为什么我在Python上使用BackTrader收到此错误?

Question

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，但收到错误消息。

这是网站： https://www.backtrader.com/docu/quickstart/quickstart/

我从雅虎财经下载了标准普尔500指数的股票数据，并将其保存到一个名为"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:UsersxbossPycharmProjectsBackTraderDemovenvScriptspython.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:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktradercerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "C:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktradercerebro.py", line 1212, in runstrategies
data.preload()
File "C:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktraderfeed.py", line 688, in preload
while self.load():
Starting Portfolio Value: 100000.00
File "C:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktraderfeed.py", line 479, in load
_loadret = self._load()
File "C:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktraderfeed.py", line 710, in _load
return self._loadline(linetokens)
File "C:UsersxbossPycharmProjectsBackTraderDemovenvlibsite-packagesbacktraderfeedsyahoo.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。非常感谢您的时间！

Answer 1

由于将自定义 csv 与YahooFinanceCSVData方法一起使用，您会收到错误。

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
)

有关更多信息，您可以在此处查看说明