NotImplementedError() 这是什么意思，事件探查器 pyalgotrade

Question

我正在尝试运行 pyalgotrade 的事件分析器。我正在使用自定义数据，当我运行使用默认 stratergy/predicate 'BuyOnGap' 时它可以工作但是当我尝试运行使用简单的自定义策略时它会抛出错误:

Traceback (most recent call last):
  File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 43, in <module>
    main(True)
  File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 35, in main
    eventProfiler.run(feed, True)
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 215, in run
    disp.run()
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 102, in run
    eof, eventsDispatched = self.__dispatch()
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 90, in __dispatch
    if self.__dispatchSubject(subject, smallestDateTime):
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 68, in __dispatchSubject
    ret = subject.dispatch() is True
  File "C:\Python27\lib\site-packages\pyalgotrade\feed\__init__.py", line 105, in dispatch
    self.__event.emit(dateTime, values)
  File "C:\Python27\lib\site-packages\pyalgotrade\observer.py", line 59, in emit
    handler(*args, **kwargs)
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 172, in __onBars
    eventOccurred = self.__predicate.eventOccurred(instrument, self.__feed[instrument])
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 89, in eventOccurred
    raise NotImplementedError()
NotImplementedError

我的代码是：

from pyalgotrade import eventprofiler
from pyalgotrade.technical import stats
from pyalgotrade.technical import roc
from pyalgotrade.technical import ma
from pyalgotrade.barfeed import csvfeed

class single_event_strat( eventprofiler.Predicate ):
    def __init__(self,feed):
        self.__returns = {} # CLASS ATTR
        for inst in feed.getRegisteredInstruments():

            priceDS = feed[inst].getAdjCloseDataSeries() # STORE: priceDS ( a temporary representation )

            self.__returns[inst] = roc.RateOfChange( priceDS, 1 )
            # CALC:  ATTR <- Returns over the adjusted close values, consumed priceDS 
            #( could be expressed as self.__returns[inst] = roc.RateOfChange( ( feed[inst].getAdjCloseDataSeries() ), 1 ), 
            #but would be less readable

    def eventOccoured( self, instrument, aBarDS):
        if (aBarDS[-1].getVolume() > 10 and aBarDS[-1].getClose() > 5 ):
            return True
        else: 
            return False

def main(plot):
    feed = csvfeed.GenericBarFeed(0)

    feed.addBarsFromCSV('FCT', "FCT_daily_converted.csv")


    predicate = single_event_strat(feed)

    eventProfiler = eventprofiler.Profiler( predicate, 5, 5)

    eventProfiler.run(feed, True)

    results = eventProfiler.getResults()
    print "%d events found" % (results.getEventCount())
    if plot:
        eventprofiler.plot(results)

if __name__ == "__main__":
    main(True)

这个错误是什么意思？

有谁知道出了什么问题以及如何解决？

这里是一个 link 到 eventprofiler 的代码：

http://pastebin.com/QD220VQb

作为奖励，有人知道我在哪里可以找到正在使用的分析器的示例吗？ pyalgotrade 给出的其他示例 seen here

Answer 1

我认为你只是在 eventOccurred 方法定义中犯了一个拼写错误

def eventOccoured( self, instrument, aBarDS):

应替换为

def eventOccurred( self, instrument, aBarDS):

NotImplementedError() 这是什么意思，事件探查器 pyalgotrade

NotImplementedError() what does this mean, event profiler pyalgotrade

python

trading

algorithmic-trading

pyalgotrade