pybacktest library hello world error: builtins.AttributeError: 'Series' object has no attribute 'ix'

Question

运行以下 pybacktest 代码：

import matplotlib
import matplotlib.pyplot as plt
import pybacktest
import pandas as pd

short_ma = 50
long_ma = 200

ohlc = pybacktest.load_from_yahoo('AAPL', start=2000)
ohlc.tail()

ms = ohlc.C.rolling(short_ma).mean()
ml = ohlc.C.rolling(long_ma).mean()

buy = cover = (ms > ml) & (ms.shift() < ml.shift())  # ma cross up
sell = short = (ms < ml) & (ms.shift() > ml.shift())  # ma cross down

bt = pybacktest.Backtest(locals(), 'ma_cross')

print(bt.summary())

bt.plot_equity()

我得到标题中的错误，有关详细信息，请参阅此屏幕截图：

有人知道解决这个问题的方法吗？

Answer 1

根据这个线程：

AttributeError: 'DataFrame' object has no attribute 'ix'

我使用了 WingWare 的调用堆栈来备份调用的内容 __getattribute__

我替换了行：

    eq = self.equity.ix[subset].cumsum()

（backtest.py 的第 188 行）与：

    eq = self.equity.loc[subset].cumsum()

也感谢评论者@GustiAdli 的确认。

该代码也适用于 Jupyter 笔记本，正确的代码应该是：

import matplotlib
import matplotlib.pyplot as plt
import pybacktest
import pandas as pd

short_ma = 50
long_ma = 200

ohlc = pybacktest.load_from_yahoo('AAPL', start=2000)
ohlc.tail()

ms = ohlc.C.rolling(short_ma).mean()
ml = ohlc.C.rolling(long_ma).mean()

buy = cover = (ms > ml) & (ms.shift() < ml.shift())  # ma cross up
sell = short = (ms < ml) & (ms.shift() > ml.shift())  # ma cross down

bt = pybacktest.Backtest(locals(), 'ma_cross')

print(bt.summary())

fig,ax = bt.plot_equity()
plt.show()

正确的输出应该是：

我正在为此更改创建一个新存储库（以及需要完成的其他修复）：

https://github.com/enjoysmath/pybacktest

因为原来的似乎是独立的（最近的问题消息来自去年）。

pybacktest library hello world error: builtins.AttributeError: 'Series' object has no attribute 'ix'

pybacktest library hello world error: builtins.AttributeError: 'Series' object has no attribute 'ix'

python

finance

quantitative-finance

python-3.x

back-testing