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当我运行此文件以将比特币数据从交易所提取为 JSON 格式时：

import os
import pytz
from datetime import datetime
import json

from catalyst.api import record, symbol, symbols
from catalyst.utils.run_algo import run_algorithm

def initialize(context):
    # Portfolio assets list
    context.asset = symbol('btc_usd') # Bitcoin on Bitfinex

def handle_data(context, data):
    # Variables to record for a given asset: price and volume

    currentTimeString = str(data.current_dt)
    currentData = {
                   'open':   data.current(context.asset, 'open'),
                   'high':   data.current(context.asset, 'high'),
                   'low':    data.current(context.asset, 'low'),
                   'close':  data.current(context.asset, 'close'),
                   'volume': data.current(context.asset, 'volume'),
                   }
    context.allData[currentTimeString] = currentData


def analyze(context=None, results=None):
    # Generate DataFrame with Price and Volume only
    data = results[['open','high','low','close','price','volume']]

    # Save results in CSV file
#    filename = os.path.splitext(os.path.basename(__file__))[0]
#    data.to_csv(filename + '.csv')

    with open('data.json', 'w') as outfile:
        json.dump(context.allData, outfile)

''' Bitcoin data is available on Poloniex since 2015-3-1.
     Dates vary for other tokens. In the example below, we choose the
     full month of July of 2017.
'''
start = datetime(2018, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime(2018, 1, 31, 0, 0, 0, 0, pytz.utc)
results = run_algorithm(initialize=initialize,
                                handle_data=handle_data,
                                analyze=analyze,
                                start=start,
                                end=end,
                                exchange_name='bitfinex',
                                capital_base=10000,
                                quote_currency = 'usd')

我收到以下错误：

  File "C:/Users/XYZ/Code/grabdata.py", line 31, in handle_data
    context.allData[currentTimeString] = currentData

AttributeError: 'ExchangeTradingAlgorithmBacktest' object has no attribute 'allData'

编辑：最初发布了错误的错误代码，现在已更新。

我的代码中是否有错误，或者我在初始化时缺少对 context.allData 的引用？我试图通过从文件中读取而不是从交换中获取来加速回测，这似乎需要很长时间。使用由 Quantopian/Zipline 构建的催化剂框架：https ://enigma.co/catalyst/index.html

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