当与 qudlefeed 组合如下并在仪器“CBOE/VIX”上使用时,feed.addBarsFromCSV 出现错误
import quandl as qd
from pyalgotrade.tools import quandl
from pyalgotrade.barfeed import quandlfeed
name = '%s.csv'
sym = "VIX"
data = qd.get("CBOE/VIX", start_date="2016-1-1", end_date="2016-1-10")
data.rename(columns={'VIX Open': 'Open'}, inplace=True)
data.rename(columns={'VIX High': 'High'}, inplace=True)
data.rename(columns={'VIX Low': 'Low'}, inplace=True)
data.rename(columns={'VIX Close': 'Close'}, inplace=True)
data.to_csv(name % (sym))
feed = quandlfeed.Feed()
feed.addBarsFromCSV("CBOE/VIX", name % (sym))
顺便说一句,例如,该代码在“WIKI/AAPL”上运行良好,但似乎不适用于我想使用的某些工具,如“CBOE/VIX”。
我得到的错误如下: Traceback(最近一次通话最后一次):
文件“”,第 2 行,在 feed.addBarsFromCSV("CBOE/VIX", name % (sym))
文件“C:\Program Files\Anaconda2\lib\site-packages\PyAlgoTrade-0.17-py2.7.egg\pyalgotrade\barfeed\csvfeed.py”,第 252 行,addBarsFromCSV BarFeed.addBarsFromCSV(self, instrument, path,行解析器)
文件“C:\Program Files\Anaconda2\lib\site-packages\PyAlgoTrade-0.17-py2.7.egg\pyalgotrade\barfeed\csvfeed.py”,第 120 行,在 addBarsFromCSV bar_ = rowParser.parseBar(row)
文件“C:\Program Files\Anaconda2\lib\site-packages\PyAlgoTrade-0.17-py2.7.egg\pyalgotrade\barfeed\csvfeed.py”,第 169 行,在 parseBar volume = float(csvRowDict[self.__volumeColName] )
KeyError:“音量”