AttributeError: у объекта 'float' нет атрибута 'getLow', использующего Pyalgotrade в Python

Question

Я пытался написать Стохастический Осциллятор на python, используя функцию списка в библиотеке Pyalgotrade.

Библиотека Pyalgotrade - это библиотека Python для тестирования на истории биржевых стратегий. Допустим, у вас есть идея для торговой стратегии, и вы хотите оценить ее по историческим данным и посмотреть, как она себя ведет. PyAlgoTrade позволяет вам сделать это с минимальными усилиями.

Код Python выглядит так:

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()

Ошибка такая, включая всю трассировку назад.

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

Вы не строите Стохастический Осциллятор правильно. Вы передаете закрытые базы данных, и, как объяснено в документе, вам нужно передать в бар данных:

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