francinexue / xuefu Goto Github PK

我在demo目录下没找到 2.8 第八个例子，bollingDemo

您好 demo/backtest/sqlDemo.py 27行
from api.stock.histmd.to_mongodb_md import tmd 是否有误, to_mongodb_md目录下我并没有找到 tmd.py

use pycharm ,python2.7.
when runing, it is a problem that ImportError: No module named cnx.
how to solve it?

这个pyalgtrade库，原生的里面，好像不支持 多个股票的资产组合的同时回测吧？

getAdjClose（ ） 和 getPrice（） 返回对的都是close

自定义初始资金官网说明好像是 class pyalgotrade.broker.backtesting.Broker(cash, barFeed, commission=None)

我不知道 dynamicIndicatorDemo.py 添加在哪里比较合适

pyalgotrade原版的, 有没有地方设置整点价值(合约大小),比如我回测商品期货的时候,有的杠杆是1:10 有的是1:5, 是不是有专门的地方可以设置.

我看了源代码 ,不知道如何修改

When I run the data.py, a error appears:

E:\Anaconda\python.exe E:/xuefu-master/data.py
Traceback (most recent call last):
File "E:/xuefu-master/data.py", line 223, in
bigVolume()
File "E:/xuefu-master/data.py", line 205, in bigVolume
inuse = pd.read_csv('e:/data/code_inuse.csv',index_col=0,parse_dates=[0],encoding='gbk')
File "E:\Anaconda\lib\site-packages\pandas\io\parsers.py", line 491, in parser_f
return _read(filepath_or_buffer, kwds)
File "E:\Anaconda\lib\site-packages\pandas\io\parsers.py", line 268, in _read
parser = TextFileReader(filepath_or_buffer, **kwds)
File "E:\Anaconda\lib\site-packages\pandas\io\parsers.py", line 583, in init
self._make_engine(self.engine)
File "E:\Anaconda\lib\site-packages\pandas\io\parsers.py", line 724, in _make_engine
self._engine = CParserWrapper(self.f, **self.options)
File "E:\Anaconda\lib\site-packages\pandas\io\parsers.py", line 1093, in init
self._reader = _parser.TextReader(src, **kwds)
File "pandas\parser.pyx", line 350, in pandas.parser.TextReader.cinit (pandas\parser.c:3229)
File "pandas\parser.pyx", line 583, in pandas.parser.TextReader._setup_parser_source (pandas\parser.c:6042)
IOError: File e:/data/code_inuse.csv does not exist

Process finished with exit code 1

对这个功能比较感兴趣，谢谢

$ cat /etc/issue
Linux Mint 18.3 Sylvia \n \l
$ conda -V
conda 4.3.30
$ python -V
Python 2.7.13 :: Continuum Analytics, Inc.
$ python csvDemo.py
Traceback (most recent call last):
File "csvDemo.py", line 15, in
from cnx import pyalg_utils
ImportError: No module named cnx

File "C:/git/xuefu/data.py", line 33, in save_data
if data.index[0] in ct._start_range and data.index[-1] in ct._end_range: #筛选一次代码，使用头尾都包含的代码
File "C:\Python27\lib\site-packages\pandas\indexes\base.py", line 1264, in getitem
return getitem(key)
IndexError: index 0 is out of bounds for axis 0 with size 0

在我的repository中已经修改过来了。