May-17-2020, 04:24 PM
(May-16-2020, 06:33 PM)snippsat Wrote:does the code above I ran in CMD or I put in as python code in main.ipynb ?Quote:Yes there is,so this a Notebook i run as test.
As you see no errors.
this part I have no errors either, error starts the next section.
#i start to have error after i ran this section. tlog.cash = capital import time t0 = time.time() """ # This is the slowest (2.42 s) for i in range(len(ts.index)): date = ts.index[i] high = ts['high'][i] low = ts['low'][i] close = ts['close'][i] sma50 = ts['sma50'][i] sma200 = ts['sma200'][i] # This is still slow (2.53 s) for i, (index, row) in enumerate(ts.iterrows()): date = index high = row['high'] low = row['low'] close = row['close'] sma50 = row['sma50'] sma200 = row['sma200'] # using .at[] is fast (832 ms) for i, index in enumerate(ts.index): date = index high = ts.at[index, 'high'] low = ts.at[index, 'low'] close = ts.at[index, 'close'] sma50 = ts.at[index, 'sma50'] sma200 = ts.at[index, 'sma200'] # using itertuples is fastest for looping (378 ms) for i, row in enumerate(ts.itertuples()): date = row.Index.to_pydatetime() high = row.high low = row.low close = row.close sma50 = row.sma50 sma200 = row.sma200 """ for i, row in enumerate(ts.itertuples()): date = row.Index.to_pydatetime() high = row.high; low = row.low; close = row.close sma50 = row.sma50; sma200 = row.sma200 end_flag = True if (i == len(ts) - 1) else False shares = 0 # close all positions on last trade day if end_flag: shares = tlog.exit_trade(date, close) # buy elif (tlog.num_open_trades() == 0 and row.sma50 > row.sma200 and ts['sma50'][i-1] <= ts['sma200'][i-1]): # enter buy in trade log shares = tlog.enter_trade(date, close) # sell elif (tlog.num_open_trades() > 0 and sma50 < sma200 and ts['sma50'][i-1] >= ts['sma200'][i-1]): # enter sell in trade log shares = tlog.exit_trade(date, close) if shares > 0: print("{0} BUY {1} {2} @ {3:.2f}".format( date, shares, symbol, close)) elif shares < 0: print("{0} SELL {1} {2} @ {3:.2f}".format( date, -shares, symbol, close)) # record daily balance dbal.append(date, high, low, close, tlog.shares, tlog.cash) t1 = time.time() total = t1-t0 print(total)Quote:Some step this will create a virtual environment with conda .
I use cmder but commands are just the same incmd
.
You may need to install git
# Make G:\Anaconda3\Scripts λ conda create --name pink_env # Activate G:\Anaconda3\Scripts λ activate pink_env # Cd to pink (pink_env) G:\Anaconda3\Scripts λ cd .. (pink_env) G:\Anaconda3 λ cd envs\pink_env\ (pink_env) G:\Anaconda3 λ cd envs\pink_env\ # Clone Repo (pink_env) G:\Anaconda3\envs\pink_env λ git clone https://github.com/fja05680/pinkfish.git # Remove these 3 from requirements.txt save as req.txt importlib-metadata==0.18 empyrical==0.5.3 TA-Lib==0.4.17 # Install req.txt (pink_env) G:\Anaconda3\envs\pink_env\pinkfish (master) λ conda install --file req.txt # new file req1.txt importlib-metadata==0.18 empyrical==0.5.3 # Install req1.txt with pip (pink_env) G:\Anaconda3\envs\pink_env\pinkfish (master) λ pip install -r req1.txt # Install NoteBook (pink_env) G:\Anaconda3\envs\pink_env\pinkfish (master) λ conda install -c conda-forge jupyterlabFrom gohlke download TA_Lib‑0.4.18‑cp37‑cp37m‑win_amd64.whl
# Install (pink_env) G:\Anaconda3\envs\pink_env\pinkfish (master) λ pip install TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl Processing g:\anaconda3\envs\pink_env\pinkfish\ta_lib-0.4.18-cp37-cp37m-win_amd64.whl Installing collected packages: TA-Lib Successfully installed TA-Lib-0.4.18Finish
# Start Jupyterlab (pink_env) G:\Anaconda3\envs\pink_env\pinkfish (master) λ jupyter lab
I want to double-check first. So I don't run into the same mistake leads to uninstall the anaconda and re-install it.
Thank you very much for your time.