Question

我真的很困惑，似乎无法在下面找到我的代码的答案。我一直收到以下错误：

File "C:\Users\antoniozeus\Desktop\backtester2.py", line 117, in backTest
if prices >= smas:
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()

现在，正如您将在下面看到我的代码，我正在尝试逐步比较两个numpy数组，以便在满足条件后尝试生成信号。这是基于库存Apple数据。

一次从一个点开始，从索引[0]开始，然后[1]，如果我的价格大于或等于smas（移动平均线），则产生信号。这是代码：

def backTest():

    #Trade Rules
    #Buy when prices are greater than our moving average
    #Sell when prices drop below or moving average

    portfolio = 50000
    tradeComm = 7.95

    stance = 'none'
    buyPrice = 0
    sellPrice = 0
    previousPrice = 0

    totalProfit = 0

    numberOfTrades = 0
    startPrice = 0


    startTime = 0
    endTime = 0
    totalInvestedTime = 0
    overallStartTime = 0
    overallEndTime = 0

    unixConvertToWeeks = 7*24*60*60
    unixConvertToDays = 24*60*60

    date, closep, highp, lowp, openp, volume = np.genfromtxt('AAPL2.txt', delimiter=',', unpack=True,
                                                          converters={ 0: mdates.strpdate2num('%Y%m%d')})

    ## FIRST SMA
    window = 10
    weights = np.repeat(1.0, window)/window
    '''valid makes sure that we only calculate from valid data, no MA on points 0:21'''
    smas = np.convolve(closep, weights, 'valid')

    prices = closep[9:]

    for price in prices:
        if stance == 'none':
            if prices >= smas:
                print "buy triggered"
                buyPrice = closep
                print "bought stock for", buyPrice
                stance = "holding"
                startTime = date
                print 'Enter Date:', startTime

                if numberOfTrades == 0:
                    startPrice = buyPrice
                    overallStartTime = date


                numberOfTrades += 1

         elif stance == 'holding':
            if prices < smas:
                print 'sell triggered'
                sellPrice = closep
                print 'finished trade, sold for:',sellPrice
                stance = 'none'
                tradeProfit = sellPrice - buyPrice
                totalProfit += tradeProfit
                print totalProfit
                print 'Exit Date:', endTime
                endTime = date
                timeInvested = endTime - startTime
                totalInvestedTime += timeInvested

                overallEndTime = endTime

                numberOfTrades += 1

        #this is our reset
        previousPrice = closep

Answer 1

你有numpy数组 - smas是np.convolve的输出，它是一个数组，我相信prices也是一个数组。与numpy, arr＆gt; other_arr will return an ndarray`没有明确定义的真值（因此错误）。

您可能希望将price与smas中的单个元素进行比较，但我不确定哪个（或np.convolve将返回此处 - 它可能只有一个单个元素）...

Answer 2

我认为你的意思是

if price >= smas

你有

if prices >= smas

一次比较整个清单。

无法循环numpy数组

2 个答案: