pybacktest库hello world错误：builtins.AttributeError:“Series”对象没有属性“ix”

Question

运行以下pybacktest代码：

import matplotlib
import matplotlib.pyplot as plt
import pybacktest
import pandas as pd

short_ma = 50
long_ma = 200

ohlc = pybacktest.load_from_yahoo('AAPL', start=2000)
ohlc.tail()

ms = ohlc.C.rolling(short_ma).mean()
ml = ohlc.C.rolling(long_ma).mean()

buy = cover = (ms > ml) & (ms.shift() < ml.shift())  # ma cross up
sell = short = (ms < ml) & (ms.shift() > ml.shift())  # ma cross down

bt = pybacktest.Backtest(locals(), 'ma_cross')

print(bt.summary())

bt.plot_equity()

我在标题中看到了错误，有关更多信息，请参见此屏幕截图：

有人知道解决这个问题的方法吗

Answer 1

因此，按照这一思路：

AttributeError: 'DataFrame' object has no attribute 'ix'

我使用WingWare的调用堆栈来备份调用__getattribute__

我换了一行：

    eq = self.equity.ix[subset].cumsum()

（backtest.py的第188行）带有：

    eq = self.equity.loc[subset].cumsum()

感谢commenter@GustiAdli的确认

该代码也适用于Jupyter笔记本，正确的代码应为：

import matplotlib
import matplotlib.pyplot as plt
import pybacktest
import pandas as pd

short_ma = 50
long_ma = 200

ohlc = pybacktest.load_from_yahoo('AAPL', start=2000)
ohlc.tail()

ms = ohlc.C.rolling(short_ma).mean()
ml = ohlc.C.rolling(long_ma).mean()

buy = cover = (ms > ml) & (ms.shift() < ml.shift())  # ma cross up
sell = short = (ms < ml) & (ms.shift() > ml.shift())  # ma cross down

bt = pybacktest.Backtest(locals(), 'ma_cross')

print(bt.summary())

fig,ax = bt.plot_equity()
plt.show()

正确的输出应为：

我正在为此更改（以及需要执行的其他修复）创建一个新的存储库：

https://github.com/enjoysmath/pybacktest

因为最初的消息似乎被忽略了（最近一期消息来自去年）