为什么我在 Python 上使用 BackTrader 时会收到此错误?
Why am I receiving this error using BackTrader on Python?
我正在尝试学习如何在 Python 上使用 backtrader 模块。我直接从网站上复制了代码,但收到一条错误消息。
这是网站:https://www.backtrader.com/docu/quickstart/quickstart/
我从 Yahoo Finance 下载了 S&P500 股票数据并将其保存到名为 'SPY' 的 excel 文件中。这是到目前为止的代码:
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
# Import the backtrader platform
import backtrader as bt
if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()
# Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath, 'C:\Users\xboss\Desktop\SPY.csv')
# Create a Data Feed
data = bt.feeds.YahooFinanceCSVData(
dataname=datapath,
# Do not pass values before this date
fromdate=datetime.datetime(2000, 1, 1),
# Do not pass values after this date
todate=datetime.datetime(2000, 12, 31),
reverse=False)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(100000.0)
# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Run over everything
cerebro.run()
# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
这是我收到的错误:
C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\Scripts\python.exe C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py
Traceback (most recent call last):
File "C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py", line 39, in <module>
cerebro.run()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
data.preload()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 688, in preload
while self.load():
Starting Portfolio Value: 100000.00
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 479, in load
_loadret = self._load()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 710, in _load
return self._loadline(linetokens)
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feeds\yahoo.py", line 129, in _loadline
dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
ValueError: invalid literal for int() with base 10: '1/29'
Process finished with exit code 1
有人有什么建议吗?任何帮助将不胜感激。非常感谢您的宝贵时间!
您收到错误消息是因为将自定义 csv 与 YahooFinanceCSVData
方法一起使用。
您应该使用 GenericCSVData
方法导入它们。
data = btfeed.GenericCSVData(
dataname='SPY.csv',
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2000, 12, 31),
nullvalue=0.0,
dtformat=('%Y-%m-%d'),
datetime=0,
high=1,
low=2,
open=3,
close=4,
volume=5,
openinterest=-1
)
更多信息可以看说明here
我正在尝试学习如何在 Python 上使用 backtrader 模块。我直接从网站上复制了代码,但收到一条错误消息。
这是网站:https://www.backtrader.com/docu/quickstart/quickstart/
我从 Yahoo Finance 下载了 S&P500 股票数据并将其保存到名为 'SPY' 的 excel 文件中。这是到目前为止的代码:
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
# Import the backtrader platform
import backtrader as bt
if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()
# Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath, 'C:\Users\xboss\Desktop\SPY.csv')
# Create a Data Feed
data = bt.feeds.YahooFinanceCSVData(
dataname=datapath,
# Do not pass values before this date
fromdate=datetime.datetime(2000, 1, 1),
# Do not pass values after this date
todate=datetime.datetime(2000, 12, 31),
reverse=False)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(100000.0)
# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Run over everything
cerebro.run()
# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
这是我收到的错误:
C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\Scripts\python.exe C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py
Traceback (most recent call last):
File "C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py", line 39, in <module>
cerebro.run()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
data.preload()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 688, in preload
while self.load():
Starting Portfolio Value: 100000.00
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 479, in load
_loadret = self._load()
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 710, in _load
return self._loadline(linetokens)
File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feeds\yahoo.py", line 129, in _loadline
dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
ValueError: invalid literal for int() with base 10: '1/29'
Process finished with exit code 1
有人有什么建议吗?任何帮助将不胜感激。非常感谢您的宝贵时间!
您收到错误消息是因为将自定义 csv 与 YahooFinanceCSVData
方法一起使用。
您应该使用 GenericCSVData
方法导入它们。
data = btfeed.GenericCSVData(
dataname='SPY.csv',
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2000, 12, 31),
nullvalue=0.0,
dtformat=('%Y-%m-%d'),
datetime=0,
high=1,
low=2,
open=3,
close=4,
volume=5,
openinterest=-1
)
更多信息可以看说明here