self.data.datetime.date() starting at the last date of my data

[Z]

Hello,

I am having an issue where my strategy starts off at the very end of my data, but then goes back to normal after a while and starts from the beginning and goes to the end just fine. I put a print statement at the beginning of the "next" method of the strategy class that prints out self.data.datetime.date() and it prints out 2022-12-30 (which is the very last day of my data) a bunch of times. Then it proceeds to print dates from 1999-11-18 until 2022-12-30 as normal. Keep in mind that my data starts at 1998-01-03 ... NOT 1999-11-18.

Here is the code for the strategy script:

import backtrader as bt
import backtrader.indicators as btind
import pandas as pd

class MovingAverageCrossover(bt.Strategy):
    params = (
        ('ma_short_length', 50),
        ('ma_long_length', 200),
    )

    def __init__(self):
        self.ma_short_dict = {}
        self.ma_long_dict = {}

        for data in self.datas:
            if self.has_sufficient_data(data):
                self.ma_short_dict[data] = btind.ExponentialMovingAverage(data.close, period=self.params.ma_short_length)
                self.ma_long_dict[data] = btind.ExponentialMovingAverage(data.close, period=self.params.ma_long_length)

    def prenext(self):
        self.next()

    def next(self):
        print(self.data.datetime.date())
        for data in self.datas:
            if data in self.ma_short_dict and data in self.ma_long_dict:
                ma_short = self.ma_short_dict[data]
                ma_long = self.ma_long_dict[data]

                if ma_short[0] > ma_long[0] and ma_short[-1] <= ma_long[-1]:
                    self.buy(data=data, size=1)
                elif ma_short[0] < ma_long[0] and ma_short[-1] >= ma_long[-1]:
                    self.close(data=data, size=1)

    def has_sufficient_data(self, data):
        df = pd.read_csv(fr'C:\Users\Z\Desktop\Python\Backtest\Backtrader Stock Data\SP500\

Any ideas?

Thanks,
Zack

[Z]

@Z also just noticed that the very first file of my SP500 folder doesn't have data until 1999-11-18. Undoubtedly the issue has something to do with this. I will look again tomorrow, but if anybody has the solution in the meantime I would appreciate it!