3. Getting errors when using resample
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Getting errors when using resample

  • P

    I have data in 1H intervals, and I'm trying to resample it to 1D.

    My data looks like this:

                       time   open   high    low  close   volume
0   2018-07-02 11:00:00  48.89  49.05  48.54  49.03  1792700
1   2018-07-02 12:00:00  49.03  49.19  48.84  49.07   941700
2   2018-07-02 13:00:00  49.07  49.13  48.70  48.90   736600
3   2018-07-02 14:00:00  48.90  48.91  48.70  48.79   534500
4   2018-07-02 15:00:00  48.79  48.81  48.52  48.66  1296200
5   2018-07-02 16:00:00  48.66  48.82  48.61  48.62   910300
6   2018-07-02 17:00:00  48.62  48.86  48.60  48.69  1199300
7   2018-07-02 18:00:00  48.69  48.90  48.68  48.90   811500
8   2018-07-03 11:00:00  49.30  49.49  48.89  48.99  1908400
9   2018-07-03 12:00:00  48.99  49.10  48.45  48.71  2134600

    The code that loads it into Cerebro is:

    data_hour = btfeeds.PandasData(
        dataname=df,

        fromdate=datetime(2018, 7, 3),
        todate=datetime(2018, 10, 24),

        datetime=0,
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        openinterest=-1
    )

    cerebro = bt.Cerebro()

    cerebro.adddata(data_hour)
    cerebro.resampledata(data_hour, timeframe=bt.TimeFrame.Weeks, compression=1)

    and my next function is just a pass.

    Still, I get the error:

    Traceback (most recent call last):
  File "test.py", line 65, in <module>
    cerebro.run()
  File "~/miniconda3/envs/algo_testing/lib/python3.6/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "~/miniconda3/envs/algo_testing/lib/python3.6/site-packages/backtrader/cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "~/miniconda3/envs/algo_testing/lib/python3.6/site-packages/backtrader/cerebro.py", line 1557, in _runnext
    dt0 = min((d for i, d in enumerate(dts)
ValueError: min() arg is an empty sequence

    When I change my next to print(self.datetime.date(ago=0)), it prints the dates up to the second to last one, and then it fails.

    Can anyone help me?

    0
    B
     1 Reply
  • B
    administrators

    @phillbeck said in Getting errors when using resample:

    I have data in 1H intervals

    Your data may be 1-hour, but where do you tell the platform that it is so?

    @phillbeck said in Getting errors when using resample:

    data_hour = btfeeds.PandasData(
        dataname=df,

        fromdate=datetime(2018, 7, 3),
        todate=datetime(2018, 10, 24),

        datetime=0,
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        openinterest=-1
    )

    There is no artificial intelligence there to parse your data and understand that it is 1-hour.

    You should clearly state with the timeframe and compression parameters what your data is. See Community - FAQ

    @phillbeck said in Getting errors when using resample:

    and I'm trying to resample it to 1D.

    Apparently not.

    @phillbeck said in Getting errors when using resample:

        cerebro.resampledata(data_hour, timeframe=bt.TimeFrame.Weeks, compression=1)
    0