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A trader reports an error while running an rb-hc spread strategy in a simulated environment. The failure occurs when the strategy attempts to convert its current grid position into an integer target position, but the value is NaN. The trader suspects that a…
A VeighNa community exchange addresses a CTA strategy whose indicators appeared unchanged after live initialization, while the strategy still placed orders. The user mentions a Dual Thrust strategy and uncertainty about whether a period running in no-UI mode…
The discussion explains two data needs when running simulated trading in VeighNa. For live simulated trading, the platform must connect to a market interface, with a test account and CTP given as examples, so it can receive real-time quotes. For historical…
This announcement outlines a workshop on applying Kronos, a language-model-style system designed for financial price series, to CTA research. Its central idea is to represent candlesticks as tokens so a Transformer can learn patterns across sequences. The…
The forum thread describes a case where a VeighNa application connected to CTP and completed strategy orders, yet its daily log file remained empty. The user found that log events reached the logging engine and initially had logging enabled with a…
The author asks why a CTP feed recorded a Level-1 tick for a Shanghai Futures Exchange contract even though trade volume was zero and the displayed prices and quantities matched the preceding half-second snapshot. A third-party Ricequant dataset had no…
This forum exchange clarifies a VeighNa configuration message seen when running the platform from PyCharm. A participant explains that the missing data-service configuration notice does not by itself prevent the application from running. However, attempting…
This brief Chinese-language forum exchange asks whether a VeighNa strategy can subscribe to hundreds or thousands of stock instruments at once. A respondent says that subscribing to the whole market is possible, while the number of contracts a particular…
This guide explains how to organize data for VeighNa’s AlphaLab research workflow. It describes the roles of its directories, daily and minute bar files, index constituent records, and contract settings, then shows how preparation notebooks supply data…
A VeighNa community exchange answers whether data downloaded through an RQData trial account remains available after that account expires. The reply says data already downloaded into a local database can still be used after the RQData service expires. This…
This forum exchange explains why a futures backtest can differ from a course example even when the strategy and settings are the same: the data series may be revised over time. It describes the platform’s 888 series as a continuously smoothed main-contract…
This forum exchange explains that a VeighNa CTA strategy’s operating interval depends on its implementation. A strategy can react to each incoming tick, process one-minute bars formed from ticks, or aggregate those bars into longer periods using a bar…
This forum response outlines a debugging process for a cancel-all issue in VeighNa. It recommends confirming that the cancellation method is reached, logging active orders, checking their statuses, and issuing individual cancellation requests for orders that…
A Chinese forum exchange discusses large differences between futures data from Xuntouyan and TQSDK and the resulting disagreement in strategy backtests. The original poster reports discovering that the unusually high returns from one Xuntouyan test came from…
This forum exchange clarifies how VeighNa’s spread trading callbacks relate. For live operation, the strategy receives a complete spread data structure through `on_spread_data`; that structure can be converted into a tick before the tick-handling logic is…
The discussion explains that VeighNa 2.7 does not provide built-in save-and-restore support for variables in spread trading strategies, even though CTA strategies have a dedicated data file. As a workaround, a community reply suggests saving selected values…
This forum exchange discusses a VeighNa spread-trading strategy that cannot calculate a historical spread moving average because no data service is configured. A respondent advises checking the data-feed fields in the application’s global configuration. The…
A forum user asks how to obtain a futures contract’s best bid, best ask, upper price limit, and lower price limit. The response points to the corresponding fields on the tick data object: first-level bid and ask prices, plus limit-up and limit-down values.…
A trader asks why an order receives a successful cancellation response outside trading hours. The replies explain that an order submitted during a non-trading period may be canceled by the interface, with a response generated locally rather than by the…
This community post describes a problem with sell orders that do not fill during a tick-level backtest. The author reports trying several order-price choices, including the latest tick price, a stop order, a zero price, and a price four units below the…
This forum exchange concerns missing hourly bars created by aggregating minute data for a futures contract. A user reports that the stored hourly series is incomplete on a particular date, despite the underlying minute records appearing intact, and later…
The article outlines the data requirements for options strategy research: a maintained history of contract details and price bars covering both current and expired contracts. It describes a workflow using a commercial data feed and a local trading database.…
This forum exchange concerns running an options strategy in a SimNow simulated environment. A user reports receiving ticks for the IO options contract but not for the underlying, and says a data subscription call returns false. Participants suggest using IF…
This excerpt describes a problem while building a five-minute bar series from minute bars or ticks with VeighNa’s BarGenerator and storing the results in an ArrayManager. The author reports that keeping direct edits to arrays such as close and high arrays…