refine SimpleMovingAverageStrategy added

10-academy-w-9 · Jun 22, 2024 · 997decb · 997decb
1 parent 0f89454
commit 997decb
Showing 1 changed file with 2 additions and 21 deletions.
diff --git a/notebooks/backtesting.ipynb b/notebooks/backtesting.ipynb
@@ -732,28 +732,9 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
+   "execution_count": 1,
    "metadata": {},
-   "outputs": [
-    {
-     "ename": "ValueError",
-     "evalue": "Multi-dimensional indexing (e.g. `obj[:, None]`) is no longer supported. Convert to a numpy array before indexing instead.",
-     "output_type": "error",
-     "traceback": [
-      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
-      "\u001b[0;31mValueError\u001b[0m                                Traceback (most recent call last)",
-      "Cell \u001b[0;32mIn[5], line 5\u001b[0m\n\u001b[1;32m      2\u001b[0m \u001b[38;5;66;03m# Plot Close Price with SMA\u001b[39;00m\n\u001b[1;32m      4\u001b[0m plt\u001b[38;5;241m.\u001b[39mfigure(figsize\u001b[38;5;241m=\u001b[39m(\u001b[38;5;241m14\u001b[39m, \u001b[38;5;241m7\u001b[39m))\n\u001b[0;32m----> 5\u001b[0m \u001b[43mplt\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mplot\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdata\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mdata\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mClose\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mlabel\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mClose Price\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m      6\u001b[0m plt\u001b[38;5;241m.\u001b[39mtitle(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mBTC/USDT Close Price\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m      7\u001b[0m plt\u001b[38;5;241m.\u001b[39mxlabel(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mDate\u001b[39m\u001b[38;5;124m'\u001b[39m)\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/matplotlib/pyplot.py:2793\u001b[0m, in \u001b[0;36mplot\u001b[0;34m(scalex, scaley, data, *args, **kwargs)\u001b[0m\n\u001b[1;32m   2791\u001b[0m \u001b[38;5;129m@docstring\u001b[39m\u001b[38;5;241m.\u001b[39mcopy(Axes\u001b[38;5;241m.\u001b[39mplot)\n\u001b[1;32m   2792\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mplot\u001b[39m(\u001b[38;5;241m*\u001b[39margs, scalex\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mTrue\u001b[39;00m, scaley\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mTrue\u001b[39;00m, data\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs):\n\u001b[0;32m-> 2793\u001b[0m     \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mgca\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mplot\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m   2794\u001b[0m \u001b[43m        \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mscalex\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mscalex\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mscaley\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mscaley\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43m(\u001b[49m\u001b[43m{\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mdata\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m:\u001b[49m\u001b[43m \u001b[49m\u001b[43mdata\u001b[49m\u001b[43m}\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mif\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mdata\u001b[49m\n\u001b[1;32m   2795\u001b[0m \u001b[43m        \u001b[49m\u001b[38;5;129;43;01mis\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[38;5;129;43;01mnot\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[38;5;28;43;01melse\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43m{\u001b[49m\u001b[43m}\u001b[49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/matplotlib/axes/_axes.py:1666\u001b[0m, in \u001b[0;36mAxes.plot\u001b[0;34m(self, scalex, scaley, data, *args, **kwargs)\u001b[0m\n\u001b[1;32m   1435\u001b[0m \u001b[38;5;250m\u001b[39m\u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m   1436\u001b[0m \u001b[38;5;124;03mPlot y versus x as lines and/or markers.\u001b[39;00m\n\u001b[1;32m   1437\u001b[0m \n\u001b[0;32m   (...)\u001b[0m\n\u001b[1;32m   1663\u001b[0m \u001b[38;5;124;03m(``'green'``) or hex strings (``'#008000'``).\u001b[39;00m\n\u001b[1;32m   1664\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m   1665\u001b[0m kwargs \u001b[38;5;241m=\u001b[39m cbook\u001b[38;5;241m.\u001b[39mnormalize_kwargs(kwargs, mlines\u001b[38;5;241m.\u001b[39mLine2D\u001b[38;5;241m.\u001b[39m_alias_map)\n\u001b[0;32m-> 1666\u001b[0m lines \u001b[38;5;241m=\u001b[39m [\u001b[38;5;241m*\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_get_lines(\u001b[38;5;241m*\u001b[39margs, data\u001b[38;5;241m=\u001b[39mdata, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)]\n\u001b[1;32m   1667\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m line \u001b[38;5;129;01min\u001b[39;00m lines:\n\u001b[1;32m   1668\u001b[0m     \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39madd_line(line)\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/matplotlib/axes/_base.py:225\u001b[0m, in \u001b[0;36m_process_plot_var_args.__call__\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m    223\u001b[0m     this \u001b[38;5;241m+\u001b[39m\u001b[38;5;241m=\u001b[39m args[\u001b[38;5;241m0\u001b[39m],\n\u001b[1;32m    224\u001b[0m     args \u001b[38;5;241m=\u001b[39m args[\u001b[38;5;241m1\u001b[39m:]\n\u001b[0;32m--> 225\u001b[0m \u001b[38;5;28;01myield from\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_plot_args\u001b[49m\u001b[43m(\u001b[49m\u001b[43mthis\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/matplotlib/axes/_base.py:386\u001b[0m, in \u001b[0;36m_process_plot_var_args._plot_args\u001b[0;34m(self, tup, kwargs)\u001b[0m\n\u001b[1;32m    383\u001b[0m         kw[k] \u001b[38;5;241m=\u001b[39m v\n\u001b[1;32m    385\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mlen\u001b[39m(tup) \u001b[38;5;241m==\u001b[39m \u001b[38;5;241m2\u001b[39m:\n\u001b[0;32m--> 386\u001b[0m     x \u001b[38;5;241m=\u001b[39m \u001b[43m_check_1d\u001b[49m\u001b[43m(\u001b[49m\u001b[43mtup\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;241;43m0\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m    387\u001b[0m     y \u001b[38;5;241m=\u001b[39m _check_1d(tup[\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m])\n\u001b[1;32m    388\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/matplotlib/cbook/__init__.py:1402\u001b[0m, in \u001b[0;36m_check_1d\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m   1400\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m   1401\u001b[0m     \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m-> 1402\u001b[0m         \u001b[43mx\u001b[49m\u001b[43m[\u001b[49m\u001b[43m:\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m]\u001b[49m\n\u001b[1;32m   1403\u001b[0m         \u001b[38;5;28;01mreturn\u001b[39;00m x\n\u001b[1;32m   1404\u001b[0m     \u001b[38;5;28;01mexcept\u001b[39;00m (\u001b[38;5;167;01mIndexError\u001b[39;00m, \u001b[38;5;167;01mTypeError\u001b[39;00m):\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/pandas/core/indexes/base.py:5419\u001b[0m, in \u001b[0;36mIndex.__getitem__\u001b[0;34m(self, key)\u001b[0m\n\u001b[1;32m   5417\u001b[0m \u001b[38;5;66;03m# Because we ruled out integer above, we always get an arraylike here\u001b[39;00m\n\u001b[1;32m   5418\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m result\u001b[38;5;241m.\u001b[39mndim \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m1\u001b[39m:\n\u001b[0;32m-> 5419\u001b[0m     \u001b[43mdisallow_ndim_indexing\u001b[49m\u001b[43m(\u001b[49m\u001b[43mresult\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m   5421\u001b[0m \u001b[38;5;66;03m# NB: Using _constructor._simple_new would break if MultiIndex\u001b[39;00m\n\u001b[1;32m   5422\u001b[0m \u001b[38;5;66;03m#  didn't override __getitem__\u001b[39;00m\n\u001b[1;32m   5423\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_constructor\u001b[38;5;241m.\u001b[39m_simple_new(result, name\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_name)\n",
-      "File \u001b[0;32m~/crypto-trading-backtesting/.crypto/lib/python3.10/site-packages/pandas/core/indexers/utils.py:341\u001b[0m, in \u001b[0;36mdisallow_ndim_indexing\u001b[0;34m(result)\u001b[0m\n\u001b[1;32m    333\u001b[0m \u001b[38;5;250m\u001b[39m\u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m    334\u001b[0m \u001b[38;5;124;03mHelper function to disallow multi-dimensional indexing on 1D Series/Index.\u001b[39;00m\n\u001b[1;32m    335\u001b[0m \n\u001b[0;32m   (...)\u001b[0m\n\u001b[1;32m    338\u001b[0m \u001b[38;5;124;03min GH#30588.\u001b[39;00m\n\u001b[1;32m    339\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m    340\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m np\u001b[38;5;241m.\u001b[39mndim(result) \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m1\u001b[39m:\n\u001b[0;32m--> 341\u001b[0m     \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mValueError\u001b[39;00m(\n\u001b[1;32m    342\u001b[0m         \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mMulti-dimensional indexing (e.g. `obj[:, None]`) is no longer \u001b[39m\u001b[38;5;124m\"\u001b[39m\n\u001b[1;32m    343\u001b[0m         \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124msupported. Convert to a numpy array before indexing instead.\u001b[39m\u001b[38;5;124m\"\u001b[39m\n\u001b[1;32m    344\u001b[0m     )\n",
-      "\u001b[0;31mValueError\u001b[0m: Multi-dimensional indexing (e.g. `obj[:, None]`) is no longer supported. Convert to a numpy array before indexing instead."
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
     "import matplotlib.pyplot as plt\n",
     "# Plot Close Price with SMA\n",