我认为错误来自加载的csv文件
我使用的代码是
data = pd.read_csv(r'C:\Users\CCHHR\Advanced-Trading-Analysis-Data.csv')
def TrendStrategyRun1(nfastSMA, nslowSMA, chart):
instruments = ['SPY']
feed = csvfeed.GenericBarFeed(bar.Frequency.DAY)
feed.addBarsFromCSV(
instruments[0],
data,
skipMalformedBars=True
)
trendStrategy1 = TrendStrategy(
feed,
instrument[0],
nfastSMA,
nslowSMA
)
trendStrategy1.getBroker().setCommission(
broker.backtesting.FixedPerTrade(6)
)
retAnalyzer = ret.Returns(maxLen=2518)
trendStrategy1.attachAnalyzer(retAnalyzer)
plt = plotter.StrategyPlotter(
trendStrategy1,
plotPortfolio=False
)
plt.getInstrumentSubplot('SPY').addDataSeries(
'Fast SMA',
trendStrategy1.getfastSMA()
)
plt.getInstrumentSubplot('SPY').addDataSeries(
'Slow SMA',
trendStrategy1.getslowSMA()
)
trendStrategy1.run()
datesReturns = retAnalyzer.getReturns().getDateTimes()[:]
dailyReturns = retAnalyzer.getReturns()[:]
dailyReturns = pd.DteFrame(dailyReturns).set_index(
pd.DatetimeIndex(datesReturns)
)
if chart == True:
plt.plot(
fromDateTime=dt.datetime(2016, 1, 1),
toDateTime=dt.datetime(2016, 12, 31)
)
return dailyReturns
TrendStrategyRun1(5, 20, True)
我得到了下面的错误信息
expected str, bytes or os.PathLike object, not _io.TextIOWrapper
有人能告诉我错误来自哪里吗
非常感谢
目前没有回答
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