PyAlgoTrade - 随机指标 - 错误：异常：输入都是NaN

Question

我试图在我的交易策略中使用随机指标，但我收到以下错误：

2016-07-06 16:14:24,414 yahoofinance [INFO] Downloading AAPL 2015 to .\AAPL-2015-yahoofinance.csv
2016-07-06 16:14:24,585 yahoofinance [INFO] Downloading AAPL 2016 to .\AAPL-2016-yahoofinance.csv
Traceback (most recent call last):
  File "bobo.py", line 103, in <module>
    main()
  File "bobo.py", line 99, in main
    run_strategy(inst,10,250,14,5,5,5)
  File "bobo.py", line 90, in run_strategy
    myStrategy = MyStrategy(feed, inst, smaPeriod,emaPeriod,rsiPeriod,fastk_period,slowk_period,slowd_period)
  File "bobo.py", line 28, in __init__
    self.__stoch = indicator.STOCH(feed[instrument],fastk_period,slowk_period,slowd_period)
  File "C:\Users\JDOG\Anaconda2\lib\site-packages\pyalgotrade\talibext\indicator.py", line 803, in STOCH
    ret = call_talib_with_hlc(barDs, count, talib.STOCH, fastk_period, slowk_period, slowk_matype, slowd_period, slowd_matype)
  File "C:\Users\JDOG\Anaconda2\lib\site-packages\pyalgotrade\talibext\indicator.py", line 105, in call_talib_with_hlc
    return talibFunc(high, low, close, *args, **kwargs)
  File "talib/func.pyx", line 9388, in talib.func.STOCH (talib\func.c:87125)
Exception: inputs are all NaN

这是我的代码：我认为错误来自STOCH行。

        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.talibext import indicator
        from pyalgotrade.technical import rsi
        import numpy
        import talib

        class MyStrategy(strategy.BacktestingStrategy):
            def __init__(self, feed,instrument,smaPeriod,emaPeriod,rsiPeriod,fastk_period,slowk_period,slowd_period):
                strategy.BacktestingStrategy.__init__(self, feed, 1000)
                self.__position = None
                self.__instrument = instrument
                self.setUseAdjustedValues(True)
                self.__prices = feed[instrument].getPriceDataSeries()
                self.__sma = ma.SMA(self.__prices, smaPeriod)
                self.__ema = ma.EMA(self.__prices, emaPeriod)
                self.__rsi = rsi.RSI(self.__prices, rsiPeriod)
                self.__stoch = indicator.STOCH(feed[instrument],fastk_period,slowk_period,slowd_period)

            def get_RSF(): 

                return 0


            def onEnterOk(self, position):
                execInfo = position.getEntryOrder().getExecutionInfo()
                self.info("BUY at $%.2f" % (execInfo.getPrice()))

            def onEnterCanceled(self, position):
                self.__position = None

            def onExitOk(self, position):
                execInfo = position.getExitOrder().getExecutionInfo()
                self.info("SELL at $%.2f" % (execInfo.getPrice()))
                self.__position = None

            def onExitCanceled(self, position):
                # If the exit was canceled, re-submit it.
                self.__position.exitMarket()
################################################################################

            def onBars(self, bars):
                bar = bars[self.__instrument]
                self.info("%s %s %s %s" % (bar.getClose(), self.__rsi[-1], self.__sma[-1], self.__stoch[-1],self.__stoch[-1]))



def run_strategy(inst,smaPeriod,emaPeriod,rsiPeriod,fastk_period,slowk_period,slowd_period):

    feed = yahoofinance.build_feed([inst],2015,2016, ".")

    myStrategy = MyStrategy(feed, inst, smaPeriod,emaPeriod,rsiPeriod,fastk_period,slowk_period,slowd_period)
    myStrategy.run()

    print "Final portfolio value: $%.2f" % myStrategy.getBroker().getEquity()


def main():
    instruments = ['AAPL']
    for inst in instruments:
            run_strategy(inst,10,250,14,5,5,5)


if __name__ == '__main__':
        main()

我试图在我的策略中使用慢速随机。非常感谢任何帮助!!