Reputation: 1
Any suggestion will be appreciated for the following question. I tried to use the code from the document in "lumibot" as i attached below. But there was a problem when i used the .backtest() function(Last part). The error shows that:
MyStrategy.backtest( pandas._config.config.OptionError: "No such keys(s): 'mode.use_inf_as_null'"
from datetime import datetime
from lumibot.backtesting import YahooDataBacktesting
from lumibot.strategies import Strategy
# A simple strategy that buys AAPL on the first day and hold it
class MyStrategy(Strategy):
def on_trading_iteration(self):
if self.first_iteration:
aapl_price = self.get_last_price("AAPL")
quantity = self.portfolio_value // aapl_price
order = self.create_order("AAPL", quantity, "buy")
self.submit_order(order)
# Pick the dates that you want to start and end your backtest
# and the allocated budget
backtesting_start = datetime(2020, 11, 1)
backtesting_end = datetime(2020, 12, 31)
# Run the backtest
MyStrategy.backtest(
YahooDataBacktesting,
backtesting_start,
backtesting_end,
)
I tried to use different version of pandas but it didn't work.
The version of pandas i used is : 2.0.2
The intrepreter i used is : Python 3.9.7("base")/opt/anaconda3/bin/python
Upvotes: 0
Views: 823