为什么我在 Python 上使用 BackTrader 会收到此错误？

Question

我正在尝试学习如何在 Python 上使用 backtrader 模块。 我直接从网站上复制了代码，但收到一条错误消息。

这是网站： https://www.backtrader.com/docu/quickstart/quickstart/

我从 Yahoo Finance 下载了 S&P500 股票数据并将其保存到名为“SPY”的 excel 文件中。 这是到目前为止的代码：

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])

# Import the backtrader platform
import backtrader as bt

if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Datas are in a subfolder of the samples. Need to find where the script is
    # because it could have been called from anywhere
    modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
    datapath = os.path.join(modpath, 'C:\\Users\\xboss\\Desktop\\SPY.csv')

    # Create a Data Feed
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        # Do not pass values before this date
        fromdate=datetime.datetime(2000, 1, 1),
        # Do not pass values after this date
        todate=datetime.datetime(2000, 12, 31),
        reverse=False)

    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Set our desired cash start
    cerebro.broker.setcash(100000.0)

    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

这是我收到的错误：

C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\Scripts\python.exe C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py
Traceback (most recent call last):
  File "C:/Users/xboss/PycharmProjects/BackTraderDemo/backtrader_quickstart.py", line 39, in <module>
    cerebro.run()
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
    data.preload()
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 688, in preload
    while self.load():
Starting Portfolio Value: 100000.00
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 479, in load
    _loadret = self._load()
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feed.py", line 710, in _load
    return self._loadline(linetokens)
  File "C:\Users\xboss\PycharmProjects\BackTraderDemo\venv\lib\site-packages\backtrader\feeds\yahoo.py", line 129, in _loadline
    dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
ValueError: invalid literal for int() with base 10: '1/29'

Process finished with exit code 1

有没有人有什么建议？ 任何帮助将不胜感激。 非常感谢您的参与！

Answer 1

由于将自定义 csv 与YahooFinanceCSVData方法一起使用，您会收到错误消息。

您应该使用GenericCSVData方法导入它们。

data = btfeed.GenericCSVData(
    dataname='SPY.csv',

    fromdate=datetime.datetime(2000, 1, 1),
    todate=datetime.datetime(2000, 12, 31),

    nullvalue=0.0,

    dtformat=('%Y-%m-%d'),

    datetime=0,
    high=1,
    low=2,
    open=3,
    close=4,
    volume=5,
    openinterest=-1
)

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