我尝试使用Pyalgotrade库中的list函数在python中编写Ultimate Oscillator。
我的代码如下:
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
from pyalgotrade import bar
from pyalgotrade import talibext
import numpy
import talib
class MyStrategy(strategy.BacktestingStrategy):
def __init__(self, feed, instrument):
strategy.BacktestingStrategy.__init__(self, feed)
self.__instrument = instrument
barDs = self.getFeed().getDataSeries("002389.SZ")
self.__ultosc = indicator.ULTOSC(barDs, 36)
bar = bars[self.__instrument]
self.info("%0.2f, %0.2f" % (bar.getClose(), self.__ultosc[-1]))
# Downdload then Load the yahoo feed from the CSV file
yahoofinance.download_daily_bars('002389.SZ', 2013, '002389.csv')
feed = yahoofeed.Feed()
feed.addBarsFromCSV("002389.SZ", "002389.csv")
# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "002389.SZ")
myStrategy.run()
我得到了这样的错误:
File "/Users/johnhenry/Desktop/untitled.py", line 23, in onBars
self.__ultosc = indicator.ULTOSC(barDs, 36)
NameError: global name 'indicator' is not defined
该功能可在http://gbeced.github.io/pyalgotrade/docs/v0.15/html/talib.html
找到Ultimate Oscillator:
pyalgotrade.talibext.indicator.ULTOSC(barDs,count,timeperiod1 = -2147483648,timeperiod2 = -2147483648,timeperiod3 = -2147483648)
答案 0 :(得分:0)
您没有导入indicator
,也没有通过其定义的模块引用它。更改此信息:
self.__ultosc = indicator.ULTOSC(barDs, 36)
分为:
self.__ultosc = talibext.indicator.ULTOSC(barDs, 36)
应该没事。