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I'm trying to run pyalgotrade's event profiler. I'm using custom data, it works when I run it with the default stratergy/predicate 'BuyOnGap' however when I try and run it with a simple custom strategy it throw the error:

Traceback (most recent call last):
  File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 43, in <module>
    main(True)
  File "C:\Users\David\Desktop\Python\Coursera\Computational Finance\Week2\PyAlgoTrade\Bitfinex\FCT\FCT_single_event_test.py", line 35, in main
    eventProfiler.run(feed, True)
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 215, in run
    disp.run()
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 102, in run
    eof, eventsDispatched = self.__dispatch()
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 90, in __dispatch
    if self.__dispatchSubject(subject, smallestDateTime):
  File "C:\Python27\lib\site-packages\pyalgotrade\dispatcher.py", line 68, in __dispatchSubject
    ret = subject.dispatch() is True
  File "C:\Python27\lib\site-packages\pyalgotrade\feed\__init__.py", line 105, in dispatch
    self.__event.emit(dateTime, values)
  File "C:\Python27\lib\site-packages\pyalgotrade\observer.py", line 59, in emit
    handler(*args, **kwargs)
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 172, in __onBars
    eventOccurred = self.__predicate.eventOccurred(instrument, self.__feed[instrument])
  File "C:\Python27\lib\site-packages\pyalgotrade\eventprofiler.py", line 89, in eventOccurred
    raise NotImplementedError()
NotImplementedError

My code is: 

from pyalgotrade import eventprofiler
from pyalgotrade.technical import stats
from pyalgotrade.technical import roc
from pyalgotrade.technical import ma
from pyalgotrade.barfeed import csvfeed

class single_event_strat( eventprofiler.Predicate ):
    def __init__(self,feed):
        self.__returns = {} # CLASS ATTR
        for inst in feed.getRegisteredInstruments():

            priceDS = feed[inst].getAdjCloseDataSeries() # STORE: priceDS ( a temporary representation )

            self.__returns[inst] = roc.RateOfChange( priceDS, 1 )
            # CALC:  ATTR <- Returns over the adjusted close values, consumed priceDS 
            #( could be expressed as self.__returns[inst] = roc.RateOfChange( ( feed[inst].getAdjCloseDataSeries() ), 1 ), 
            #but would be less readable

    def eventOccoured( self, instrument, aBarDS):
        if (aBarDS[-1].getVolume() > 10 and aBarDS[-1].getClose() > 5 ):
            return True
        else: 
            return False

def main(plot):
    feed = csvfeed.GenericBarFeed(0)

    feed.addBarsFromCSV('FCT', "FCT_daily_converted.csv")


    predicate = single_event_strat(feed)

    eventProfiler = eventprofiler.Profiler( predicate, 5, 5)

    eventProfiler.run(feed, True)

    results = eventProfiler.getResults()
    print "%d events found" % (results.getEventCount())
    if plot:
        eventprofiler.plot(results)

if __name__ == "__main__":
    main(True)

What does this error mean ?

Does anyone know what's wrong and how to fix it ?

Here is a link to the eventprofiler code:

http://pastebin.com/QD220VQb

As a bonus does anyone know where I can find examples of the profiler being used? other that the example pyalgotrade gives, seen here

David Hancock
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    `NotImplementedError` is intended for superclasses to define methods that subclasses should define themselves. Thus it is raised when the subclass inherits a method automatically but didn't provide instructions for it. I'm not familiar with the libraries you're using so I'm not sure if it's something you should have done (you didn't subclass their stuff properly) or they should have done (this shouldn't be on their stable branch). – Two-Bit Alchemist May 25 '16 at 15:48

1 Answers1

4

I think you just made a spelling mistake in eventOccurred method definition

def eventOccoured( self, instrument, aBarDS):

should be replaced by 

def eventOccurred( self, instrument, aBarDS):
arthur
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