In [7]:

    

%pylab inline
import pandas as pd
import pandas.io.data as web
from pandas.io.data import DataReader
from strategy import SMAStrategy
from backtest import BackTest
data=web.get_data_yahoo('000009.sz','3/1/2014','3/1/2015')
smaStrategy=SMAStrategy(5,20);
bt=BackTest(smaStrategy,data)
bt.run()


    

    




Populating the interactive namespace from numpy and matplotlib






    




---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-7-5d997359dfcb> in <module>()
      6 from backtest import BackTest
      7 data=web.get_data_yahoo('000009.sz','3/1/2014','3/1/2015')
----> 8 smaStrategy=SMAStrategy(5,20);
      9 bt=BackTest(smaStrategy,data)
     10 bt.run()

D:\quanttrade.git\trunk\quanttrade\core\strategy.py in __init__(self, short, long)
     21 
     22 
---> 23 class SMAStrategy(Strategy):
     24     def __init__(self,short,long):
     25         short_avg=pd.rolling_meam(self.data,short)

AttributeError: 'module' object has no attribute 'rolling_meam'

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