python変数に複数の項目を追加する

Question

私は、metaplotlibが複数の株価のボールドリングバンドグラフを生成できるように、複数の株価（例：APPL、TSLA、AMZN）を計測変数に追加しようとしています。 1株のためのグラフ。

私は辞書を使ってみましたが、ifループを使ってみましたが、うまくいきませんでした。私はそれを実装するために別の方法や他の簡単な方法を実装しなければならないかアドバイスしてください。

from pyalgotrade import strategy 
from pyalgotrade import plotter 
from pyalgotrade.tools import yahoofinance 
from pyalgotrade.technical import bollinger 
from pyalgotrade.stratanalyzer import sharpe 


class BBands(strategy.BacktestingStrategy): 
def __init__(self, feed, instrument, bBandsPeriod): 
    strategy.BacktestingStrategy.__init__(self, feed) 
    self.__instrument = instrument 
    self.__bbands = bollinger.BollingerBands(feed[instrument].getCloseDataSeries(), bBandsPeriod, 2) 

def getBollingerBands(self): 
    return self.__bbands 

def onBars(self, bars): 
    lower = self.__bbands.getLowerBand()[-1] 
    upper = self.__bbands.getUpperBand()[-1] 
    if lower is None: 
     return 

    shares = self.getBroker().getShares(self.__instrument) 
    bar = bars[self.__instrument] 
    if shares == 0 and bar.getClose() < lower: 
     sharesToBuy = int(self.getBroker().getCash(False)/bar.getClose()) 
     self.marketOrder(self.__instrument, sharesToBuy) 
    elif shares > 0 and bar.getClose() > upper: 
     self.marketOrder(self.__instrument, -1*shares) 


def main(plot): 
instrument = "AAPL" 
bBandsPeriod = 40 

# Download the bars. 
feed = yahoofinance.build_feed([instrument], 2015, 2016, ".") 

strat = BBands(feed, instrument, bBandsPeriod) 
sharpeRatioAnalyzer = sharpe.SharpeRatio() 
strat.attachAnalyzer(sharpeRatioAnalyzer) 

if plot: 
    plt = plotter.StrategyPlotter(strat, True, True, True) 
    plt.getInstrumentSubplot(instrument).addDataSeries("upper", strat.getBollingerBands().getUpperBand()) 
    plt.getInstrumentSubplot(instrument).addDataSeries("middle", strat.getBollingerBands().getMiddleBand()) 
    plt.getInstrumentSubplot(instrument).addDataSeries("lower", strat.getBollingerBands().getLowerBand()) 

strat.run() 
print "Sharpe ratio: %.2f" % sharpeRatioAnalyzer.getSharpeRatio(0.05) 

if plot: 
    plt.plot() 


if __name__ == "__main__": 
main(True) 

Answer 1

これは役立つはず：

from pyalgotrade import strategy 
from pyalgotrade import plotter 
from pyalgotrade.tools import yahoofinance 
from pyalgotrade.technical import bollinger 
from pyalgotrade.stratanalyzer import sharpe 


class BBands(strategy.BacktestingStrategy): 
    def __init__(self, feed, instruments, bBandsPeriod): 
     strategy.BacktestingStrategy.__init__(self, feed) 
     self.__instruments = instruments 

     self.__bbands = {} 
     for instrument in instruments: 
      self.__bbands[instrument] = bollinger.BollingerBands(feed[instrument].getCloseDataSeries(), bBandsPeriod, 2) 

    def getBollingerBands(self): 
     return self.__bbands 

    def onBarsPerInstrument(self, instrument, bars): 
     bbands = self.__bbands[instrument] 
     lower = bbands.getLowerBand()[-1] 
     upper = bbands.getUpperBand()[-1] 
     if lower is None: 
      return 

     shares = self.getBroker().getShares(instrument) 
     bar = bars[instrument] 
     if shares == 0 and bar.getClose() < lower: 
      sharesToBuy = int(self.getBroker().getCash(False)/bar.getClose()) 
      self.marketOrder(instrument, sharesToBuy) 
     elif shares > 0 and bar.getClose() > upper: 
      self.marketOrder(instrument, -1*shares) 

    def onBars(self, bars): 
     for instrument in self.__instruments: 
      self.onBarsPerInstrument(instrument, bars) 


def main(plot): 
    instruments = ["AAPL", "ORCL"] 
    bBandsPeriod = 40 

    # Download the bars. 
    feed = yahoofinance.build_feed(instruments, 2015, 2016, ".") 

    strat = BBands(feed, instruments, bBandsPeriod) 
    sharpeRatioAnalyzer = sharpe.SharpeRatio() 
    strat.attachAnalyzer(sharpeRatioAnalyzer) 

    if plot: 
     plt = plotter.StrategyPlotter(strat, True, True, True) 
     for instrument in instruments: 
      bbands = strat.getBollingerBands()[instrument] 
      plt.getInstrumentSubplot(instrument).addDataSeries("upper", bbands.getUpperBand()) 
      plt.getInstrumentSubplot(instrument).addDataSeries("middle", bbands.getMiddleBand()) 
      plt.getInstrumentSubplot(instrument).addDataSeries("lower", bbands.getLowerBand()) 

    strat.run() 
    print "Sharpe ratio: %.2f" % sharpeRatioAnalyzer.getSharpeRatio(0.05) 

    if plot: 
     plt.plot() 


if __name__ == "__main__": 
    main(True)