您好:
我在运行交易策略的多实例的示例程序时,
出现提示错误:
short_avg = ma(klines[“close”], args.SHORT)
ValueError: window must be an integer
示例程序如下:
<span class="n">SYMBOL</span> <span class="o">=</span> <span class="s2">"SHFE.bu1912"</span> <span class="c1"># 合约代码</span> <span class="n">SHORT</span> <span class="o">=</span> <span class="mi">30</span> <span class="c1"># 短周期</span> <span class="n">LONG</span> <span class="o">=</span> <span class="mi">60</span> <span class="c1"># 长周期</span> <span class="n">api</span> <span class="o">=</span> <span class="n">TqApi</span><span class="p">(</span><span class="n">TqSim</span><span class="p">())</span> <span class="n">klines</span> <span class="o">=</span> <span class="n">api</span><span class="o">.</span><span class="n">get_kline_serial</span><span class="p">(</span><span class="n">SYMBOL</span><span class="p">,</span> <span class="n">duration_seconds</span><span class="o">=</span><span class="mi">60</span><span class="p">,</span> <span class="n">data_length</span><span class="o">=</span><span class="n">LONG</span> <span class="o">+</span> <span class="mi">2</span><span class="p">)</span> <span class="n">target_pos</span> <span class="o">=</span> <span class="n">TargetPosTask</span><span class="p">(</span><span class="n">api</span><span class="p">,</span> <span class="n">SYMBOL</span><span class="p">)</span> <span class="k">while</span> <span class="kc">True</span><span class="p">:</span> <span class="n">api</span><span class="o">.</span><span class="n">wait_update</span><span class="p">()</span> <span class="k">if</span> <span class="n">api</span><span class="o">.</span><span class="n">is_changing</span><span class="p">(</span><span class="n">klines</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">],</span> <span class="s2">"datetime"</span><span class="p">):</span> <span class="n">short_avg</span> <span class="o">=</span> <span class="n">ma</span><span class="p">(</span><span class="n">klines</span><span class="p">[</span><span class="s2">"close"</span><span class="p">],</span> <span class="n">SHORT</span><span class="p">)</span> <span class="n">long_avg</span> <span class="o">=</span> <span class="n">ma</span><span class="p">(</span><span class="n">klines</span><span class="p">[</span><span class="s2">"close"</span><span class="p">],</span> <span class="n">LONG</span><span class="p">)</span> <span class="k">if</span> <span class="n">long_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">2</span><span class="p">]</span> <span class="o"><</span> <span class="n">short_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">2</span><span class="p">]</span> <span class="ow">and</span> <span class="n">long_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="o">></span> <span class="n">short_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]:</span> <span class="n">target_pos</span><span class="o">.</span><span class="n">set_target_volume</span><span class="p">(</span><span class="o">-</span><span class="mi">3</span><span class="p">)</span> <span class="nb">print</span><span class="p">(</span><span class="s2">"均线下穿,做空"</span><span class="p">)</span> <span class="k">if</span> <span class="n">short_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">2</span><span class="p">]</span> <span class="o"><</span> <span class="n">long_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">2</span><span class="p">]</span> <span class="ow">and</span> <span class="n">short_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="o">></span> <span class="n">long_avg</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]:</span> <span class="n">target_pos</span><span class="o">.</span><span class="n">set_target_volume</span><span class="p">(</span><span class="mi">3</span><span class="p">)</span> <span class="nb">print</span><span class="p">(</span><span class="s2">"均线上穿,做多"</span><span class="p">) </span>