Merge pull request #2200 from vnpy/dev

Dev

examples/vn_trader/run.py

@@ -36,7 +36,7 @@ from vnpy.gateway.bybit import BybitGateway
 # from vnpy.app.cta_strategy import CtaStrategyApp
 # from vnpy.app.csv_loader import CsvLoaderApp
 # from vnpy.app.algo_trading import AlgoTradingApp
-# from vnpy.app.cta_backtester import CtaBacktesterApp
+from vnpy.app.cta_backtester import CtaBacktesterApp
 # from vnpy.app.data_recorder import DataRecorderApp
 # from vnpy.app.risk_manager import RiskManagerApp
 # from vnpy.app.script_trader import ScriptTraderApp
@@ -83,7 +83,7 @@ def main():
     main_engine.add_gateway(BybitGateway)
 
     # main_engine.add_app(CtaStrategyApp)
-    # main_engine.add_app(CtaBacktesterApp)
+    main_engine.add_app(CtaBacktesterApp)
     # main_engine.add_app(CsvLoaderApp)
     # main_engine.add_app(AlgoTradingApp)
     # main_engine.add_app(DataRecorderApp)

requirements.txt

@@ -9,6 +9,7 @@ pymysql
 psycopg2
 mongoengine
 numpy
+pandas==0.24.2
 matplotlib
 seaborn
 futu-api

vnpy/gateway/bybit/bybit_gateway.py

@@ -532,8 +532,9 @@ class BybitRestApi(RestClient):
             else:
                 data = resp.json()
 
-                ret_msg = data["ret_msg"]
-                if ret_msg != "ok":
+                ret_code = data["ret_code"]
+                if ret_code:
+                    ret_msg = data["ret_msg"]
                     msg = f"获取历史数据出错，错误信息：{ret_msg}"
                     self.gateway.write_log(msg)
                     break