AttributeError:使用Python中的Pyalgotrade，'getLow‘对象没有属性’getLow‘

Question

我试图用Pyalgotrade库中的list函数在python中编写一个随机振子。

Pyalgotrade库是一个用于回溯股票交易策略的Python库。假设你有一个交易策略的想法，你想用历史数据来评估它，看看它的表现。PyAlgoTrade允许您以最小的努力完成这一任务。

python代码如下所示：

from pyalgotrade.tools import yahoofinance
from pyalgotrade import strategy
from pyalgotrade.barfeed import yahoofeed
from pyalgotrade.technical import stoch
from pyalgotrade import dataseries
from pyalgotrade.technical import ma
from pyalgotrade import technical
from pyalgotrade.technical import highlow


class MyStrategy(strategy.BacktestingStrategy):
    def __init__(self, feed, instrument):
        strategy.BacktestingStrategy.__init__(self, feed)

        self.__stoch = stoch.StochasticOscillator(feed[instrument].getCloseDataSeries(),20, dSMAPeriod=3, maxLen=3)

        self.__instrument = instrument

    def onBars(self, bars):
        bar = bars[self.__instrument]
        self.info("%s %s" % (bar.getClose(), self.__stoch[-1]))

# Downdload then Load the yahoo feed from the CSV file
yahoofinance.download_daily_bars('AAPL', 2013, 'aapl.csv')
feed = yahoofeed.Feed()
feed.addBarsFromCSV("AAPL", "aapl.csv")

# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "AAPL")
myStrategy.run()

错误是这样的，包括所有的跟踪返回。

Traceback (most recent call last):
  File "/Users/johnhenry/Desktop/simple_strategy.py", line 47, in <module>
    myStrategy.run()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/strategy/__init__.py", line 519, in run
    self.__dispatcher.run()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 102, in run
    eof, eventsDispatched = self.__dispatch()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 90, in __dispatch
    if self.__dispatchSubject(subject, smallestDateTime):
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 68, in __dispatchSubject
    ret = subject.dispatch() is True
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/feed/__init__.py", line 101, in dispatch
    dateTime, values = self.getNextValuesAndUpdateDS()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/feed/__init__.py", line 85, in getNextValuesAndUpdateDS
    ds.appendWithDateTime(dateTime, value)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dataseries/bards.py", line 49, in appendWithDateTime
    self.__closeDS.appendWithDateTime(dateTime, value.getClose())
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dataseries/__init__.py", line 134, in appendWithDateTime
    self.getNewValueEvent().emit(self, dateTime, value)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/observer.py", line 59, in emit
    handler(*args, **kwargs)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/__init__.py", line 89, in __onNewValue
    newValue = self.__eventWindow.getValue()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 60, in getValue
    lowestLow, highestHigh = get_low_high_values(self.__barWrapper, self.getValues())
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 42, in get_low_high_values
    lowestLow = barWrapper.getLow(currBar)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 31, in getLow
    return bar_.getLow(self.__useAdjusted)
AttributeError: 'float' object has no attribute 'getLow'

Answer 1

您没有正确地构建StochasticOscillator。您要传递关闭的数据序列，正如文档中所解释的，您需要传递条形数据序列：

self.__stoch = stoch.StochasticOscillator(feed[instrument], 20, dSMAPeriod=3, maxLen=3)