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模拟交易中,触发条件先在50etf期权上建仓,然后在50etf现货上对冲,但是提示合约不存在,不知道是代码问题还是什么原因造成的。

2020-10-29 14:16:06,615 – INFO – 模拟交易下单 PYSDK_target_235ffae6aa210191be358fb531a4a305: 时间:2020-10-29 14:11:19.508000,合约:SSE.10002733,开平:OPEN,方向:SELL,手数:20,价格:0.0806
2020-10-29 14:16:06,615 – INFO – 模拟交易委托单 PYSDK_target_235ffae6aa210191be358fb531a4a305: 全部成交
2020-10-29 14:16:06,615 – INFO – 模拟交易下单 PYSDK_target_f157cbd2f0a57d2c3153e3b1e7eb2d92: 时间:2020-10-29 14:11:19.508000,合约:SSE.10002735,开平:OPEN,方向:BUY,手数:20,价格:0.0537
2020-10-29 14:16:06,615 – INFO – 模拟交易委托单 PYSDK_target_f157cbd2f0a57d2c3153e3b1e7eb2d92: 全部成交
2020-10-29 14:16:06,615 – INFO – 模拟交易委托单 PYSDK_target_4f3906eff94e908a20ff24a1627d8967: 合约不存在
Exception in thread Thread-1:
Traceback (most recent call last):
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\threading.py”, line 932, in _bootstrap_inner
self.run()
File “C:/Users/justshiyuan/PycharmProjects/python_pycharm/Tqsdk_sty/Skew_sty.py”, line 40, in run
self.api.wait_update()
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\site-packages\tqsdk\api.py”, line 1203, in wait_update
self._run_until_idle()
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\site-packages\tqsdk\api.py”, line 2211, in _run_until_idle
self._run_once()
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\site-packages\tqsdk\api.py”, line 2204, in _run_once
raise self._exceptions.pop(0)
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\site-packages\tqsdk\lib.py”, line 208, in _target_pos_task
await gather(*[each._task for each in all_tasks])
File “C:\Users\justshiyuan\AppData\Local\Programs\Python\Python38\lib\site-packages\tqsdk\lib.py”, line 288, in _run
raise Exception(“遇到错单: %s %s %s %d手 %f %s” % (
Exception: 遇到错单: SSE.510050 BUY OPEN 9手 3.394000 合约不存在

target_pos = [
    TargetPosTask(self.api, self.symbol2),
    TargetPosTask(self.api, self.symbol3),
    TargetPosTask(self.api, self.symbol4),
    TargetPosTask(self.api, self.symbol)
]
target_pos[0].set_target_volume(-20)
target_pos[1].set_target_volume(20)
hedging = greeks[0]["delta"] * (-20) + greeks[1]["delta"] * (20)
target_pos[3].set_target_volume(-list(hedging)[-1])
ringo 已回答的问题 2020年10月29日
0

股票目前不支持模拟交易

ringo 发表新评论 2020年10月29日

不支持模拟的意思是股票的回测和股票的模拟实盘交易都不行

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