Why a simple user defined indicator failed to find the self.data.high

mothee

It failed when I test if with error 'uiltins.AttributeError: 'Lines_LineSeries_LineSeriesStub' object has no attribute 'high'', seem the self.data.high not exist.

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

from backtrader.indicators import Indicator

class RangeInd(Indicator):
    '''
    Measures the range of prices in a period

    Formula:
      - rng = (data.high - data.low) 

    '''
    alias = ('RNG',)

    lines = ('rng',)

     

    def __init__(self):
        self.lines.rng =  self.data.high - self.data.low
        super(RangeInd, self).__init__()

mothee

after I add a parameter params = (('period', 20),) in the class RangeInd, the test run successfully. Why must I add a params into the class?

backtrader

There is no need to add params. But you don't even show how you run things ... no way to know what was broken.

mothee

@backtrader
The main test fragement as below:

data = bt.feeds.PandasData(dataname = data_df,
                                   timeframe = timeframe,
                                   #fromdate=datetime.datetime.strptime(self.dateInterval[0], '%Y%m%d'),
                                   #todate=datetime.datetime.strptime(self.dateInterval[1], '%Y%m%d'),
                                   datetime = EXT_Bar_Date,
                                   open = EXT_Bar_Open,
                                   high = EXT_Bar_High,
                                   low = EXT_Bar_Low,
                                   close = EXT_Bar_Close,
                                   volume = EXT_Bar_Volume,
                                   openinterest=-1)
        
        cerebro = bt.Cerebro(stdstats=False)
        # Add the Data Feed to Cerebro
        cerebro.adddata(data)

        kwargs_i['plotname'] = '_'.join([plot_name, kwargs_i_name]) #u can replace by a const string here.
        cerebro.addindicator(func_ind, **kwargs_i)
        cerebro.run()

backtrader

See, I do understand that your code is yours, but that is far away from being any test script.

Furthermore, it is for sure not part of any test script because the indentation is wrong which would immediately generate a SyntaxError.

The easiest way, also for you, to reproduce the error and really narrow it down to the lack of a params definition is to define a very simple script which actually reproduces the error. See for example this in your script

cerebro.addindicator(func_ind, **kwargs_i)

What's func_ind? Without ruling out a problem in backtrader itself, you may be passing the wrong thing to addindicator. Just a long shot.