NotImplementError() 这是什么意思,事件分析器 pyalgotrade



我正在尝试运行pyalgotrade的事件分析器。我正在使用自定义数据,当我使用默认策略/谓词"BuyOnGap"运行时它可以工作,但是当我尝试使用简单的自定义策略运行它时,它会抛出错误:

Traceback (most recent call last):
  File "C:UsersDavidDesktopPythonCourseraComputational FinanceWeek2PyAlgoTradeBitfinexFCTFCT_single_event_test.py", line 43, in <module>
    main(True)
  File "C:UsersDavidDesktopPythonCourseraComputational FinanceWeek2PyAlgoTradeBitfinexFCTFCT_single_event_test.py", line 35, in main
    eventProfiler.run(feed, True)
  File "C:Python27libsite-packagespyalgotradeeventprofiler.py", line 215, in run
    disp.run()
  File "C:Python27libsite-packagespyalgotradedispatcher.py", line 102, in run
    eof, eventsDispatched = self.__dispatch()
  File "C:Python27libsite-packagespyalgotradedispatcher.py", line 90, in __dispatch
    if self.__dispatchSubject(subject, smallestDateTime):
  File "C:Python27libsite-packagespyalgotradedispatcher.py", line 68, in __dispatchSubject
    ret = subject.dispatch() is True
  File "C:Python27libsite-packagespyalgotradefeed__init__.py", line 105, in dispatch
    self.__event.emit(dateTime, values)
  File "C:Python27libsite-packagespyalgotradeobserver.py", line 59, in emit
    handler(*args, **kwargs)
  File "C:Python27libsite-packagespyalgotradeeventprofiler.py", line 172, in __onBars
    eventOccurred = self.__predicate.eventOccurred(instrument, self.__feed[instrument])
  File "C:Python27libsite-packagespyalgotradeeventprofiler.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它?

下面是事件探查器代码的链接:

http://pastebin.com/QD220VQb

作为奖励,有谁知道我在哪里可以找到正在使用的分析器的示例? 其他示例 pyalgotrade 给出的,见这里

我认为您只是在 eventHappen 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):

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