问题遇到的现象和发生背景
AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Strateg' object has no attribute 'dates'
一直显示这个错误,但是数据好像都是正确的,也不是很明白
open high low close volume openinterest
date
2022-01-04 2055.00 2068.95 2014.00 2051.23 2.576751e+12 0
2022-01-05 2045.00 2065.00 2018.00 2024.00 2.542544e+12 0
2022-01-06 2022.01 2036.00 1938.51 1982.22 2.490060e+12 0
2022-01-07 1975.00 1988.88 1939.32 1942.00 2.439536e+12 0
求解答,感谢!!
问题相关代码,请勿粘贴截图
import backtrader as bt
from datetime import datetime
import pandas as pd
import matplotlib.pyplot as plt
import backtrader.analyzers as btanalyzers
import backtrader.feeds as btfeeds
import akshare as ak
def get_data(name):
df1 = ak.stock_zh_a_hist_163(symbol=name, start_date="20220101", end_date="20220329")
df = df1.loc[:, ['日期', '名称', '开盘价', '最高价', '最低价', '收盘价', '总市值']]
df.columns = ["date", "name", "open", "high", "low", "close", "volume"]
df.index = pd.to_datetime(df.date)
df['openinterest'] = 0
df = df[["open", "high", "low", "close", "volume", "openinterest"]]
print(df)
return df
stock_df = get_data("sh600519")
fromdate = datetime(2022, 1, 4)
todate = datetime(2022, 3, 29)
data = bt.feeds.PandasData(dataname=stock_df, fromdate=fromdate, todate=todate)
# 2、构建策略
# 上穿20买入,跌穿20卖出
class MyStrategy(bt.Strategy):
params = (
('maperiod', 20),
)
def __init__(self):
self.order = None
self.ma = bt.indicators.SimpleMovingAverage(self.dates[0], period=self.params.maperiod)
# 每个bar都会执行一日,回测的每个日期都会执行一次
def next(self):
# 判断是否有交易指令正在进行
if (self.order):
return
# 空仓
if not (self.position):
if self.dates[0].close[0] > self.ma[0]:
self.order = self.buy(size=200)
else:
if self.dates[0].close[0] > self.ma[0]:
self.order = self.sell(size=200)
# 3、策略设置
cerebro = bt.Cerebro() # 创建大脑
# 把数据加入大脑
cerebro.adddata(data)
# 加入自己的策略
cerebro.addstrategy(MyStrategy)
# 经纪人
startcash = 100000
cerebro.broker.setcash(startcash)
# 设置手续费
cerebro.broker.setcommission(0.0002)
# 4、执行回测
s = fromdate.strftime("%Y-%m-%d")
t = todate.strftime("%Y-%m-%d")
print(f'初始资金:{startcash}\n回测时间:{s}-{t}')
cerebro.run()