Pyalgotrade 出错

Question

from pyalgotrade import strategy
from pyalgotrade.feed import csvfeed
from pyalgotrade.technical import ma
from pyalgotrade.bar import Frequency

class MyStrategy(strategy.BacktestingStrategy):
    def __init__(self, feed, instrument):
        strategy.BacktestingStrategy.__init__(self, feed, 1000)
        # We want a 15 period SMA over the closing prices.
        self.__instrument = instrument
        self.__sma = ma.SMA(feed[instrument].getDataSeries(instrument), 15)

    def onBars(self, bars):
        bar = bars[self.__instrument]
        print "%s: %s %s" % (bar.getDateTime(), self.__sma[-1])

# Load the yahoo feed from the CSV file
feed = csvfeed.Feed("Date","%Y-%m-%d %H:%M")
feed.addValuesFromCSV("test.csv")
# Evaluate the strategy with the feed's bars.
rules = MyStrategy(feed, "Open")
rules.run()

我收到以下错误：

Traceback (most recent call last):
  File "algotrade.py", line 21, in <module>
    rules = MyStrategy(feed, "Open")
  File "algotrade.py", line 11, in __init__
    self.__sma = ma.SMA(feed[instrument].getDataSeries(instrument), 15)
AttributeError: 'SequenceDataSeries' object has no attribute 'getDataSeries'

我无法找出我的代码的问题，pyalgotrade 上的教程对我没有帮助。

Answer 1

问题是您使用的是常规 Feed class 而不是 BarFeed。试试这个：https://github.com/gbeced/pyalgotrade/blob/master/pyalgotrade/barfeed/csvfeed.py#L190

Pyalgotrade 出错

ERROR with Pyalgotrade

python

pyalgotrade