用Spyder运用官网的一个简单的高频交易策略时未得到tick数据

用Spyder运用官网的一个简单的高频交易策略时未得到tick数据，，具体代码如下：# -*- coding: utf-8 -*- \"\"\" Created on Sun Jun 25 10:31:14 2023 @author: huasan \"\"\" # encoding utf-8 import tbpy import sys import datetime # 自定义策略，须继承 tbpy.IStrategy class MyStrategy(tbpy.IStrategy): # print(888) #策略的初始化：传入最大持仓、撤单时间、账户 ID、合约代码 def __init__(self, max_pos, interval_secs, account_id, symbol): super().__init__(\'MyStrategy\') self._side = 0 self._max_pos = max_pos self._interval_secs = interval_secs self._account_id = account_id self._symbol = symbol self._account = None self._pos = None self._order_dict = {} self._time= None pass def __del__(self): pass # 初始化事件函数：订阅 TICK、订阅账户、设置定时器、读取初始仓位 def on_init(self, context): ret = context.subscribe_tick(symbol=self._symbol) print(\'ret111\',ret) //这个数据为空 if ret is not None: print(ret) tbpy.exit() self._account = context.subscribe_account(account_id=self._account_id) if self._account is None: print(tbpy.get_last_err()) tbpy.exit() context.create_timer(interval_millsecs=2 * 100) self._pos = self._account.get_position(symbol=self._symbol) print(\'on_init success.\') # BAR 事件函数 def on_bar(self, context, bars, symbol, flag): pass # TICK 事件函数：读取目前的持仓，根据规则发送委托。 def on_tick(self, context, tick): print(\'tick11\',tick) if self._time is not None and (datetime.datetime.now() - self._time).seconds <= self._interval_secs: return l_up_pos = self._pos.l_current_volume + self._pos.l_active_volume -self._pos.l_active_close_volume s_up_pos = self._pos.s_current_volume + self._pos.s_active_volume -self._pos.s_active_close_volume if l_up_pos > self._max_pos: self._side = -1 if s_up_pos > self._max_pos: self._side = 1 if self._side > 0: if s_up_pos == 0: self.push_order_id(self._account.buy(symbol=tick.symbol,volume=1, price=tick.last)) elif self._pos.s_current_volume > 0: self.push_order_id(self._account.buy2cover(symbol=tick.symbol,volume=1, price=tick.last)) else: if l_up_pos == 0: self.push_order_id(self._account.sell2short(symbol=tick.symbol,volume=1, price=tick.last)) elif self._pos.l_current_volume > 0: self.push_order_id(self._account.sell(symbol=tick.symbol,volume=1, price=tick.last)) self._time = datetime.datetime.now() # 持仓事件函数；读取最新持仓 def on_position(self, context, pos): print(pos) self._pos = pos # 委托事件函数：剔除已经处于完成状态的委托单编号，只留下未完成的委托单 def on_order(self, context, order): print(order) if order.status == tbpy.OrderStatus.NewReject or order.status ==tbpy.OrderStatus.AllFill or \\ order.status == tbpy.OrderStatus.Canceled or order.status == tbpy.OrderStatus.CanceledFill: self._order_dict.pop(order.order_id) # 成交事件函数：打印成交 def on_fill(self, context, fill): print(fill) pass # 定时器事件函数：委托超时撤单 def on_timer(self, context, id, millsecs): now_time = datetime.datetime.now() for key, value in self._order_dict.items(): if (now_time - value).seconds >= self._interval_secs: self._account.cancel_order(order_id=key) # push_order_id：记录委托单的发送时间 def push_order_id(self, order_id_list): send_time = datetime.datetime.now() for id in order_id_list: self._order_dict[id] = send_time if __name__ == \'__main__\': # TBPY 模块初始化 ret = tbpy.init() # print(888) if ret is False: print(\'init fail.\') sys.exit() rb_main = tbpy.get_main_instrument(underlying_symbol=\'rb.SHFE\') print(\'rb_main\',rb_main) print(\'rb_main.symbol\',rb_main.symbol) # rb2310.SHFE if rb_main is None: sys.exit() # 声明用户策略对象 strategy = MyStrategy(5, 5, \'***\', rb_main.symbol) # 进入 tbpy 事件循环 tbpy.exe()