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我在嘗試改編pyalgotrade供稿以使用來自其他來源的數據流。當我嘗試將提要指向使用函數getdata()獲取的數據數據時，我在run_strategy方法中出現錯誤。格式化來自pyalgotrade的新來源的數據
請注意getdata返回格式的數據：Date Close和pyalgotrade顯然尋找Date Open High Low Close。
如何正確格式化我的數據以便輸入到Feed中？
錯誤：
barFeed.getNewValuesEvent().subscribe(self.onBars)
AttributeError: 'list' object has no attribute 'getNewValuesEvent'
代碼
#http://gbeced.github.io/pyalgotrade/docs/v0.17/html/tutorial.html
#run this first in cmd prompt to download data:
#python -c "from pyalgotrade.tools import yahoofinance; yahoofinance.download_daily_bars('orcl', 2000, 'orcl-2000.csv')"
import httplib
import urllib
import json
from pyalgotrade import strategy
from pyalgotrade.barfeed import yahoofeed
from pyalgotrade.technical import ma
class MyStrategy(strategy.BacktestingStrategy):
def __init__(self, feed, instrument, smaPeriod):
strategy.BacktestingStrategy.__init__(self, feed, 1000)
self.__position = None
self.__instrument = instrument
# We'll use adjusted close values instead of regular close values.
self.setUseAdjustedValues(True)
self.__sma = ma.SMA(feed[instrument].getPriceDataSeries(), smaPeriod)
def onEnterOk(self, position):
execInfo = position.getEntryOrder().getExecutionInfo()
#self.info("BUY at $%.2f" % (execInfo.getPrice()))
def onEnterCanceled(self, position):
self.__position = None
def onExitOk(self, position):
execInfo = position.getExitOrder().getExecutionInfo()
#self.info("SELL at $%.2f" % (execInfo.getPrice()))
self.__position = None
def onExitCanceled(self, position):
# If the exit was canceled, re-submit it.
self.__position.exitMarket()
def onBars(self, bars):
# Wait for enough bars to be available to calculate a SMA.
if self.__sma[-1] is None:
return
bar = bars[self.__instrument]
# If a position was not opened, check if we should enter a long position.
if self.__position is None:
if bar.getPrice() > self.__sma[-1]:
# Enter a buy market order for 10 shares. The order is good till canceled.
self.__position = self.enterLong(self.__instrument, 10, True)
# Check if we have to exit the position.
elif bar.getPrice() < self.__sma[-1] and not self.__position.exitActive():
self.__position.exitMarket()
def getdata(period,pair,granularity):
conn = httplib.HTTPSConnection("api-fxpractice.oanda.com")
url = ''.join(["/v1/candles?count=", str(period + 1), "&instrument=", pair, "&granularity=", str(granularity), "&candleFormat=bidask"])#defines URL as what??
print url
conn.request("GET", url)
response = conn.getresponse().read()
candles = json.loads(response)['candles']
print candles
return(candles)
def run_strategy(smaPeriod):
# Load the yahoo feed from the CSV file
#feed = yahoofeed.Feed()
#feed.addBarsFromCSV("orcl", "orcl-2000.csv")
###########attempting to add data feed from another source
feed=getdata(50,"EUR_USD","H1")
#________________
# Evaluate the strategy with the feed.
myStrategy = MyStrategy(feed, "orcl", smaPeriod)
myStrategy.run()
print "SMA: {} Final portfolio value: {}".format(smaPeriod, myStrategy.getBroker().getEquity())
run_strategy(15)
#for i in range(10, 30):
# run_strategy(i)