Question

我正在尝试使用本教程中描述的算法交易：

https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code

class MomentumTrader(opy.Streamer):
    def __init__(self, momentum, *args, **kwargs): 
        opy.Streamer.__init__(self, *args, **kwargs) 
        self.ticks = 0  
        self.position = 0 
        self.df = pd.DataFrame()  
        self.momentum = momentum  
        self.units = 100000 
    def create_order(self, side, units): 
        order = oanda.create_order(config["oanda"]["account_id"], 
            instrument="EUR_USD", units=units, side=side,
            type="market") 
        print("\n", order)  
    def on_success(self, data):  
        self.ticks += 1 
        # print(self.ticks, end=", ")
        # appends the new tick data to the DataFrame object
        self.df = self.df.append(pd.DataFrame(data["tick"],
                                 index=[data["tick"]["time"]]))  
        # transforms the time information to a DatetimeIndex object
        self.df.index = pd.DatetimeIndex(self.df["time"])  
        # resamples the data set to a new, homogeneous interval
        dfr = self.df.resample("5s").last() 
        # calculates the log returns
        dfr["returns"] = np.log(dfr["ask"] / dfr["ask"].shift(1))  
        # derives the positioning according to the momentum strategy
        dfr["position"] = np.sign(dfr["returns"].rolling( 
                                      self.momentum).mean())  
        if dfr["position"].ix[-1] == 1:  
            # go long
            if self.position == 0: 
                self.create_order("buy", self.units) 
            elif self.position == -1:  
                self.create_order("buy", self.units * 2)  
            self.position = 1  
        elif dfr["position"].ix[-1] == -1:  
            # go short
            if self.position == 0:  
                self.create_order("sell", self.units)  
            elif self.position == 1: 
                self.create_order("sell", self.units * 2)
            self.position = -1
        if self.ticks == 250: 
            # close out the position
            if self.position == 1:  
                self.create_order("sell", self.units)  
            elif self.position == -1:  
                self.create_order("buy", self.units) 
            self.disconnect()  



mt = MomentumTrader(momentum=12, environment="practice",
                access_token=config["oanda"]["access_token"])

mt.rates(account_id=config["oanda"]["account_id"],
     instruments=["DE30_EUR"], 
     ignore_heartbeat=True)

我收到了这个错误：

JSONDecodeError：期望用双引号括起的属性名：第1行第2列（char 1）

我想我需要使用oandapyv20，但没有任何备忘单来指导我如何将这些简单的代码片段迁移到新的api。

那么应该用什么而不是“mt.rates”？

Answer 1

请参阅：Python code issues with Oanda API Rest V20 - Unable to run automatic code，不推荐使用v1。您需要v20支持：https://github.com/benjaminchodroff/oandamomentum/blob/master/oandamomentumv20.ipynb

Oandapy：期望用双引号括起来的属性名称

1 个答案: