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- AttributeError: 'zipline.assets._assets.Equity' object has no attribute 'history'
- import talib
- import pandas
- # ---------------------------------------------------
- n1, n2, period, stock = 10, 21, 12, sid(24)
- # ---------------------------------------------------
- def initialize(context):
- schedule_function(open_positions, date_rules.week_start(), time_rules.market_open())
- def handle_data(context, data):
- if get_open_orders(): return
- close = stock.history(stock, 'close', period + 1, '1d')
- low = stock.history(stock, 'low', period + 1, '1d')
- high = stock.history(stock, 'high', period + 1, '1d')
- ap = (high+low+close)/3
- esa = talib.EMA(ap, timeperiod=n1)
- d = talib.EMA(abs(ap - esa), timeperiod=n1)
- ci = (ap - esa) / (0.015 * d)
- wt1 = talib.EMA(ci, timeperiod=n2)
- wt1 = wt1.dropna()
- wt2 = talib.SMA(wt1, timeperiod=4)
- wt2 = wt2.dropna()
- def open_positions(context, data):
- if data.can_trade(stock < wt1):
- order_target_percent(stock, 2)
- elif data.can_trade(stock > wt2):
- order_target_percent(stock, -1)
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