It is not build.Error in data.history() syntax.
How do I fix errors?
I ask for an answer.
!==============================================================================!
import pandas
def rename_col2(df2):
df2 = df2.rename(columns={'Open': 'priceOpen'})
df2 = df2.rename(columns={'High': 'priceHigh'})
df2 = df2.rename(columns={'Low': 'priceLow'})
df2 = df2.rename(columns={'Close': 'priceClose'})
df2 = df2.fillna(method='ffill')
df2 = df2[['priceOpen','priceHigh','priceLow','priceClose','sid']]
log.info(' \n %s % df2.head()')
return df2
def initialize(context):
context.i = 0
context.sym = fetch_csv('https://docs.google.com/spreadsheets/d/16ebTxAo8XsFKkoRqL1rnHInj6HbXzFoKPNPu2GptGB8/pub?output=csv',
timezone='UTC',
date_column = 'Date',
symbol='lgHB',
usecols=['Open','High','Low','Close'],
post_func=rename_col2,
date_format='%Y.%m.%d'
)
context.stock = sid(3766)
def handle_data(context, data):
context.i += 1
if context.i < 20:
return
ma5 = data.history(data['lgHB'], 'priceClose', 5, '1d').mean()
ma20 = data.history(data['lgHB'], 'priceClose', 20, '1d').mean()
if ma5 > ma20:
order_target(data['lgHB'].priceClose, 1)
else:
order_target(data['lgHB'].priceClose, -1)
record(lgHB=data.current(data['lgHB'], "priceClose"), ma5=ma5, ma20=ma20) 