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    AeroAndy1

    @AeroAndy1

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    Latest posts made by AeroAndy1

    • Messaging?

      I'm new here. How can I message a user on this forum?

      posted in General Code/Help
      A
      AeroAndy1
    • RE: Kalman Pair Trade with EWA/EWC (from Ernie Chan's "Algorithmic Trading")

      @aeroandy1 Sorry, for linear kalman filter, f(x) = F*x. It's clear that F is [beta,1] and x seems to be [y].

      posted in Indicators/Strategies/Analyzers
      A
      AeroAndy1
    • RE: No such file or directory: orcl....txt

      Thank you!

      posted in General Code/Help
      A
      AeroAndy1
    • No such file or directory: orcl....txt

      I tried running the first example that fetches a data feed, and got this:

      % ./bt1.py
      Starting Portfolio Value: 5000.00
      Traceback (most recent call last):
      File "/Users/andy/Documents/bt/./bt1.py", line 39, in <module>
      cerebro.run()
      File "/usr/local/lib/python3.9/site-packages/backtrader/cerebro.py", line 1127, in run
      runstrat = self.runstrategies(iterstrat)
      File "/usr/local/lib/python3.9/site-packages/backtrader/cerebro.py", line 1210, in runstrategies
      data._start()
      File "/usr/local/lib/python3.9/site-packages/backtrader/feed.py", line 203, in _start
      self.start()
      File "/usr/local/lib/python3.9/site-packages/backtrader/feeds/yahoo.py", line 94, in start
      super(YahooFinanceCSVData, self).start()
      File "/usr/local/lib/python3.9/site-packages/backtrader/feed.py", line 674, in start
      self.f = io.open(self.p.dataname, 'r')
      FileNotFoundError: [Errno 2] No such file or directory: '/Users/xxxx/Documents/bt/datas/orcl-1995-2014.txt'

      Any thoughts? Should I have downloaded the orcl file first?

      posted in General Code/Help
      A
      AeroAndy1