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WARN [abandon] stock_position.bought_value 已经不再有效 #114

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myz8110 opened this Issue May 2, 2017 · 9 comments

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@myz8110

myz8110 commented May 2, 2017

1. RQAlpha2.1.4

2. Python3.6.0

3. Windows

4. 2.0.9更新至2.1.4后,原先正常运行的代码出现了问题.

5. cmd一直出现以下信息:

2015-07-14 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-14 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-14 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-14 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-14 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-15 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-16 WARN [abandon] stock_position.bought_value 已经不再有效
2015-07-16 WARN [abandon] stock_position.bought_value 已经不再有效

怎么清除这些不想显示的信息?或者有什么方法可以回退到2.0.9?

@wh1100717

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wh1100717 commented May 3, 2017

@myz8110 这个问题已经修复 下一个版本发布会解决。

您可以稍等一下 这两天就会发布。

如果要回退的话,可以指定版本安装 pip install rqalpha==2.0.9

@wh1100717 wh1100717 added the bug label May 3, 2017

@wh1100717 wh1100717 self-assigned this May 3, 2017

@wh1100717 wh1100717 added the fixed label May 3, 2017

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wh1100717 commented May 3, 2017

2.2.0 已解决该问题

@wh1100717 wh1100717 closed this May 3, 2017

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myz8110 commented May 5, 2017

今天更新到2.2.1,发现问题并没有解决啊!

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wh1100717 commented May 5, 2017

@myz8110 你能贴一下具体的会出现这个问题的策略和配置信息吗?

@wh1100717 wh1100717 reopened this May 5, 2017

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myz8110 commented May 7, 2017

你好,已找到问题所在,我原先的策略仍然使用已弃用的pnl和bought_value,改过之后已经没有报错.顺便问下,我在handle_bar(context, bar_dict)中使用is_suspended函数,好像没能过滤掉停牌股,是不是我用错了is_suspended(stock)==False?能不能帮我看下错在哪里?
我的代码如下:其中的 stocks是一个list, 我以filter_paused_stock(stocks)的返回值作为股票池.
def filter_paused_stock(stocks):
return [stock for stock in stocks if is_suspended(stock)==False]

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wh1100717 commented May 8, 2017

这个麻烦 @hzliu @handsomu 帮忙看一下~~

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handsomu commented May 8, 2017

是否可以给出股票代码呢?
我这边用 万科 测试is_suspended,表现正常。20160701是True,20160704是False

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myz8110 commented May 8, 2017

@handsomu @wh1100717 已找出原因,是我在卖出时停牌,不是买入时,能不能在"WARN 300472.XSHE 在 2016-09-19 15:00:00 时停牌"增加提示我是在卖出还是买入时遭遇停牌,因为买入卖出的次数多了,"WARN 300472.XSHE 在 2016-09-19 15:00:00 时停牌"我并不知道是卖出还是买入时遭遇停牌,如果这个warn是在买卖停牌股发生时提示,是不是也可以增加判断它是买入还是卖出的提示?比如变成"WARN 300472.XSHE 在 2016-09-19 15:00:00(卖出) 时停牌"

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wh1100717 commented May 8, 2017

@myz8110 这个是事前风控 进行检测的,主要是基于下单的order_book_id 来检查是否交易 是否停牌等内容。他检测的是你在使用的 这个 order_book_id 是否有效,与是否开仓/平仓 其实无关。

我觉得目前来说,没有太大必要细化到提示买入 还是 卖出 这个粒度。

@wh1100717 wh1100717 closed this May 8, 2017

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