backtrader self.buy
时间: 2023-08-26 08:06:44 浏览: 49
backtrader is a popular Python library for backtesting trading strategies. The `self.buy` method is used in backtrader to generate a buy order for a particular security or instrument within a trading strategy.
When you use `self.buy`, you typically pass in the necessary parameters such as the security symbol, quantity, price, and any additional order attributes. This method is used to simulate executing a buy order within the context of a backtest.
Here's an example of how `self.buy` can be used:
```python
def next(self):
if some_condition:
self.buy(data=self.data, size=1, price=self.data.close
相关问题
import backtrader as bt class Backtest(bt.Strategy): def init(self): self.signal = self.datas[0].signal def next(self): if self.signal == 1: self.buy() elif self.signal == -1: self.sell() cerebro = bt.Cerebro() data = bt.feeds.PandasData(dataname=data) cerebro.adddata(data) cerebro.addstrategy(Backtest) cerebro.run()报错'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'signal'
这个错误是因为你的`data`对象并没有一个名为`signal`的属性。假设你的`data`对象是一个Pandas DataFrame,那么你需要在初始化函数中创建一个新列来存储你的信号,例如:
```
class Backtest(bt.Strategy):
def __init__(self):
self.data['signal'] = self.data['your_signal_column_name']
def next(self):
if self.data.signal == 1:
self.buy()
elif self.data.signal == -1:
self.sell()
```
其中,`your_signal_column_name`是你存储信号的列的名称。你需要将其替换为你实际使用的名称。这样就可以在策略中使用`self.data.signal`来获取你的信号了。
import backtrader as bt class Backtest(bt.Strategy): def __init__(self): self.signal = self.data.signal def next(self): if self.signal == 1: self.buy() elif self.signal == -1: self.sell() cerebro = bt.Cerebro() data = bt.feeds.PandasData(dataname=data) cerebro.adddata(data) cerebro.addstrategy(Backtest) cerebro.run()报错'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'signal'
这个错误提示意味着你的 `data` 对象没有名为 `signal` 的属性。你需要确认你的 `data` 对象中是否有名为 `signal` 的列,并且已经正确地被加载到了 `data` 对象中。如果你已经确定 `signal` 列存在并且被正确地加载到了 `data` 对象中,那么你需要检查一下 `data` 对象的数据类型是否正确。
另外,你需要在初始化函数中调用 `super().__init__()`,这样你才能够访问 `self.data` 对象。所以你需要修改你的代码如下:
```python
import backtrader as bt
class Backtest(bt.Strategy):
def __init__(self):
super().__init__() # 添加这行代码
self.signal = self.data.signal
def next(self):
if self.signal == 1:
self.buy()
elif self.signal == -1:
self.sell()
cerebro = bt.Cerebro()
data = bt.feeds.PandasData(dataname=data)
cerebro.adddata(data)
cerebro.addstrategy(Backtest)
cerebro.run()
```
如果你的数据类型是 Pandas DataFrame,确保你已经正确地将 `signal` 列设置为了索引列或时间序列,并且在加载数据时使用了 `index_col` 或 `datetime` 参数。