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):