Closed leonlee723 closed 7 months ago
I have the same issue. It seems the example is out of date and not compatible with qstrader. Did you find any solution?
Same issue with hidden markov models: https://www.quantstart.com/articles/market-regime-detection-using-hidden-markov-models-in-qstrader
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KeyError Traceback (most recent call last)
~/.pyenv/learn-r/lib/python3.5/site-packages/multipledispatch/dispatcher.py in __call__(self, *args, **kwargs)
268 try:
--> 269 func = self._cache[types]
270 except KeyError:
KeyError: (<class 'qstrader.execution_handler.ib_simulated.IBSimulatedExecutionHandler'>,)
During handling of the above exception, another exception occurred:
NotImplementedError Traceback (most recent call last)
<ipython-input-21-a10db4707b57> in <module>
4 tickers = ['BTC']
5
----> 6 run(config, testing, tickers, filename)
<ipython-input-16-fe8653186cbc> in run(config, testing, tickers, filename)
60 portfolio_handler, execution_handler,
61 position_sizer, risk_manager,
---> 62 statistics, initial_equity
63 )
64 results = backtest.simulate_trading(testing=testing)
~/.pyenv/learn-r/lib/python3.5/site-packages/qstrader/trading_session.py in __init__(self, config, strategy, tickers, equity, start_date, end_date, events_queue, session_type, end_session_time, price_handler, portfolio_handler, compliance, position_sizer, execution_handler, risk_manager, statistics, sentiment_handler, title, benchmark)
35 self.strategy = strategy
36 self.tickers = tickers
---> 37 self.equity = PriceParser.parse(equity)
38 self.start_date = start_date
39 self.end_date = end_date
~/.pyenv/learn-r/lib/python3.5/site-packages/multipledispatch/dispatcher.py in __call__(self, *args, **kwargs)
273 raise NotImplementedError(
274 'Could not find signature for %s: <%s>' %
--> 275 (self.name, str_signature(types)))
276 self._cache[types] = func
277 try:
NotImplementedError: Could not find signature for parse: <IBSimulatedExecutionHandler>
I was able to fix the above error by using named arguments, e.g.:
backtest = TradingSession(
config, strategy, tickers,
initial_equity, start_date, end_date,
events_queue, title=title, risk_manager=risk_manager,
execution_handler=execution_handler, position_sizer=position_sizer
)
Not Implemented Error: Could not find signature for parse:
When I debug kalman-strategy, I encounter the error. Please help me,THX
https://www.quantstart.com/articles/kalman-filter-based-pairs-trading-strategy-in-qstrader I follow above url