diff --git a/note.md b/note.md new file mode 100644 index 0000000..3d79460 --- /dev/null +++ b/note.md @@ -0,0 +1,10 @@ +talib安装 +macOS +``` +poetry run pip install TA-Lib +``` +Windows +> https://github.com/cgohlke/talib-build +``` +poetry run pip install ta_lib-0.6.3-cp312-cp312-win_amd64.whl +``` \ No newline at end of file diff --git a/poetry.lock b/poetry.lock index 3fa4a64..6037f27 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 2.0.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand. [[package]] name = "akracer" @@ -15,14 +15,14 @@ files = [ [[package]] name = "akshare" -version = "1.15.93" +version = "1.15.99" description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!" optional = false python-versions = ">=3.8" groups = ["main"] files = [ - {file = "akshare-1.15.93-py3-none-any.whl", hash = "sha256:35a1210fec91fe5d2206627e4a651db1286cca5f262e4e39e5e5b3790518cdf9"}, - {file = "akshare-1.15.93.tar.gz", hash = "sha256:03898ec3bd53e17f1af1f3ba7069e389d006d4cadddab7b2e738e50c0130e98d"}, + {file = "akshare-1.15.99-py3-none-any.whl", hash = "sha256:a2632ab0f73d293a0ec07589b729da8a039cab9de8789be4e4c12538582a4a06"}, + {file = "akshare-1.15.99.tar.gz", hash = "sha256:27ae2c3025f43d283ad904d2b401309d2bb1dbb3415f2464e674ce2d3d6ecfaa"}, ] [package.dependencies] @@ -65,7 +65,7 @@ typing_extensions = {version = ">=4.5", markers = "python_version < \"3.13\""} [package.extras] doc = ["Sphinx (>=7.4,<8.0)", "packaging", "sphinx-autodoc-typehints (>=1.2.0)", "sphinx_rtd_theme"] -test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1)", "uvloop (>=0.21)"] +test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1) ; python_version >= \"3.10\"", "uvloop (>=0.21) ; platform_python_implementation == \"CPython\" and platform_system != \"Windows\" and python_version < \"3.14\""] trio = ["trio (>=0.26.1)"] [[package]] @@ -201,12 +201,12 @@ files = [ ] [package.extras] -benchmark = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins", "pytest-xdist[psutil]"] -cov = ["cloudpickle", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] -dev = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] +benchmark = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"] +cov = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"] +dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"] docs = ["cogapp", "furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier (<24.7)"] -tests = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] -tests-mypy = ["mypy (>=1.11.1)", "pytest-mypy-plugins"] +tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"] +tests-mypy = ["mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\""] [[package]] name = "babel" @@ -221,7 +221,7 @@ files = [ ] [package.extras] -dev = ["backports.zoneinfo", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata"] +dev = ["backports.zoneinfo ; python_version < \"3.9\"", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata ; sys_platform == \"win32\""] [[package]] name = "backtrader" @@ -717,7 +717,7 @@ files = [ ] [package.extras] -tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich"] +tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich ; python_version >= \"3.11\""] [[package]] name = "fastjsonschema" @@ -795,18 +795,18 @@ files = [ ] [package.extras] -all = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres", "pycairo", "scipy", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0)", "xattr", "zopfli (>=0.1.4)"] +all = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\"", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0) ; python_version <= \"3.12\"", "xattr ; sys_platform == \"darwin\"", "zopfli (>=0.1.4)"] graphite = ["lz4 (>=1.7.4.2)"] -interpolatable = ["munkres", "pycairo", "scipy"] +interpolatable = ["munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\""] lxml = ["lxml (>=4.0)"] pathops = ["skia-pathops (>=0.5.0)"] plot = ["matplotlib"] repacker = ["uharfbuzz (>=0.23.0)"] symfont = ["sympy"] -type1 = ["xattr"] +type1 = ["xattr ; sys_platform == \"darwin\""] ufo = ["fs (>=2.2.0,<3)"] -unicode = ["unicodedata2 (>=15.1.0)"] -woff = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "zopfli (>=0.1.4)"] +unicode = ["unicodedata2 (>=15.1.0) ; python_version <= \"3.12\""] +woff = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "zopfli (>=0.1.4)"] [[package]] name = "fqdn" @@ -864,10 +864,10 @@ six = ">=1.9" webencodings = "*" [package.extras] -all = ["chardet (>=2.2)", "genshi", "lxml"] +all = ["chardet (>=2.2)", "genshi", "lxml ; platform_python_implementation == \"CPython\""] chardet = ["chardet (>=2.2)"] genshi = ["genshi"] -lxml = ["lxml"] +lxml = ["lxml ; platform_python_implementation == \"CPython\""] [[package]] name = "httpcore" @@ -910,7 +910,7 @@ httpcore = "==1.*" idna = "*" [package.extras] -brotli = ["brotli", "brotlicffi"] +brotli = ["brotli ; platform_python_implementation == \"CPython\"", "brotlicffi ; platform_python_implementation != \"CPython\""] cli = ["click (==8.*)", "pygments (==2.*)", "rich (>=10,<14)"] http2 = ["h2 (>=3,<5)"] socks = ["socksio (==1.*)"] @@ -944,7 +944,7 @@ files = [ ] [package.extras] -check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"] +check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1) ; sys_platform != \"cygwin\""] cover = ["pytest-cov"] doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] enabler = ["pytest-enabler (>=2.2)"] @@ -1011,7 +1011,7 @@ traitlets = ">=5.13.0" [package.extras] all = ["ipython[black,doc,kernel,matplotlib,nbconvert,nbformat,notebook,parallel,qtconsole]", "ipython[test,test-extra]"] black = ["black"] -doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli", "typing_extensions"] +doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli ; python_version < \"3.11\"", "typing_extensions"] kernel = ["ipykernel"] matplotlib = ["matplotlib"] nbconvert = ["nbconvert"] @@ -1221,7 +1221,7 @@ traitlets = ">=5.3" [package.extras] docs = ["ipykernel", "myst-parser", "pydata-sphinx-theme", "sphinx (>=4)", "sphinx-autodoc-typehints", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"] -test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", "pytest-timeout"] +test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko ; sys_platform == \"win32\"", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", 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"2025-02-17T10:16:26.170873Z", + "start_time": "2025-02-17T10:16:26.058931Z" } }, "cell_type": "code", @@ -12,10 +12,10 @@ "import backtrader as bt\n", "import pandas as pd\n", "\n", - "source_df = \\\n", - " pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n", - " [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n", - "# source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n", + "# source_df = \\\n", + "# pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n", + "source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/000001.SZ.csv\") \\\n", + " [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n", "df = pd.DataFrame()\n", "df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n", " source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n", @@ -255,18 +255,61 @@ "" ] }, - "execution_count": 158, + "execution_count": 72, "metadata": {}, "output_type": "execute_result" } ], - "execution_count": 158 + "execution_count": 72 }, { "metadata": { "ExecuteTime": { - "end_time": "2025-02-16T08:09:25.209704Z", - "start_time": "2025-02-16T08:09:25.199080Z" + "end_time": "2025-02-17T10:16:26.845470Z", + "start_time": "2025-02-17T10:16:26.839164Z" + } + }, + "cell_type": "code", + "source": [ + "def run_backtrader(data, strategy):\n", + " cerebro = bt.Cerebro()\n", + " cerebro.adddata(data)\n", + " cerebro.broker.setcash(10000.0)\n", + " # 佣金，双边各 0.0003\n", + " cerebro.broker.setcommission(commission=0.0003)\n", + " # 滑点：双边各 0.0001\n", + " cerebro.broker.set_slippage_perc(perc=0.0001)\n", + " cerebro.addanalyzer(bt.analyzers.TimeReturn, _name='pnl') # 返回收益率时序数据\n", + " cerebro.addanalyzer(bt.analyzers.AnnualReturn, _name='annual_return') # 年化收益率\n", + " cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe_ratio') # 夏普比率\n", + " cerebro.addanalyzer(bt.analyzers.DrawDown, _name='draw_down') # 回撤\n", + "\n", + " # 将编写的策略添加给大脑，别忘了 ！\n", + " cerebro.addstrategy(strategy)\n", + "\n", + " print('初始资金: %.2f' % cerebro.broker.getvalue())\n", + " results = cerebro.run()\n", + " print('最终资金: %.2f' % cerebro.broker.getvalue())\n", + " # 获取分析结果\n", + " strat = results[0]\n", + " print('年化收益率')\n", + " pairs = strat.analyzers.annual_return.get_analysis()\n", + " for key in pairs.keys():\n", + " print(key, pairs[key])\n", + " print('夏普比率:', strat.analyzers.sharpe_ratio.get_analysis()['sharperatio'])\n", + " print('最大回撤:', strat.analyzers.draw_down.get_analysis()['max']['drawdown'])\n", + " # 绘制结果图表\n", + " cerebro.plot(style='candlestick', width=20, height=10)" + ], + "id": "d25f6e4d51cdfb20", + "outputs": [], + "execution_count": 73 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-02-17T10:16:26.920783Z", + "start_time": "2025-02-17T10:16:26.900580Z" } }, "cell_type": "code", @@ -289,7 +332,7 @@ "\n", "df" ], - "id": "12fde7bfaddbdf4", + "id": "5774f2437186c503", "outputs": [ { "data": { @@ -571,25 +614,22 @@ "" ] }, - "execution_count": 159, + "execution_count": 74, "metadata": {}, "output_type": "execute_result" } ], - "execution_count": 159 + "execution_count": 74 }, { "metadata": { "ExecuteTime": { - "end_time": "2025-02-16T08:09:25.361947Z", - "start_time": "2025-02-16T08:09:25.270309Z" + "end_time": "2025-02-17T10:23:20.037206Z", + "start_time": "2025-02-17T10:23:19.913993Z" } }, "cell_type": "code", "source": [ - "cerebro = bt.Cerebro()\n", - "\n", - "\n", "class EnhancePandasData(bt.feeds.PandasData):\n", " lines = (\"dif\", \"dea\", \"hist\")\n", " params = (\n", @@ -599,35 +639,27 @@ " )\n", "\n", "\n", - "cerebro.adddata(EnhancePandasData(dataname=df))\n", - "# 初始资金 100,000,000\n", - "cerebro.broker.setcash(10000.0)\n", - "# 佣金，双边各 0.0003\n", - "cerebro.broker.setcommission(commission=0.0003)\n", - "# 滑点：双边各 0.0001\n", - "cerebro.broker.set_slippage_perc(perc=0.0001)\n", - "cerebro.addanalyzer(bt.analyzers.TimeReturn, _name='pnl') # 返回收益率时序数据\n", - "cerebro.addanalyzer(bt.analyzers.AnnualReturn, _name='_AnnualReturn') # 年化收益率\n", - "cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='_SharpeRatio') # 夏普比率\n", - "cerebro.addanalyzer(bt.analyzers.DrawDown, _name='_DrawDown') # 回撤\n", - "\n", - "\n", "# 创建策略类\n", - "class TestStrategy(bt.Strategy):\n", - " def next(self):\n", - " now_dif = self.data.dif[0]\n", - " now_dea = self.data.dea[0]\n", - " now_hist = self.data.hist[0]\n", + "class MACDStrategy(bt.Strategy):\n", + " def __init__(self):\n", + " print(bt.talib.MACD.__doc__)\n", + " print(bt.talib.MACD(self.data.close, fastperiod=12, slowperiod=26, signalperiod=9))\n", + " self.macd, self.signal, self.hist = bt.talib.MACD(self.data.close, fastperiod=12, slowperiod=26, signalperiod=9)\n", + " # print(dif, dea, macd)\n", + " # self.dif = dif\n", + " # self.dea = dea\n", + " # self.macd = macd\n", "\n", - " pre_dif = self.data.dif[-1]\n", - " pre_dea = self.data.dea[-1]\n", - " pre_hist = self.data.hist[-1]\n", + " def next(self):\n", + " pre_dif = self.dif[-1]\n", + " pre_dea = self.dea[-1]\n", + " pre_hist = self.hist[-1]\n", "\n", " hold = self.getposition(self.data).size\n", "\n", - " if now_dif > now_dea and pre_dif <= pre_dea and now_dif > 0 and now_dea > 0:\n", + " if dif > dea and pre_dif <= pre_dea and dif > 0 and dea > 0:\n", " self.buy(size=100)\n", - " elif now_dif < now_dea and pre_dif >= pre_dea and hold > 0:\n", + " elif dif < dea and pre_dif >= pre_dea and hold > 0:\n", " self.sell(size=hold)\n", "\n", " def log(self, txt, dt=None):\n", @@ -638,29 +670,7 @@ " print(f'{dt.isoformat()}, {txt}')\n", "\n", "\n", - "# 将编写的策略添加给大脑，别忘了 ！\n", - "cerebro.addstrategy(TestStrategy)\n", - "\n", - "print('初始资金: %.2f' % cerebro.broker.getvalue())\n", - "results = cerebro.run()\n", - "print('最终资金: %.2f' % cerebro.broker.getvalue())\n", - "# 获取分析结果\n", - "strat = results[0]\n", - "print('夏普比率:', strat.analyzers._SharpeRatio.get_analysis()['sharperatio'])\n", - "print('最大回撤:', strat.analyzers._DrawDown.get_analysis()['max']['drawdown'])\n", - "\n", - "# # 返回日度收益率序列\n", - "# daily_return = pd.Series(strat.analyzers.pnl.get_analysis())\n", - "# # 打印评价指标\n", - "# print(\"--------------- AnnualReturn -----------------\")\n", - "# print(strat.analyzers._AnnualReturn.get_analysis())\n", - "# print(\"--------------- SharpeRatio -----------------\")\n", - "# print(strat.analyzers._SharpeRatio.get_analysis())\n", - "# print(\"--------------- DrawDown -----------------\")\n", - "# print(strat.analyzers._DrawDown.get_analysis())\n", - "\n", - "# 绘制结果图表\n", - "cerebro.plot(style='candlestick', width=20, height=10)" + "run_backtrader(bt.feeds.PandasData(dataname=df), MACDStrategy)" ], "id": "45f8133af2348b95", "outputs": [ @@ -669,45 +679,42 @@ "output_type": "stream", "text": [ "初始资金: 10000.00\n", - "最终资金: 10015.80\n", - "夏普比率: None\n", - "最大回撤: 0.48930011171324134\n" + "MACD([input_arrays], [fastperiod=12], [slowperiod=26], [signalperiod=9])\n", + "\n", + "Moving Average Convergence/Divergence (Momentum Indicators)\n", + "\n", + "Inputs:\n", + " price: (any ndarray)\n", + "Parameters:\n", + " fastperiod: 12\n", + " slowperiod: 26\n", + " signalperiod: 9\n", + "Outputs:\n", + " macd\n", + " macdsignal\n", + " macdhist\n", + "\n" ] }, { - "data": { - "text/plain": [ - "" - ], - "application/javascript": "/* Put everything inside the global mpl namespace */\n/* global mpl */\nwindow.mpl = {};\n\nmpl.get_websocket_type = function () {\n if (typeof WebSocket !== 'undefined') {\n return WebSocket;\n } else if (typeof MozWebSocket !== 'undefined') {\n return MozWebSocket;\n } else {\n 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Matplotlib will then trigger a resize in the client,\n // which will in turn request a refresh of the image.\n this.send_message('resize', { width: x_pixels, height: y_pixels });\n};\n\nmpl.figure.prototype.send_message = function (type, properties) {\n properties['type'] = type;\n properties['figure_id'] = this.id;\n this.ws.send(JSON.stringify(properties));\n};\n\nmpl.figure.prototype.send_draw_message = function () {\n if (!this.waiting) {\n this.waiting = true;\n this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n }\n};\n\nmpl.figure.prototype.handle_save = function (fig, _msg) {\n var format_dropdown = fig.format_dropdown;\n var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n fig.ondownload(fig, format);\n};\n\nmpl.figure.prototype.handle_resize = function (fig, msg) {\n var size = msg['size'];\n if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n fig._resize_canvas(size[0], size[1], msg['forward']);\n fig.send_message('refresh', {});\n }\n};\n\nmpl.figure.prototype.handle_rubberband = function (fig, msg) {\n var x0 = msg['x0'] / fig.ratio;\n var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n var x1 = msg['x1'] / fig.ratio;\n var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n x0 = Math.floor(x0) + 0.5;\n y0 = Math.floor(y0) + 0.5;\n x1 = Math.floor(x1) + 0.5;\n y1 = Math.floor(y1) + 0.5;\n var min_x = Math.min(x0, x1);\n var min_y = Math.min(y0, y1);\n var width = Math.abs(x1 - x0);\n var height = Math.abs(y1 - y0);\n\n fig.rubberband_context.clearRect(\n 0,\n 0,\n fig.canvas.width / fig.ratio,\n fig.canvas.height / fig.ratio\n );\n\n fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n};\n\nmpl.figure.prototype.handle_figure_label = function (fig, msg) {\n // Updates the figure title.\n fig.header.textContent = msg['label'];\n};\n\nmpl.figure.prototype.handle_cursor = function (fig, msg) {\n fig.canvas_div.style.cursor = msg['cursor'];\n};\n\nmpl.figure.prototype.handle_message = function (fig, msg) {\n fig.message.textContent = msg['message'];\n};\n\nmpl.figure.prototype.handle_draw = function (fig, _msg) {\n // Request the server to send over a new figure.\n fig.send_draw_message();\n};\n\nmpl.figure.prototype.handle_image_mode = function (fig, msg) {\n fig.image_mode = msg['mode'];\n};\n\nmpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n for (var key in msg) {\n if (!(key in fig.buttons)) {\n continue;\n }\n fig.buttons[key].disabled = !msg[key];\n fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n }\n};\n\nmpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n if (msg['mode'] === 'PAN') {\n fig.buttons['Pan'].classList.add('active');\n fig.buttons['Zoom'].classList.remove('active');\n } else if (msg['mode'] === 'ZOOM') {\n fig.buttons['Pan'].classList.remove('active');\n fig.buttons['Zoom'].classList.add('active');\n } else {\n fig.buttons['Pan'].classList.remove('active');\n fig.buttons['Zoom'].classList.remove('active');\n }\n};\n\nmpl.figure.prototype.updated_canvas_event = function () {\n // Called whenever the canvas gets updated.\n this.send_message('ack', {});\n};\n\n// A function to construct a web socket function for onmessage handling.\n// Called in the figure constructor.\nmpl.figure.prototype._make_on_message_function = function (fig) {\n return function socket_on_message(evt) {\n if (evt.data instanceof Blob) {\n var img = evt.data;\n if (img.type !== 'image/png') {\n /* FIXME: We get \"Resource interpreted as Image but\n * transferred with MIME type text/plain:\" errors on\n * Chrome. But how to set the MIME type? It doesn't seem\n * to be part of the websocket stream */\n img.type = 'image/png';\n }\n\n /* Free the memory for the previous frames */\n if (fig.imageObj.src) {\n (window.URL || window.webkitURL).revokeObjectURL(\n fig.imageObj.src\n );\n }\n\n fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n img\n );\n fig.updated_canvas_event();\n fig.waiting = false;\n return;\n } else if (\n typeof evt.data === 'string' &&\n evt.data.slice(0, 21) === 'data:image/png;base64'\n ) {\n fig.imageObj.src = evt.data;\n fig.updated_canvas_event();\n fig.waiting = false;\n return;\n }\n\n var msg = JSON.parse(evt.data);\n var msg_type = msg['type'];\n\n // Call the \"handle_{type}\" callback, which takes\n // the figure and JSON message as its only arguments.\n try {\n var callback = fig['handle_' + msg_type];\n } catch (e) {\n console.log(\n \"No handler for the '\" + msg_type + \"' message type: \",\n msg\n );\n return;\n }\n\n if (callback) {\n try {\n // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n callback(fig, msg);\n } catch (e) {\n console.log(\n \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n e,\n e.stack,\n msg\n );\n }\n }\n };\n};\n\nfunction getModifiers(event) {\n var mods = [];\n if (event.ctrlKey) {\n mods.push('ctrl');\n }\n if (event.altKey) {\n mods.push('alt');\n }\n if (event.shiftKey) {\n mods.push('shift');\n }\n if (event.metaKey) {\n mods.push('meta');\n }\n return mods;\n}\n\n/*\n * return a copy of an object with only non-object keys\n * we need this to avoid circular references\n * https://stackoverflow.com/a/24161582/3208463\n */\nfunction simpleKeys(original) {\n return Object.keys(original).reduce(function (obj, key) {\n if (typeof original[key] !== 'object') {\n obj[key] = original[key];\n }\n return obj;\n }, {});\n}\n\nmpl.figure.prototype.mouse_event = function (event, name) {\n if (name === 'button_press') {\n this.canvas.focus();\n this.canvas_div.focus();\n }\n\n // from https://stackoverflow.com/q/1114465\n var boundingRect = this.canvas.getBoundingClientRect();\n var x = (event.clientX - boundingRect.left) * this.ratio;\n var y = (event.clientY - boundingRect.top) * this.ratio;\n\n this.send_message(name, {\n x: x,\n y: y,\n button: event.button,\n step: event.step,\n buttons: event.buttons,\n modifiers: getModifiers(event),\n guiEvent: simpleKeys(event),\n });\n\n return false;\n};\n\nmpl.figure.prototype._key_event_extra = function (_event, _name) {\n // Handle any extra behaviour associated with a key event\n};\n\nmpl.figure.prototype.key_event = function (event, name) {\n // Prevent repeat events\n if (name === 'key_press') {\n if (event.key === this._key) {\n return;\n } else {\n this._key = event.key;\n }\n }\n if (name === 'key_release') {\n this._key = null;\n }\n\n var value = '';\n if (event.ctrlKey && event.key !== 'Control') {\n value += 'ctrl+';\n }\n else if (event.altKey && event.key !== 'Alt') {\n value += 'alt+';\n }\n else if (event.shiftKey && event.key !== 'Shift') {\n value += 'shift+';\n }\n\n value += 'k' + event.key;\n\n this._key_event_extra(event, name);\n\n this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n return false;\n};\n\nmpl.figure.prototype.toolbar_button_onclick = function (name) {\n if (name === 'download') {\n this.handle_save(this, null);\n } else {\n this.send_message('toolbar_button', { name: name });\n }\n};\n\nmpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n this.message.textContent = tooltip;\n};\n\n///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n// prettier-ignore\nvar _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\nmpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o\", \"download\"]];\n\nmpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\", \"webp\"];\n\nmpl.default_extension = \"png\";/* global mpl */\n\nvar comm_websocket_adapter = function (comm) {\n // Create a \"websocket\"-like object which calls the given IPython comm\n // object with the appropriate methods. Currently this is a non binary\n // socket, so there is still some room for performance tuning.\n var ws = {};\n\n ws.binaryType = comm.kernel.ws.binaryType;\n ws.readyState = comm.kernel.ws.readyState;\n function updateReadyState(_event) {\n if (comm.kernel.ws) {\n ws.readyState = comm.kernel.ws.readyState;\n } else {\n ws.readyState = 3; // Closed state.\n }\n }\n comm.kernel.ws.addEventListener('open', updateReadyState);\n comm.kernel.ws.addEventListener('close', updateReadyState);\n comm.kernel.ws.addEventListener('error', updateReadyState);\n\n ws.close = function () {\n comm.close();\n };\n ws.send = function (m) {\n //console.log('sending', m);\n comm.send(m);\n };\n // Register the callback with on_msg.\n comm.on_msg(function (msg) {\n //console.log('receiving', msg['content']['data'], msg);\n var data = msg['content']['data'];\n if (data['blob'] !== undefined) {\n data = {\n data: new Blob(msg['buffers'], { type: data['blob'] }),\n };\n }\n // Pass the mpl event to the overridden (by mpl) onmessage function.\n ws.onmessage(data);\n });\n return ws;\n};\n\nmpl.mpl_figure_comm = function (comm, msg) {\n // This is the function which gets called when the mpl process\n // starts-up an IPython Comm through the \"matplotlib\" channel.\n\n var id = msg.content.data.id;\n // Get hold of the div created by the display call when the Comm\n // socket was opened in Python.\n var element = document.getElementById(id);\n var ws_proxy = comm_websocket_adapter(comm);\n\n function ondownload(figure, _format) {\n window.open(figure.canvas.toDataURL());\n }\n\n var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n\n // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n // web socket which is closed, not our websocket->open comm proxy.\n ws_proxy.onopen();\n\n fig.parent_element = element;\n fig.cell_info = mpl.find_output_cell(\"
\");\n if (!fig.cell_info) {\n console.error('Failed to find cell for figure', id, fig);\n return;\n }\n fig.cell_info[0].output_area.element.on(\n 'cleared',\n { fig: fig },\n fig._remove_fig_handler\n );\n};\n\nmpl.figure.prototype.handle_close = function (fig, msg) {\n var width = fig.canvas.width / fig.ratio;\n fig.cell_info[0].output_area.element.off(\n 'cleared',\n fig._remove_fig_handler\n );\n fig.resizeObserverInstance.unobserve(fig.canvas_div);\n\n // Update the output cell to use the data from the current canvas.\n fig.push_to_output();\n var dataURL = fig.canvas.toDataURL();\n // Re-enable the keyboard manager in IPython - without this line, in FF,\n // the notebook keyboard shortcuts fail.\n IPython.keyboard_manager.enable();\n fig.parent_element.innerHTML =\n '';\n fig.close_ws(fig, msg);\n};\n\nmpl.figure.prototype.close_ws = function (fig, msg) {\n fig.send_message('closing', msg);\n // fig.ws.close()\n};\n\nmpl.figure.prototype.push_to_output = function (_remove_interactive) {\n // Turn the data on the canvas into data in the output cell.\n var width = this.canvas.width / this.ratio;\n var dataURL = this.canvas.toDataURL();\n this.cell_info[1]['text/html'] =\n '';\n};\n\nmpl.figure.prototype.updated_canvas_event = function () {\n // Tell IPython that the notebook contents must change.\n IPython.notebook.set_dirty(true);\n this.send_message('ack', {});\n var fig = this;\n // Wait a second, then push the new image to the DOM so\n // that it is saved nicely (might be nice to debounce this).\n setTimeout(function () {\n fig.push_to_output();\n }, 1000);\n};\n\nmpl.figure.prototype._init_toolbar = function () {\n var fig = this;\n\n var toolbar = document.createElement('div');\n toolbar.classList = 'btn-toolbar';\n this.root.appendChild(toolbar);\n\n function on_click_closure(name) {\n return function (_event) {\n return fig.toolbar_button_onclick(name);\n };\n }\n\n function on_mouseover_closure(tooltip) {\n return function (event) {\n if (!event.currentTarget.disabled) {\n return fig.toolbar_button_onmouseover(tooltip);\n }\n };\n }\n\n fig.buttons = {};\n var buttonGroup = document.createElement('div');\n buttonGroup.classList = 'btn-group';\n var button;\n for (var toolbar_ind in mpl.toolbar_items) {\n var name = mpl.toolbar_items[toolbar_ind][0];\n var tooltip = mpl.toolbar_items[toolbar_ind][1];\n var image = mpl.toolbar_items[toolbar_ind][2];\n var method_name = mpl.toolbar_items[toolbar_ind][3];\n\n if (!name) {\n /* Instead of a spacer, we start a new button group. */\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n buttonGroup = document.createElement('div');\n buttonGroup.classList = 'btn-group';\n continue;\n }\n\n button = fig.buttons[name] = document.createElement('button');\n button.classList = 'btn btn-default';\n button.href = '#';\n button.title = name;\n button.innerHTML = '';\n button.addEventListener('click', on_click_closure(method_name));\n button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n buttonGroup.appendChild(button);\n }\n\n if (buttonGroup.hasChildNodes()) {\n toolbar.appendChild(buttonGroup);\n }\n\n // Add the status bar.\n var status_bar = document.createElement('span');\n status_bar.classList = 'mpl-message pull-right';\n toolbar.appendChild(status_bar);\n this.message = status_bar;\n\n // Add the close button to the window.\n var buttongrp = document.createElement('div');\n buttongrp.classList = 'btn-group inline pull-right';\n button = document.createElement('button');\n button.classList = 'btn btn-mini btn-primary';\n button.href = '#';\n button.title = 'Stop Interaction';\n button.innerHTML = '';\n button.addEventListener('click', function (_evt) {\n fig.handle_close(fig, {});\n });\n button.addEventListener(\n 'mouseover',\n on_mouseover_closure('Stop Interaction')\n );\n buttongrp.appendChild(button);\n var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n titlebar.insertBefore(buttongrp, titlebar.firstChild);\n};\n\nmpl.figure.prototype._remove_fig_handler = function (event) {\n var fig = event.data.fig;\n if (event.target !== this) {\n // Ignore bubbled events from children.\n return;\n }\n fig.close_ws(fig, {});\n};\n\nmpl.figure.prototype._root_extra_style = function (el) {\n el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n};\n\nmpl.figure.prototype._canvas_extra_style = function (el) {\n // this is important to make the div 'focusable\n el.setAttribute('tabindex', 0);\n // reach out to IPython and tell the keyboard manager to turn it's self\n // off when our div gets focus\n\n // location in version 3\n if (IPython.notebook.keyboard_manager) {\n IPython.notebook.keyboard_manager.register_events(el);\n } else {\n // location in version 2\n IPython.keyboard_manager.register_events(el);\n }\n};\n\nmpl.figure.prototype._key_event_extra = function (event, _name) {\n // Check for shift+enter\n if (event.shiftKey && event.which === 13) {\n this.canvas_div.blur();\n // select the cell after this one\n var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n IPython.notebook.select(index + 1);\n }\n};\n\nmpl.figure.prototype.handle_save = function (fig, _msg) {\n fig.ondownload(fig, null);\n};\n\nmpl.find_output_cell = function (html_output) {\n // Return the cell and output element which can be found *uniquely* in the notebook.\n // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n // IPython event is triggered only after the cells have been serialised, which for\n // our purposes (turning an active figure into a static one), is too late.\n var cells = IPython.notebook.get_cells();\n var ncells = cells.length;\n for (var i = 0; i < ncells; i++) {\n var cell = cells[i];\n if (cell.cell_type === 'code') {\n for (var j = 0; j < cell.output_area.outputs.length; j++) {\n var data = cell.output_area.outputs[j];\n if (data.data) {\n // IPython >= 3 moved mimebundle to data attribute of output\n data = data.data;\n }\n if (data['text/html'] === html_output) {\n return [cell, data, j];\n }\n }\n }\n }\n};\n\n// Register the function which deals with the matplotlib target/channel.\n// The kernel may be null if the page has been refreshed.\nif (IPython.notebook.kernel !== null) {\n IPython.notebook.kernel.comm_manager.register_target(\n 'matplotlib',\n mpl.mpl_figure_comm\n );\n}\n" - }, - "metadata": {}, - "output_type": "display_data" - }, - { - "data": { - "text/plain": [ - "" - ], - "text/html": [ - "
" - ] - }, - "metadata": {}, - "output_type": "display_data" - }, - { - "data": { - "text/plain": [ - "[[
]]" - ] - }, - "execution_count": 160, - "metadata": {}, - "output_type": "execute_result" + "ename": "ValueError", + "evalue": "not enough values to unpack (expected 3, got 0)", + "output_type": "error", + "traceback": [ + "\u001B[0;31m---------------------------------------------------------------------------\u001B[0m", + "\u001B[0;31mValueError\u001B[0m Traceback (most recent call last)", + "Cell \u001B[0;32mIn[84], line 41\u001B[0m\n\u001B[1;32m 37\u001B[0m dt \u001B[38;5;241m=\u001B[39m dt \u001B[38;5;129;01mor\u001B[39;00m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mdatas[\u001B[38;5;241m0\u001B[39m]\u001B[38;5;241m.\u001B[39mdatetime\u001B[38;5;241m.\u001B[39mdate(\u001B[38;5;241m0\u001B[39m)\n\u001B[1;32m 38\u001B[0m \u001B[38;5;28mprint\u001B[39m(\u001B[38;5;124mf\u001B[39m\u001B[38;5;124m'\u001B[39m\u001B[38;5;132;01m{\u001B[39;00mdt\u001B[38;5;241m.\u001B[39misoformat()\u001B[38;5;132;01m}\u001B[39;00m\u001B[38;5;124m, \u001B[39m\u001B[38;5;132;01m{\u001B[39;00mtxt\u001B[38;5;132;01m}\u001B[39;00m\u001B[38;5;124m'\u001B[39m)\n\u001B[0;32m---> 41\u001B[0m \u001B[43mrun_backtrader\u001B[49m\u001B[43m(\u001B[49m\u001B[43mbt\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mfeeds\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mPandasData\u001B[49m\u001B[43m(\u001B[49m\u001B[43mdataname\u001B[49m\u001B[38;5;241;43m=\u001B[39;49m\u001B[43mdf\u001B[49m\u001B[43m)\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43mMACDStrategy\u001B[49m\u001B[43m)\u001B[49m\n", + "Cell \u001B[0;32mIn[73], line 18\u001B[0m, in \u001B[0;36mrun_backtrader\u001B[0;34m(data, strategy)\u001B[0m\n\u001B[1;32m 15\u001B[0m cerebro\u001B[38;5;241m.\u001B[39maddstrategy(strategy)\n\u001B[1;32m 17\u001B[0m \u001B[38;5;28mprint\u001B[39m(\u001B[38;5;124m'\u001B[39m\u001B[38;5;124m初始资金: \u001B[39m\u001B[38;5;132;01m%.2f\u001B[39;00m\u001B[38;5;124m'\u001B[39m \u001B[38;5;241m%\u001B[39m cerebro\u001B[38;5;241m.\u001B[39mbroker\u001B[38;5;241m.\u001B[39mgetvalue())\n\u001B[0;32m---> 18\u001B[0m results \u001B[38;5;241m=\u001B[39m \u001B[43mcerebro\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mrun\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[1;32m 19\u001B[0m \u001B[38;5;28mprint\u001B[39m(\u001B[38;5;124m'\u001B[39m\u001B[38;5;124m最终资金: \u001B[39m\u001B[38;5;132;01m%.2f\u001B[39;00m\u001B[38;5;124m'\u001B[39m \u001B[38;5;241m%\u001B[39m cerebro\u001B[38;5;241m.\u001B[39mbroker\u001B[38;5;241m.\u001B[39mgetvalue())\n\u001B[1;32m 20\u001B[0m \u001B[38;5;66;03m# 获取分析结果\u001B[39;00m\n", + "File \u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtrader/cerebro.py:1132\u001B[0m, in \u001B[0;36mCerebro.run\u001B[0;34m(self, **kwargs)\u001B[0m\n\u001B[1;32m 1128\u001B[0m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39m_dooptimize \u001B[38;5;129;01mor\u001B[39;00m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mp\u001B[38;5;241m.\u001B[39mmaxcpus \u001B[38;5;241m==\u001B[39m \u001B[38;5;241m1\u001B[39m:\n\u001B[1;32m 1129\u001B[0m \u001B[38;5;66;03m# If no optimmization is wished ... or 1 core is to be used\u001B[39;00m\n\u001B[1;32m 1130\u001B[0m \u001B[38;5;66;03m# let's skip process \"spawning\"\u001B[39;00m\n\u001B[1;32m 1131\u001B[0m \u001B[38;5;28;01mfor\u001B[39;00m iterstrat \u001B[38;5;129;01min\u001B[39;00m iterstrats:\n\u001B[0;32m-> 1132\u001B[0m runstrat \u001B[38;5;241m=\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mrunstrategies\u001B[49m\u001B[43m(\u001B[49m\u001B[43miterstrat\u001B[49m\u001B[43m)\u001B[49m\n\u001B[1;32m 1133\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mrunstrats\u001B[38;5;241m.\u001B[39mappend(runstrat)\n\u001B[1;32m 1134\u001B[0m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39m_dooptimize:\n", + "File \u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtrader/cerebro.py:1222\u001B[0m, in \u001B[0;36mCerebro.runstrategies\u001B[0;34m(self, iterstrat, predata)\u001B[0m\n\u001B[1;32m 1220\u001B[0m sargs \u001B[38;5;241m=\u001B[39m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mdatas \u001B[38;5;241m+\u001B[39m \u001B[38;5;28mlist\u001B[39m(sargs)\n\u001B[1;32m 1221\u001B[0m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[0;32m-> 1222\u001B[0m strat \u001B[38;5;241m=\u001B[39m \u001B[43mstratcls\u001B[49m\u001B[43m(\u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43msargs\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43mskwargs\u001B[49m\u001B[43m)\u001B[49m\n\u001B[1;32m 1223\u001B[0m \u001B[38;5;28;01mexcept\u001B[39;00m bt\u001B[38;5;241m.\u001B[39merrors\u001B[38;5;241m.\u001B[39mStrategySkipError:\n\u001B[1;32m 1224\u001B[0m \u001B[38;5;28;01mcontinue\u001B[39;00m \u001B[38;5;66;03m# do not add strategy to the mix\u001B[39;00m\n", + "File \u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtrader/metabase.py:88\u001B[0m, in \u001B[0;36mMetaBase.__call__\u001B[0;34m(cls, *args, **kwargs)\u001B[0m\n\u001B[1;32m 86\u001B[0m _obj, args, kwargs \u001B[38;5;241m=\u001B[39m \u001B[38;5;28mcls\u001B[39m\u001B[38;5;241m.\u001B[39mdonew(\u001B[38;5;241m*\u001B[39margs, \u001B[38;5;241m*\u001B[39m\u001B[38;5;241m*\u001B[39mkwargs)\n\u001B[1;32m 87\u001B[0m _obj, args, kwargs \u001B[38;5;241m=\u001B[39m \u001B[38;5;28mcls\u001B[39m\u001B[38;5;241m.\u001B[39mdopreinit(_obj, \u001B[38;5;241m*\u001B[39margs, \u001B[38;5;241m*\u001B[39m\u001B[38;5;241m*\u001B[39mkwargs)\n\u001B[0;32m---> 88\u001B[0m _obj, args, kwargs \u001B[38;5;241m=\u001B[39m \u001B[38;5;28;43mcls\u001B[39;49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mdoinit\u001B[49m\u001B[43m(\u001B[49m\u001B[43m_obj\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43margs\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43mkwargs\u001B[49m\u001B[43m)\u001B[49m\n\u001B[1;32m 89\u001B[0m _obj, args, kwargs \u001B[38;5;241m=\u001B[39m \u001B[38;5;28mcls\u001B[39m\u001B[38;5;241m.\u001B[39mdopostinit(_obj, \u001B[38;5;241m*\u001B[39margs, \u001B[38;5;241m*\u001B[39m\u001B[38;5;241m*\u001B[39mkwargs)\n\u001B[1;32m 90\u001B[0m \u001B[38;5;28;01mreturn\u001B[39;00m _obj\n", + "File \u001B[0;32m~/Library/Caches/pypoetry/virtualenvs/finance-G8vNaf2C-py3.13/lib/python3.13/site-packages/backtrader/metabase.py:78\u001B[0m, in \u001B[0;36mMetaBase.doinit\u001B[0;34m(cls, _obj, *args, **kwargs)\u001B[0m\n\u001B[1;32m 77\u001B[0m \u001B[38;5;28;01mdef\u001B[39;00m\u001B[38;5;250m \u001B[39m\u001B[38;5;21mdoinit\u001B[39m(\u001B[38;5;28mcls\u001B[39m, _obj, \u001B[38;5;241m*\u001B[39margs, \u001B[38;5;241m*\u001B[39m\u001B[38;5;241m*\u001B[39mkwargs):\n\u001B[0;32m---> 78\u001B[0m \u001B[43m_obj\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[38;5;21;43m__init__\u001B[39;49m\u001B[43m(\u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43margs\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[38;5;241;43m*\u001B[39;49m\u001B[43mkwargs\u001B[49m\u001B[43m)\u001B[49m\n\u001B[1;32m 79\u001B[0m \u001B[38;5;28;01mreturn\u001B[39;00m _obj, args, kwargs\n", + "Cell \u001B[0;32mIn[84], line 15\u001B[0m, in \u001B[0;36mMACDStrategy.__init__\u001B[0;34m(self)\u001B[0m\n\u001B[1;32m 13\u001B[0m \u001B[38;5;28mprint\u001B[39m(bt\u001B[38;5;241m.\u001B[39mtalib\u001B[38;5;241m.\u001B[39mMACD\u001B[38;5;241m.\u001B[39m\u001B[38;5;18m__doc__\u001B[39m)\n\u001B[1;32m 14\u001B[0m \u001B[38;5;28mprint\u001B[39m(bt\u001B[38;5;241m.\u001B[39mtalib\u001B[38;5;241m.\u001B[39mMACD(\u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mdata\u001B[38;5;241m.\u001B[39mclose, fastperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m12\u001B[39m, slowperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m26\u001B[39m, signalperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m9\u001B[39m))\n\u001B[0;32m---> 15\u001B[0m \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mmacd, \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39msignal, \u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mhist \u001B[38;5;241m=\u001B[39m bt\u001B[38;5;241m.\u001B[39mtalib\u001B[38;5;241m.\u001B[39mMACD(\u001B[38;5;28mself\u001B[39m\u001B[38;5;241m.\u001B[39mdata\u001B[38;5;241m.\u001B[39mclose, fastperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m12\u001B[39m, slowperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m26\u001B[39m, signalperiod\u001B[38;5;241m=\u001B[39m\u001B[38;5;241m9\u001B[39m)\n", + "\u001B[0;31mValueError\u001B[0m: not enough values to unpack (expected 3, got 0)" + ] } ], - "execution_count": 160 + "execution_count": 84 } ], "metadata": {