Pyalgotrade的ninjatraderfeed在7 onBars()调用后失败
Pyalgotrade的ninjatraderfeed在7 onBars()调用后失败
提问于 2017-01-11 02:57:34
我试图通过包含微小数据的CSV文件使用ninjaTrader提要。该程序用于七个onBars调用，然后吐出一个错误：
self.info(str(instr) +“当前公开价格：%.2f”%(bars.getBar(Instr).getOpen()) AttributeError：'NoneType‘对象没有属性'getOpen’
我的代码：
class myExample(strategy.BacktestingStrategy):
def __init__(self, feed, instruments):
self.__position = None
strategy.BacktestingStrategy.__init__(self, feed, 10000)
self.__instruments = instruments
def onBars(self, bars):
for instr in self.__instruments:
self.info(str(instr) + " current Open price: %.2f" % (bars.getBar(instr).getOpen()))
feed = ninjatraderfeed.Feed(Frequency.MINUTE)
feed.addBarsFromCSV("AMZN", "AMZN.csv")
feed.addBarsFromCSV("MMM", "MMM.csv")
strat = myExample(feed, ["AMZN","MMM"])
strat.run()AMZN.csv
20161227 093100 761.8262 763.77 761.58 763.4 11629
20161227 093200 762.12 762.48 761.2 761.85 15101
20161227 093300 762.215 762.769 761.77 761.77 13181
20161227 093400 762.3516 762.62 762.066 762.2211 6483
20161227 093500 762.73 762.88 762.2 762.392 8093
20161227 093600 763.055 763.36 762.7318 762.7318 11446
20161227 093700 762.45 763.4595 762.45 763.17 8561
20161227 093800 762.8 763 762.45 762.75 10116MMM.csv
20161227 093100 178.95 178.95 178.775 178.775 200
20161227 093200 178.58 178.75 178.57 178.73 15968
20161227 093300 178.9 178.935 178.765 178.765 604
20161227 093400 179.12 179.14 178.91 178.91 2517
20161227 093500 178.8167 179.15 178.8167 179.12 4236
20161227 093600 178.74 178.92 178.74 178.918 2900
20161227 093800 178.78 178.78 178.78 178.78 100
20161227 093900 178.95 178.99 178.9 178.9 1300输出：
2016-12-27 09:31:00+00:00 strategy [INFO] AMZN current Open price: 761.83
2016-12-27 09:31:00+00:00 strategy [INFO] MMM current Open price: 178.95
2016-12-27 09:32:00+00:00 strategy [INFO] AMZN current Open price: 762.12
2016-12-27 09:32:00+00:00 strategy [INFO] MMM current Open price: 178.58
2016-12-27 09:33:00+00:00 strategy [INFO] AMZN current Open price: 762.22
2016-12-27 09:33:00+00:00 strategy [INFO] MMM current Open price: 178.90
2016-12-27 09:34:00+00:00 strategy [INFO] AMZN current Open price: 762.35
2016-12-27 09:34:00+00:00 strategy [INFO] MMM current Open price: 179.12
2016-12-27 09:35:00+00:00 strategy [INFO] AMZN current Open price: 762.73
2016-12-27 09:35:00+00:00 strategy [INFO] MMM current Open price: 178.82
2016-12-27 09:36:00+00:00 strategy [INFO] AMZN current Open price: 763.05
2016-12-27 09:36:00+00:00 strategy [INFO] MMM current Open price: 178.74
2016-12-27 09:37:00+00:00 strategy [INFO] AMZN current Open price: 762.45
Traceback (most recent call last):
File "example.py", line 43, in <module>
strat.run()
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/strategy/__init__.py", line 512, in run
self.__dispatcher.run()
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 109, in run
eof, eventsDispatched = self.__dispatch()
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 97, in __dispatch
if self.__dispatchSubject(subject, smallestDateTime):
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 75, in __dispatchSubject
ret = subject.dispatch() is True
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/feed/__init__.py", line 108, in dispatch
self.__event.emit(dateTime, values)
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/observer.py", line 61, in emit
handler(*args, **kwargs)
File "/home/work/pyCharmZipEnv/local/lib/python2.7/site-packages/pyalgotrade/strategy/__init__.py", line 505, in __onBars
self.onBars(bars)
File "example.py", line 30, in onBars
self.info(str(instr) + " current Open price: %.2f" % (bars.getBar(instr).getOpen()))
AttributeError: 'NoneType' object has no attribute 'getOpen我在ninjatraderfeed.py中唯一修改的东西是getDelimiter()使用"，“而不是”；
为什么在7个onBars调用之后它就停止工作了？
编辑:从每个csv文件复制前8个值。
回答 1
Stack Overflow用户
发布于 2017-01-15 03:07:23
在"20161227 093700"，只有AMZN分钟数据。bars.getBar('MMM')返回None，当您尝试从None访问getOpen时，它会抛出AttributeError。
在使用特定的栏之前，您可以检查是否存在。
if bars.getBar(instr):
self.info(str(instr) + " current Open price: %.2f" % (bars.getBar(instr).getOpen()))页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/41581972
复制相关文章
相似问题
腾讯云开发者
Copyright © 2013 - 2026 Tencent Cloud. All Rights Reserved. 腾讯云 版权所有
深圳市腾讯计算机系统有限公司 ICP备案/许可证号：粤B2-20090059 
粤公网安备44030502008569号
腾讯云计算（北京）有限责任公司 京ICP证150476号 | 京ICP备11018762号