我刚刚开始使用QuantConnect,但我对Python语言理解得相当好,至少我是这么认为的。这是我的代码的重要部分:
def Initialize(self):
# Set the cash we'd like to use for our backtest
# This is ignored in live trading
self.SetCash(5000)
# Start and end dates for the backtest.
# These are ignored in live trading.
self.SetStartDate(2015,1,1)
self.SetEndDate(2018,1,1)
# Set Brokerage model to load OANDA fee structure.
self.SetBrokerageModel(BrokerageName.OandaBrokerage)
# Add assets you'd like to see
# self.eurusd = self.AddForex("EURUSD", Resolution.Minute).Symbol
self.usdjpy = self.AddForex("USDJPY", Resolution.Minute).Symbol
# self.eurjpy = self.AddForex("EURJPY", Resolution.Minute).Symbol
def OnData(self, slice):
rsi = self.RSI("USDJPY", 14, MovingAverageType.Simple)
if rsi > 72:
self.SetHoldings("USDJPY", 1)
if rsi < 28:
self.SetHoldings("USDJPY", 1)
这是我得到的错误:
Runtime Error: TypeError : Cannot get managed object
at OnData in main.py:line 36
TypeError : Cannot get managed object
堆栈跟踪:
System.Exception: TypeError : Cannot get managed object
at OnData in main.py:line 73
---> Python.Runtime.PythonException: TypeError : Cannot get managed object
at Python.Runtime.PyObject.Invoke (Python.Runtime.PyTuple args,
Python.Runtime.PyDict kw) [0x00033] in <0f995c28c5b446ad8835419f76b319a3>:0
at Python.Runtime.PyObject.InvokeMethod (System.String name,
Python.Runtime.PyTuple args, Python.Runtime.PyDict kw) [0x00007] in
<0f995c28c5b446ad8835419f76b319a3>:0
at Python.Runtime.PyObject.TryInvokeMember
(System.Dynamic.InvokeMemberBinder binder, System.Object[] args,
System.Object& result) [0x0003e] in <0f995c28c5b446ad8835419f76b319a3>:0
at (wrapper dynamic-method)
System.Object.CallSite.Target(System.Runtime.CompilerServices.Closure,System.Runtime.CompilerServices.CallSite,object,QuantConnect.Data.Slice)
我试图修改我创建变量'rsi‘的方式,但似乎什么都不起作用。谁能告诉我我哪里做错了?
发布于 2018-07-17 01:30:07
与处理其他属性一样,您需要使用self
将其设置为实例变量。
self.rsi = self.RSI(...)
..。
if self.rsi > 72:
或者,只需将定义移动到OnData方法中。
https://stackoverflow.com/questions/51367073
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