3. Pandas data frame Error
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Pandas data frame Error

  • S

    I'm going to do back testing using panda data frame. This is my code:

    import backtrader as bt
import pandas as pd

df = pd.read_csv('EURUSD-h1.csv',skiprows=1,
                                parse_dates=True,
                                index_col=0)
train_size = int(len(df) * 0.66)
train, test = df[0:train_size], df[train_size:len(df)]
print(train)

data0 =bt.feeds.PandasData(dataname=train,timeframe='Minutes',openinterest=None)
cerebro = bt.Cerebro(stdstats=False)
cerebro.addstrategy(bt.Strategy)
cerebro.adddata(data0)

cerebro.broker.setcash(100000.0)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

    And this is my data :0_1534025271866_Untitled.png

    But there is error at the output.

    0
    B
     1 Reply

  • Show the error message.

    1
  • S

    this is the error:

    Traceback (most recent call last):

  File "<ipython-input-1-f7930e186e47>", line 1, in <module>
    runfile('C:/python/spyder/untitled6.py', wdir='C:/python/spyder')

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 668, in runfile
    execfile(filename, namespace)

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 108, in execfile
    exec(compile(f.read(), filename, 'exec'), namespace)

  File "C:/python/spyder/untitled6.py", line 18, in <module>
    cerebro.run()

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
    data.preload()

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\backtrader\feed.py", line 435, in preload
    while self.load():

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\backtrader\feed.py", line 476, in load
    _loadret = self._load()

  File "c:\users\sorosh\appdata\local\programs\python\python37-32\lib\site-packages\backtrader\feeds\pandafeed.py", line 268, in _load
    dt = tstamp.to_pydatetime()

AttributeError: 'str' object has no attribute 'to_pydatetime'
    0
  • B
    administrators

    @siavash said in Pandas data frame Error:

    df = pd.read_csv('EURUSD-h1.csv',skiprows=1,
                                parse_dates=True,
                                index_col=0)

    Content of column 0:

    EURUSD

    Error

    @siavash said in Pandas data frame Error:

    AttributeError: 'str' object has no attribute 'to_pydatetime'

    It seems to be a straightforward thing. In any case you probably want to read how PandasData work:

    0
  • S

    Thanks. It was helpful

    0