeedGateway/init.py", line 4, in
from xspeedGateway import XspeedGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/xspeedGateway/xspeedGateway.py", line 12, in
from vnxspeedmd import MdApi
ImportError: No module named vnxspeedmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/femasGateway/init.py", line 4, in
from femasGateway import FemasGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/femasGateway/femasGateway.py", line 13, in
from vnfemasmd import MdApi
ImportError: No module named vnfemasmd
请先安装WindPy接口
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/shzdGateway/init.py", line 4, in
from shzdGateway import ShzdGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/shzdGateway/shzdGateway.py", line 18, in
from vnshzd import ShzdApi
ImportError: No module named vnshzd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksotpGateway/init.py", line 4, in
from ksotpGateway import KsotpGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksotpGateway/ksotpGateway.py", line 11, in
from vnksotpmd import MdApi
ImportError: No module named vnksotpmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ibGateway/init.py", line 4, in
from ibGateway import IbGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ibGateway/ibGateway.py", line 20, in
from vnib import *
ImportError: twsapi.so: cannot open shared object file: No such file or directory
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/sgitGateway/init.py", line 4, in
from sgitGateway import SgitGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/sgitGateway/sgitGateway.py", line 16, in
from vnsgitmd import MdApi
ImportError: No module named vnsgitmd
Traceback (most recent call last):
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/init.py", line 30, in
module = importlib.import_module(moduleName)
File "/usr/lib/python2.7/importlib/init.py", line 37, in import_module
import(name)
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksgoldGateway/init.py", line 4, in
from ksgoldGateway import KsgoldGateway as gateway
File "/home/walker/Desktop/VnpyNew/vnpy/vn.trader/gateway/ksgoldGateway/ksgoldGateway.py", line 14, in
from vnksgoldtd import TdApi
ImportError: No module named vnksgoldtd
[2017-04-27 19:16:50.318307] INFO: system_log: CTP行情服务器连接成功
[2017-04-27 19:16:50.379870] INFO: system_log: CTP行情服务器登录成功
[2017-04-27 19:16:51.303359] INFO: system_log: CTP交易服务器连接成功
[2017-04-27 19:16:51.375967] INFO: system_log: CTP交易服务器登录成功
[2017-04-27 19:16:52.319344] INFO: system_log: CTP交易服务器结算信息确认成功
Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
└ <rqalpha.mod.ModHandler object at 0x7f01d6378a90>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/init.py", line 68, in start_up
self._mod_dict[mod_name].start_up(self.env, mod_config)
│ │ │ └ {'commission_multiplier': 1,
'enabled': 'false',
'matching_type': MATCHING_TYPE.CURRENT_BAR_CLOSE,
'price_limit': True,
'sig...
│ │ └ <rqalpha.mod.ModHandler object at 0x7f01d6378a90>
│ └ 'sys_simulation'
└ <rqalpha.mod.ModHandler object at 0x7f01d6378a90>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py", line 47, in start_up
raise RuntimeError(("Not supported matching type {}").format(mod_config.matching_type))
│ └ {'commission_multiplier': 1,
'enabled': 'false',
'matching_type': MATCHING_TYPE.CURRENT_BAR_CLOSE,
'price_limit': True,
'sig...
└ <function gettext at 0x7f01e18ce668>
RuntimeError: 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
0000-00-00 ERROR 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
[2017-04-27 19:19:38.742995] ERROR: system_log: 策略运行产生异常
Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 191, in run
mod_handler.start_up()
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/init.py", line 68, in start_up
self._mod_dict[mod_name].start_up(self.env, mod_config)
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py", line 47, in start_up
raise RuntimeError(("Not supported matching type {}").format(mod_config.matching_type))
RuntimeError: 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f01bc0008c8][-752746495][ 0]
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7f01ac0008c8][-752680959][ 0]

Process finished with exit code 0

from rqalpha-mod-vnpy.

File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py", line 47, in start_up
raise RuntimeError(("Not supported matching type {}").format(mod_config.matching_type))
RuntimeError: 不支持撮合类型: MATCHING_TYPE.CURRENT_BAR_CLOSE

这个错误确实是 sys_simulation 报出来的。你可以看到 CTP 已经成功连接上了，但是这个报错终止了程序导致 CTP 断连。一般来说 sys_simulation 已经 disable 了是不会启动的，您可否帮忙查看一下是什么原因导致了 sys_simulation 启动？如果关掉了 vnpy mod 这个现象还是否会复现？可以着重看一下 rqalpha 中的 ModHandler 部分。

from rqalpha-mod-vnpy.

"sys_simulation":{
"enabled": "false"
}
这个错误解决了， 把配置里的这一段删掉就好了，但是重新运行几分钟后，又报错了：

Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 289, in run
Executor(env).run(bar_dict)
│ │ └ BarMap(ZN1804)
│ └ <rqalpha.environment.Environment object at 0x7ffbc317fa10>
└ <class 'rqalpha.core.executor.Executor'>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/core/executor.py", line 58, in run
event_bus.publish_event(PRE_TICK)
│ └ event_type:EVENT.PRE_TICK
└ <rqalpha.events.EventBus object at 0x7ffbc317f950>
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/events.py", line 43, in publish_event
if l(event):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/model/account/benchmark_account.py", line 50, in _on_tick
tick = event.tick
└ event_type:EVENT.PRE_TICK
AttributeError: 'Event' object has no attribute 'tick'
2017-04-28 14:13:27.00 ERROR 'Event' object has no attribute 'tick'
[2017-04-28 14:13:30.746903] ERROR: system_log: 策略运行产生异常
Traceback (most recent call last):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/main.py", line 289, in run
Executor(env).run(bar_dict)
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/core/executor.py", line 58, in run
event_bus.publish_event(PRE_TICK)
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/events.py", line 43, in publish_event
if l(event):
File "/home/walker/Desktop/Rqalpha212/rqalpha/rqalpha/model/account/benchmark_account.py", line 50, in _on_tick
tick = event.tick
AttributeError: 'Event' object has no attribute 'tick'
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7ffba80008c8][-589823999][ 0]
CThostFtdcUserApiImplBase::OnSessionDisconnected[0x7ffba40008c8][-589758463][ 0]

Process finished with exit code 0
　　　 　　　 　　　 　　　 　　　　　　　 　　　　　　　　　　　　　　　　 　　 　　　　　　　 　　　 　　 　　 　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　 　 　 　　　　　　　　　　　　　 　　　　　　　　　　 　　　　 　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　 　　　　　　　　　 　　 　 　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　 　 　　 　　　　 　　

from rqalpha-mod-vnpy.

develop 分支已修复

from rqalpha-mod-vnpy.

master 分支已修复。

from rqalpha-mod-vnpy.