Question

我基本上按如下方式运行一些代码。基本上我只是从CSV文件中检索成对的股票（排列为第1行 - 股票1,2，第2行 - 股票1,2等，其中股票1和2在每行中不同）。然后我从雅虎那里获取与这些＆＃34; Pairs＆＃34;相关的数据。股票。我计算股票的回报，并基本检查一对股票之间的距离（回报差异）是否超过某个阈值，如果是，我返回1.但是，我得到以下错误，我无法解决：

PricePort(tickers)
     27     for ticker in tickers:
     28         #print ticker
---> 29         x = pd.read_csv('http://chart.yahoo.com/table.csv?s=ttt'.replace('ttt',ticker),usecols=[0,6],index_col=0)
     30         x.columns=[ticker]
     31         final=pd.merge(final,x,left_index=True,right_index=True)

TypeError: expected a character buffer object

代码如下：

from datetime import datetime
import pytz
import csv
import pandas as pd
import pandas.io.data as web
import numpy as np

#Retrieves pairs of stocks (laid out as Row 1-Stock 1,2, Row 2-Stock 1,2 and   so on, where Stock 1 and 2 are different in each row) from CSV File
def Dataretriever():
        Pairs = []
        f1=open('C:\Users\Pythoncode\Pairs.csv') #Enter the location of the file
        csvdata= csv.reader(f1)
        for row in csvdata:          #reading tickers from the csv file
            Pairs.append(row)
        return Pairs

tickers = Dataretriever() #Obtaining the data

#Taking in data from Yahoo associated with these "Pairs" of Stocks
def PricePort(tickers):
    """
        Returns historical adjusted prices of a portfolio of stocks.
        tickers=pairs
    """
    final=pd.read_csv('http://chart.yahoo.com/table.csv?s=^GSPC',usecols=[0,6],index_col=0)
    final.columns=['^GSPC']
    for ticker in tickers:
        #print ticker
        x = pd.read_csv('http://chart.yahoo.com/table.csv?s=ttt'.replace('ttt',ticker),usecols=[0,6],index_col=0)
        x.columns=[ticker]
        final=pd.merge(final,x,left_index=True,right_index=True)
    return final   

#Calculating returns of the stocks
def Returns(tickers):
    l = []
    begdate=(2014,1,1)
    enddate=(2014,6,1)    
    p = PricePort(tickers)
    ret = (p.close[1:] - p.close[:-1])/p.close[1:]
    l.append(ret)
    return l

#Basically a class to see if the distance (difference in returns) between a 
#pair of stocks breaches some threshold
class ThresholdClass():    
    #constructor
    def __init__(self, Pairs):
        self.Pairs = Pairs

    #Calculating the distance (difference in returns) between a pair of stocks
    def Distancefunc(self, tickers):
        k = 0
        l = Returns(tickers)
        summation=[[0 for x in range (k)]for x in range (k)]      #2d matrix for the squared distance
        for i in range (k):
            for j in range (i+1,k):     # it will be a upper triangular matrix
                for p in range (len(self.PricePort(tickers))-1):
                    summation[i][j]= summation[i][j] + (l[i][p] - l[j][p])**2       #calculating distance

        for i in range (k):     #setting the lower half of the matrix 1 (if we see 1 in the answer we will set a higher limit but typically the distance squared is less than 1)
            for j in range (i+1):
                sum[i][j]=1
            return sum

    #This function is used in determining the threshold distance
    def MeanofPairs(self, tickers):
        sum = self.Distancefunc(tickers)
        mean = np.mean(sum)
        return mean

    #This function is used in determining the threshold distance
    def StandardDeviation(self, tickers):
        sum = self.Distancefunc(tickers)
        standard_dev = np.std(sum)
        return standard_dev 


    def ThresholdandnewsChecker(self, tickers):
        threshold = self.MeanofPairs(tickers) + 2*self.StandardDeviation(tickers)
        if (self.Distancefunc(tickers) > threshold):
            return 1 

Threshold_Class  = ThresholdClass(tickers)   
Threshold_Class.ThresholdandnewsChecker(tickers,1)

Answer 1

问题是Dataretriever()返回一个列表，而不是一个字符串。当您遍历tickers()时，名称ticker将绑定到列表。

str.replace方法要求两个参数都是字符串。以下代码引发错误，因为第二个参数是一个列表：

'http://chart.yahoo.com/table.csv?s=ttt'.replace('ttt', ticker)

后续行x.columns = [ticker]将导致类似问题。这里，ticker需要是一个可散列的对象（如字符串或整数），但列表不可散列。

解决Python代码中的TypeError

1 个答案: