Oandapy: Expecting property name enclosed in double quotes

问题

I'm trying to use algo-trading as described in this tutorial:

https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code

class MomentumTrader(opy.Streamer):
    def __init__(self, momentum, *args, **kwargs): 
        opy.Streamer.__init__(self, *args, **kwargs) 
        self.ticks = 0  
        self.position = 0 
        self.df = pd.DataFrame()  
        self.momentum = momentum  
        self.units = 100000 
    def create_order(self, side, units): 
        order = oanda.create_order(config["oanda"]["account_id"], 
            instrument="EUR_USD", units=units, side=side,
            type="market") 
        print("\n", order)  
    def on_success(self, data):  
        self.ticks += 1 
        # print(self.ticks, end=", ")
        # appends the new tick data to the DataFrame object
        self.df = self.df.append(pd.DataFrame(data["tick"],
                                 index=[data["tick"]["time"]]))  
        # transforms the time information to a DatetimeIndex object
        self.df.index = pd.DatetimeIndex(self.df["time"])  
        # resamples the data set to a new, homogeneous interval
        dfr = self.df.resample("5s").last() 
        # calculates the log returns
        dfr["returns"] = np.log(dfr["ask"] / dfr["ask"].shift(1))  
        # derives the positioning according to the momentum strategy
        dfr["position"] = np.sign(dfr["returns"].rolling( 
                                      self.momentum).mean())  
        if dfr["position"].ix[-1] == 1:  
            # go long
            if self.position == 0: 
                self.create_order("buy", self.units) 
            elif self.position == -1:  
                self.create_order("buy", self.units * 2)  
            self.position = 1  
        elif dfr["position"].ix[-1] == -1:  
            # go short
            if self.position == 0:  
                self.create_order("sell", self.units)  
            elif self.position == 1: 
                self.create_order("sell", self.units * 2)
            self.position = -1
        if self.ticks == 250: 
            # close out the position
            if self.position == 1:  
                self.create_order("sell", self.units)  
            elif self.position == -1:  
                self.create_order("buy", self.units) 
            self.disconnect()  



mt = MomentumTrader(momentum=12, environment="practice",
                access_token=config["oanda"]["access_token"])

mt.rates(account_id=config["oanda"]["account_id"],
     instruments=["DE30_EUR"], 
     ignore_heartbeat=True)

And I'm getting this error:

JSONDecodeError: Expecting property name enclosed in double quotes: line 1 column 2 (char 1)

I guess I need to use the oandapyv20 but there isn't any cheatsheet to guide me how to migrate these simple code snippets to the new api.

So what should be used instead of "mt.rates"?

回答1:

see: Python code issues with Oanda API Rest V20 - Unable to run automatic code, v1 is deprecated. You need v20 support: https://github.com/benjaminchodroff/oandamomentum/blob/master/oandamomentumv20.ipynb

来源：https://stackoverflow.com/questions/50840450/oandapy-expecting-property-name-enclosed-in-double-quotes

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python

trading

algorithmic-trading