Pyalgotrade - AttributeError: объект 'SequenceDatasSeries' не имеет атрибута 'getHighDataSeries'

Question

Я использую pyalgotrade для написания торгового алгоритма. Я получил ошибку выше и не могу ее исправить. Я пытаюсь использовать «Медленный Стохастик», помощь по решению этой ошибки и получить медленный стохастик на работу высоко оценили:

Ошибка:

C:\Users\...\Desktop>python bobo.py 
Traceback (most recent call last): 
    File "bobo.py", line 114, in <module> 
    main() 
    File "bobo.py", line 110, in main 
    run_strategy(10,inst,2,14,5,2,3) 
    File "bobo.py", line 102, in run_strategy 
    myStrategy = MyStrategy(feed, inst, smaPeriod,emaPeriod,rsiPeriod,fastk_period,slowk_period,slowd_period) 
    File "bobo.py", line 26, in __init__ 
    self.__stoch = indicator.STOCH(self.__prices,fastk_period,slowk_period,slowd_period) 
    File "C:\Users\...\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\...\Anaconda2\lib\site-packages\pyalgotrade\talibext\indicator.py", line 93, in call_talib_with_hlc 
    high = bar_ds_high_to_numpy(barDs, count) 
    File "C:\Users\...\Anaconda2\lib\site-packages\pyalgotrade\talibext\indicator.py", line 45, in bar_ds_high_to_numpy 
    return value_ds_to_numpy(barDs.getHighDataSeries(), count) 
AttributeError: 'SequenceDataSeries' object has no attribute 'getHighDataSeries' 

Код:

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)  #change portfolio amount 
     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(self.__prices,fastk_period,slowk_period,slowd_period) 

Сейчас я получаю сообщение об ошибке:

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 

Answer 1

Попробуйте это:

self.__stoch = indicator.STOCH(feed[instrument],fastk_period,slowk_period,slowd_period) 

Стохастический осциллятор ожидает бара данных, а не обычный.