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cuemacro / finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
http://www.cuemacro.com
Apache License 2.0
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ImportError: cannot import name 'ols' #14

Open albanywang2016 opened 7 years ago

albanywang2016 commented 7 years ago

i got error "ImportError: cannot import name 'ols'" what am i missing?

Traceback (most recent call last): File "C:/Users/lei.wang/AppData/Local/Continuum/Anaconda3/Lib/site-packages/finmarketpy_examples/backtest_example.py", line 30, in from finmarketpy.backtest import BacktestRequest, Backtest File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\finmarketpy__init.py", line 1, in from finmarketpy import (backtest, economics, util) File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\finmarketpy\backtest\init.py", line 3, in from finmarketpy.backtest.backtestengine import Backtest File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\finmarketpy\backtest\backtestengine.py", line 17, in from findatapy.util import LoggerManager File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\findatapy\init.py", line 3, in from findatapy import (market, timeseries, util) File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\findatapy\market\init.py", line 8, in from findatapy.market.market import Market, FXVolFactory, FXCrossFactory, FXConv File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\findatapy\market\market.py", line 461, in from findatapy.timeseries import Calculations, Filter, Timezone File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\findatapy\timeseries\init__.py", line 6, in from findatapy.timeseries.calculations import Calculations File "C:\Users\lei.wang\AppData\Local\Programs\Python\Python36-32\lib\site-packages\findatapy\timeseries\calculations.py", line 23, in from pandas.stats.api import ols ImportError: cannot import name 'ols'

saeedamen commented 7 years ago

Hi @albanywang2016 - I think the ols package might be deprecated in newer versions of pandas (also I haven't tried the libraries in Python 3.6, I generally use 3.5). The nearest alternative is statsmodels which uses ols. As a temporary fix I've it to import the statsmodels OLS module, so it should at least run (but don't think the regression functions will work - need to rewrite my code to use statsmodels OLS). You'll need to update the findatapy library on your system. Hopefully it'll work, if not, let me know.