veighna-global/vnpy_okx

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)

Opened this issue · 3 comments

[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 query_history
ts, o, h, l, c, vol, _ = bar_list
ValueError: too many values to unpack (expected 7)

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

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!

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