策略报错：object has no attribute 'last_sale_date'

由pjackpcq创建，最终由pjackpcq更新于2022-12-20 14:20 被浏览 35 用户

问题

策略报错：AttributeError: 'zipline.assets._assets.Equity' object has no attribute 'last_sale_date'

https://bigquant.com/experimentshare/c5bd05c402bf467b8f9ac0c43a9cf6a8

解答

把持仓定义的那个改成

equities = {e.symbol: p for e, p in context.portfolio.positions.items() if p.amount>0}