В библиотеке backtrader метод cerebro.run () приводит к TypeError: должен быть действительным числом, а не строковым буфером. - PullRequest
0 голосов
/ 10 июля 2019

Я использую backtrader, чтобы делать некоторые прогнозы по акциям на основе настроенийСледующий код приводит к ошибке в последней строке cerebro.run() Весь код работает отлично.Непосредственно перед окончательным запуском и построением графика возникает ошибка.

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import backtrader as bt
import backtrader.indicators as btind
import datetime
import os.path
import sys

class Sentiment(bt.Indicator):
lines = ('sentiment',)
plotinfo = dict(
    plotymargin=0.15,
    plothlines=[0],
    plotyticks=[1.0, 0, -1.0])

def next(self):
    self.date = self.data.datetime
    date = bt.num2date(self.date[0]).date()
    prev_sentiment = self.sentiment
    if date in date_sentiment:
        self.sentiment = date_sentiment[date]
    self.lines.sentiment[0] = self.sentiment


class SentimentStrat(bt.Strategy):
params = (
    ('period', 15),
    ('printlog', True),
)

def log(self, txt, dt=None, doprint=False):
    ''' Logging function for this strategy'''
    if self.params.printlog or doprint:
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose = self.datas[0].close
    # Keep track of pending orders
    self.order = None
    self.buyprice = None
    self.buycomm = None
    self.sma = bt.indicators.SimpleMovingAverage(
        self.datas[0], period=self.params.period)
    self.date = self.data.datetime
    self.sentiment = None
    Sentiment(self.data)

 def notify_order(self, order):
    if order.status in [order.Submitted, order.Accepted]:
        # Buy/Sell order submitted/accepted to/by broker - Nothing to do
        return

    # Check if an order has been completed
    # Attention: broker could reject order if not enough cash
    if order.status in [order.Completed]:
        if order.isbuy():
            self.log(
                'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                (order.executed.price,
                 order.executed.value,
                 order.executed.comm))
            self.buyprice = order.executed.price
            self.buycomm = order.executed.comm
        else:  # Sell
            self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' 
 %
                     (order.executed.price,
                      order.executed.value,
                      order.executed.comm))

        self.bar_executed = len(self)     

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')

    # Write down: no pending order
    self.order = None

 def notify_trade(self, trade):
    if not trade.isclosed:
        return

    self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
             (trade.pnl, trade.pnlcomm))

 ### Main Strat ###
 def next(self):
    # log closing price of the series from the reference
    self.log('Close, %.2f' % self.dataclose[0])

    date = bt.num2date(self.date[0]).date()
    prev_sentiment = self.sentiment
    if date in date_sentiment:
        self.sentiment = date_sentiment[date]

    # Check if an order is pending. if yes, we cannot send a 2nd one
    if self.order:
        return
    print(self.sentiment)
    # If not in the market and previous sentiment not none
    if not self.position and prev_sentiment:
        # buy if current close more than sma AND sentiment increased by 
        >= 0.5
        if self.dataclose[0] > self.sma[0] and self.sentiment - 
prev_sentiment >= 0.5:
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()

    # Already in the market and previous sentiment not none
    elif prev_sentiment:
        # sell if current close less than sma AND sentiment decreased by 
>= 0.5
        if self.dataclose[0] < self.sma[0] and self.sentiment - 
prev_sentiment <= -0.5:
            self.log('SELL CREATE, %.2f' % self.dataclose[0])
            self.order = self.sell()

def stop(self):
    self.log('(MA Period %2d) Ending Value %.2f' %
             (self.params.period, self.broker.getvalue()), doprint=True)


if __name__ == '__main__':
  cerebro = bt.Cerebro()

 # Strategy
 cerebro.addstrategy(SentimentStrat)

 # Data Feed
 data = bt.feeds.YahooFinanceCSVData(
    dataname = r'C:\Users\HP\Downloads\AMZN.csv',
    fromdate = earliest_date,
    todate = datetime.datetime(2019,6,19),
    reverse = False
 )

 cerebro.adddata(data)

 cerebro.broker.setcash(100000.0)
 cerebro.addsizer(bt.sizers.FixedSize, stake=10)
 cerebro.broker.setcommission(commission=0.001)
 print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
 cerebro.run()
 print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

cerebro.plot()

Приводит к TypeError: must be real number, not LineBuffer

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