[已解决]报错求助：TypeError: 'numpy.float64' object cannot be interpreted as an integer

金融汪Carina

定义了一个以pandas  dataframe作为变量的函数， 但是调用函数的时候报错了。求大神帮助
import talib as ta
import numpy as np
import math
import matplotlib
from gm.api import*

def my_strategy(his_data):
    his_data['ret'] = float(0)
    his_data.loc[1:,'ret'] = np.diff(np.log(his_data.close))
    his_data['d_ret'] = 1 + np.cumsum(his_data['ret'])
    his_data['highwaterlevel'] = float(0)
    for i in his_data.index:
        if i == his_data.index[0]:
            his_data.loc[i,'highwaterlevel'] = 1
        else:
            his_data.loc[i,'highwaterlevel'] = np.max(his_data['d_ret'][i],his_data['highwaterlevel'][i-1])
    his_data['drawdown'] = his_data.d_ret - his_data.highwaterlevel
    return his_data   

set_token('b41acf599734d5411ee31dcd94c0484aa962fee3')
symbol      = 'SHFE.AU'
starttime   = '2017-10-23 09:00:00'
endtime     = '2018-10-23 15:00:00'
his_data = history(symbol ,frequency='1d',start_time=starttime, end_time=endtime, skip_suspended=True, adjust=1, df=True)
His_data = my_strategy(his_data)


报错信息如下：

TypeError                                 Traceback (most recent call last)
<ipython-input-33-0617598d8d73> in <module>()
      4 endtime     = '2018-10-23 15:00:00'
      5 his_data = history(symbol ,frequency='1d',start_time=starttime, end_time=endtime, skip_suspended=True, adjust=1, df=True)
----> 6 His_data = my_strategy(his_data)

<ipython-input-30-276ba0880765> in my_strategy(his_data)
      8             his_data.loc[i,'highwaterlevel'] = 1
      9         else:
---> 10             his_data.loc[i,'highwaterlevel'] = np.max(his_data['d_ret'],his_data['highwaterlevel'][i-1])
     11     his_data['drawdown'] = his_data.d_ret - his_data.highwaterlevel
     12     return his_data

~\Anaconda3\lib\site-packages\numpy\core\fromnumeric.py in amax(a, axis, out, keepdims)
   2315             pass
   2316         else:
-> 2317             return amax(axis=axis, out=out, **kwargs)
   2318
   2319     return _methods._amax(a, axis=axis,

~\Anaconda3\lib\site-packages\numpy\core\_methods.py in _amax(a, axis, out, keepdims)
     24 # small reductions
     25 def _amax(a, axis=None, out=None, keepdims=False):
---> 26     return umr_maximum(a, axis, None, out, keepdims)
     27
     28 def _amin(a, axis=None, out=None, keepdims=False):

TypeError: 'numpy.float64' object cannot be interpreted as an integer[/i]

最佳答案

月排行榜 / 总排行榜

塔利班

2018-10-24 10:49:46

你的索引有小数吧，把他转换成整数

跳转到最佳答案楼层

塔利班

你的索引有小数吧，把他转换成整数

金融汪Carina

塔利班 发表于 2018-10-24 10:49
你的索引有小数吧，把他转换成整数

谢谢大神！