AttributeError: 'float'对象没有'getLow'属性，使用Pyalgotrade时出错

Question

我正在尝试用Python编写一个随机振荡器，使用的是Pyalgotrade库里的列表功能。

Pyalgotrade库是一个用来回测股票交易策略的Python库。假设你有一个交易策略的想法，想用历史数据来评估一下这个策略的表现，看看它会如何运作。PyalgoTrade可以让你以最小的努力实现这个目标。

Python代码大致是这样的：

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


class MyStrategy(strategy.BacktestingStrategy):
    def __init__(self, feed, instrument):
        strategy.BacktestingStrategy.__init__(self, feed)

        self.__stoch = stoch.StochasticOscillator(feed[instrument].getCloseDataSeries(),20, dSMAPeriod=3, maxLen=3)

        self.__instrument = instrument

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

# Downdload then Load the yahoo feed from the CSV file
yahoofinance.download_daily_bars('AAPL', 2013, 'aapl.csv')
feed = yahoofeed.Feed()
feed.addBarsFromCSV("AAPL", "aapl.csv")

# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "AAPL")
myStrategy.run()

出现的错误是这样的，包括所有的追踪信息。

Traceback (most recent call last):
  File "/Users/johnhenry/Desktop/simple_strategy.py", line 47, in <module>
    myStrategy.run()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/strategy/__init__.py", line 519, in run
    self.__dispatcher.run()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 102, in run
    eof, eventsDispatched = self.__dispatch()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 90, in __dispatch
    if self.__dispatchSubject(subject, smallestDateTime):
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dispatcher.py", line 68, in __dispatchSubject
    ret = subject.dispatch() is True
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/feed/__init__.py", line 101, in dispatch
    dateTime, values = self.getNextValuesAndUpdateDS()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/feed/__init__.py", line 85, in getNextValuesAndUpdateDS
    ds.appendWithDateTime(dateTime, value)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dataseries/bards.py", line 49, in appendWithDateTime
    self.__closeDS.appendWithDateTime(dateTime, value.getClose())
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/dataseries/__init__.py", line 134, in appendWithDateTime
    self.getNewValueEvent().emit(self, dateTime, value)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/observer.py", line 59, in emit
    handler(*args, **kwargs)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/__init__.py", line 89, in __onNewValue
    newValue = self.__eventWindow.getValue()
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 60, in getValue
    lowestLow, highestHigh = get_low_high_values(self.__barWrapper, self.getValues())
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 42, in get_low_high_values
    lowestLow = barWrapper.getLow(currBar)
  File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/pyalgotrade/technical/stoch.py", line 31, in getLow
    return bar_.getLow(self.__useAdjusted)
AttributeError: 'float' object has no attribute 'getLow'

错误处理回测数据评估 PyAlgoTrade 股票交易策略随机振荡器交易策略分析

AttributeError: 'float'对象没有'getLow'属性，使用Pyalgotrade时出错

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