pyalgotrade

NotImplementedError() what does this mean, event profiler pyalgotrade

由 跟風遠走 提交于 2019-12-12 23:00:52
问题 I'm trying to run pyalgotrade's event profiler. I'm using custom data, it works when I run it with the default stratergy/predicate 'BuyOnGap' however when I try and run it with a simple custom strategy it throw the error: Traceback (most recent call last): File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 43, in <module> main(True) File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2

Pyalgotrade - TA-LIB - Indicator Returns “NONE”

由 懵懂的女人 提交于 2019-12-08 13:04:18
问题 I'm working with Pyalgotrade to test a trading strategy in python. Pyalgotrade allows for the use of a library called TA-LIB,which is a technical analysis library. For some reason, when I use the PPO indicator it returns "None". The indicator takes in a few arguments:(http://gbeced.github.io/pyalgotrade/docs/v0.12/html/talib.html) I provided a snippet of the output which for now is only the closing stock price of the day and what was supposed to be the output from this indicator. 'DDD' is the

Configure event profile in pyalgotrade to look back further than one bar ( eg bards[-2] )

由 别等时光非礼了梦想. 提交于 2019-12-08 08:10:56
问题 I'm trying to write various predicates on simple candle stick structures. For example one component of a '3 green candles in a row' predicate would require a look back of -4 To start off simple I try an test it with a 'higher_highs' predicate. If the close of the previous candle is below the current candles close the function returns true. Below is my code: from pyalgotrade import eventprofiler from pyalgotrade.barfeed import csvfeed class single_event_strat( eventprofiler.Predicate ): def _

Configure event profile in pyalgotrade to look back further than one bar ( eg bards[-2] )

由 夙愿已清 提交于 2019-12-06 15:44:54
I'm trying to write various predicates on simple candle stick structures. For example one component of a '3 green candles in a row' predicate would require a look back of -4 To start off simple I try an test it with a 'higher_highs' predicate. If the close of the previous candle is below the current candles close the function returns true. Below is my code: from pyalgotrade import eventprofiler from pyalgotrade.barfeed import csvfeed class single_event_strat( eventprofiler.Predicate ): def __init__(self,feed): pass def higher_highs(self, instrument, bards): #prev_three = bards[-4] #prev_two =
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