修改了代码之后，CTA回测时显示 “成交记录为空，无法计算”，请问这是我内部的代码出错了吗？

我将策略代码附上，能麻烦老师帮我看看哪里不对吗？

from vnpy.app.cta_strategy import (
CtaTemplate,
BarGenerator,
ArrayManager,
TickData,
BarData,
OrderData,
TradeData,
StopOrder

class pptest_15min_ma (CtaTemplate):
""""""

author = "pengpeng"
entry_window = 5
fast_window = 30
slow_window = 130
atr_length = 20
atr_ma_length = 10
volume_length = 20
volume_ma_length = 10
fixed_size = 1
fixed_sl = 300
entry_up = 0.0
entry_down = 0.0
fast_ma = 0.0
slow_ma = 0.0
ma_trend = 0
intra_trade_high = 0.0
intra_trade_low = 0.0
long_stop = 0.0
short_stop = 0.0
parameters = [
    "entry_window",
    "fast_window",
    "slow_window",
    "atr_length",
    "atr_ma_length",
    "volume_length",
    "volume_ma_length",
    "fixed_size",
    "fixed_sl"
variables = [
    "entry_up",
    "entry_down",
    "fast_ma",
    "slow_ma",
    " ma_trend",
    "intra_trade_high",
    "intra_trade_low",
    "long_stop",
    "short_stop"
def __init__(
    self,
    cta_engine,
    strategy_name: str,
    vt_symbol: str,
    setting: dict,
    """"""
    super().__init__(cta_engine,strategy_name,vt_symbol,setting)
    self.bg5 = BarGenerator(self.on_bar, 5, self.on_5min_bar)
    self.bg15 = BarGenerator(self.on_bar, 15, self.on_15min_bar)
    self.am5 = ArrayManager()
    self.am15 = ArrayManager()
def on_init(self):
    策略初始化
    self.write_log("策略初始化")
    self.load_bar(10)
def on_start(self):
    Callback when strategy is started.
    self.write_log("策略启动")
def on_stop(self):
    Callback when strategy is stopped.
    self.write_log("策略停止")
def on_tick(self, tick: TickData):
    Callback of new tick data update.
    self.bg5.update_tick(tick)      # 将tick数据推进去，并更新一下，放到bg5中。 因为tick是需要合成bar，所以合成一个就行；
def on_bar(self, bar: BarData):
    Callback of new bar data update.
    self.bg15.update_bar(bar)      # 分别合成两个时间周期要用的数据
    self.bg5.update_bar(bar)       # 分别合成两个时间周期要用的数据
def on_5min_bar(self, bar: BarData):
    self.cancel_all()
    am5 = self.am5
    self.am5.update_bar(bar)
    if not self.am5.inited or not self.am15.inited:
        return
    # 计算atr和10日atr的均值
    atr_array = am5.atr(self.atr_length, array=True)   # atr的计算方法
    self.atr_value = atr_array[-1]    # 计算atr的最新值，也就是最新的一个。 注意，用self.
    self.atr_ma = atr_array[-self.atr_ma_length:].mean() 
    # 计算成交量和成交量的均值
    volume_array = am5.volume
    self.volume_value = volume_array[-1]
    self.volume_ma = volume_array[-self.volume_ma_length:].mean()
    # 当前无持仓
    if self.pos == 0:
        self.intra_trade_high = bar.high_price
        self.intra_trade_low = bar.low_price
        self.long_stop = 0
        self.short_stop = 0
        if self.ma_trend > 0 and self.bar.close_price >= entry_up and \
            self.atr_value >= self.atr_ma and self.volume_value >= self.volume_ma:
            self.buy(self.bar.close_price + 10, self.fixed_size, stop=True)
        elif self.ma_trend < 0 and self.bar.close_price <= entry_down and \
            self.atr_value >= self.atr_ma and self.volume_value >= self.volue_ma:
            self.short(self.bar.close_price - 10, self.fixed_size, stop=True)
    # 持有多仓
    elif self.pos > 0:
        self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
        self.intra_trade_low = bar.low_price
        self.long_stop =self.intra_trade_high - self.fixed_sl
        self.sell(self.long_stop, abs(self.pos), stop=True)
    # 持有空仓
    else:
        self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
        self.intra_trade_high = bar.high_price
        self.short_stop = self.intra_trade_low + self.fixed_sl
        self.cover(self.short_stop, abs(self.pos), stop=True)
    self.put_event() 
def on_15min_bar(self, bar: BarData):
    self.am15.update_bar(bar)
    if not self.am15.inited:
        return
    self.fast_ma = self.am15.sma(self.fast_window)
    self.slow_ma = self.am15.sma(self.slow_window)
    if self.fast_ma > self.slow_ma:
        self.ma_trend = 1
    elif self.fast_ma < self.slow_ma:
        self.ma_trend = -1
    else:
        self.ma_trend = 0
    self.put_event()
def on_order(self, order: OrderData):
    Callback of new order data update.
def on_trade(self, trade: TradeData):
    Callback of new trade data update.
    self.put_event()
def on_stop_order(self, stop_order: StopOrder):
    Callback of stop order update.