我无法找到我的语法错误,这可能是在第一行
def before_trading_start(context, data):
context.output = pipeline_output('example')
#make a list based on highest trend value
context.trend_list = context.output.sort(['ema_rank1'], ascending=True).iloc[:200]
#make a list based on highest price value
context.price_list = context.output.sort(['ema_rank2'], ascending =True).iloc[:200]
# Update your universe with the SIDs of long and short securities
update_universe(context.price_list.index.union(context.trend_list.index))
答案 0 :(得分:0)
您基本上没有在函数内添加任何选项卡。这是正确的代码:
def before_trading_start(context, data):
context.output = pipeline_output('example')
#make a list based on highest trend value
context.trend_list = context.output.sort(['ema_rank1'], ascending=True).iloc[:200]
#make a list based on highest price value
context.price_list = context.output.sort(['ema_rank2'], ascending =True).iloc[:200]
# Update your universe with the SIDs of long and short securities
update_universe(context.price_list.index.union(context.trend_list.index))