Backtesting.py中resample_apply未定义错误求助

核心问题原因 #

resample_apply并非全局可用函数，它是Backtesting.py库的backtesting.lib子模块提供的工具函数，未显式导入会触发NameError。

解决方案步骤 #

1. 导入resample_apply函数
   在代码开头添加导入语句，确保能调用该工具函数：

   from backtesting import Backtest, Strategy
   from backtesting.lib import resample_apply  # 关键：导入该函数
   

2. 修复代码拼写错误
   原策略类next方法中存在拼写错误：self.postion.is_short里的postion应为position，否则后续运行会触发AttributeError。

完整修正后的代码 #

from backtesting import Backtest, Strategy
from backtesting.lib import resample_apply

class MomentumStrategy(Strategy):
    small_threshold = 0
    large_threshold = 3

    def momentum(self, data):
        return data.pct_change(periods=7).to_numpy() * 100

    def init(self):
        self.pct_change_long = resample_apply("2h", self.momentum, self.data.Close.s)
        self.pct_change_short = resample_apply("30T", self.momentum, self.data.Close.s)
        
    def next(self):
        change_long = self.pct_change_long[-1]
        change_short = self.pct_change_short[-1]
        
        if self.position:
            if self.position.is_long and change_short < self.small_threshold:
                self.position.close()
            elif self.position.is_short and change_short > -1 * self.small_threshold:
                self.position.close()
        else:
            if change_long > self.large_threshold and change_short > self.small_threshold:
                self.buy()
            elif change_long < -1 * self.large_threshold and change_short < -1 * self.small_threshold:
                self.sell()

# 测试执行代码
bt = Backtest(df_min, MomentumStrategy, cash=10_000_000, commission=0.002)
bt.run()

内容的提问来源于stack exchange，提问作者MateMalte