3. Cerebro plot failed to run
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Cerebro plot failed to run

  • H

    from future import (absolute_import, division, print_function,
    unicode_literals)

    import backtrader as bt

    class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
    ''' Logging function fot this strategy'''
    dt = dt or self.datas[0].datetime.date(0)
    print('%s, %s' % (dt.isoformat(), txt))

def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose = self.datas[0].close

    # To keep track of pending orders and buy price/commission
    self.order = None
    self.buyprice = None
    self.buycomm = None

def notify_order(self, order):
    if order.status in [order.Submitted, order.Accepted]:
        # Buy/Sell order submitted/accepted to/by broker - Nothing to do
        return

    # Check if an order has been completed
    # Attention: broker could reject order if not enough cash
    if order.status in [order.Completed]:
        if order.isbuy():
            self.log(
                'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                (order.executed.price,
                 order.executed.value,
                 order.executed.comm))

            self.buyprice = order.executed.price
            self.buycomm = order.executed.comm
        else:  # Sell
            self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                     (order.executed.price,
                      order.executed.value,
                      order.executed.comm))

        self.bar_executed = len(self)

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')

    self.order = None

def notify_trade(self, trade):
    if not trade.isclosed:
        return

    self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
             (trade.pnl, trade.pnlcomm))

def next(self):
    # Simply log the closing price of the series from the reference
    self.log('Close, %.2f' % self.dataclose[0])

    # Check if an order is pending ... if yes, we cannot send a 2nd one
    if self.order:
        return

    # Check if we are in the market
    if not self.position:

        # Not yet ... we MIGHT BUY if ...
        if self.dataclose[0] < self.dataclose[-1]:
            # current close less than previous close

            if self.dataclose[-1] < self.dataclose[-2]:
                # previous close less than the previous close

                # BUY, BUY, BUY!!! (with default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

    else:

        # Already in the market ... we might sell
        if len(self) >= (self.bar_executed + 5):
            # SELL, SELL, SELL!!! (with all possible default parameters)
            self.log('SELL CREATE, %.2f' % self.dataclose[0])

            # Keep track of the created order to avoid a 2nd order
            self.order = self.sell()

    if name == 'main':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
strats = cerebro.addstrategy(
    TestStrategy)

kl = abu.ABuSymbolPd.make_kl_df('F', n_folds=int(2))
kl = kl[['open', 'high', 'low', 'close', 'volume']]
data = bt.feeds.PandasData(dataname=kl)

# Add the Data Feed to Cerebro
cerebro.adddata(data)

# Set our desired cash start
cerebro.broker.setcash(1000.0)
cerebro.broker.set_coc(True)
# Add a FixedSize sizer according to the stake
cerebro.addsizer(bt.sizers.FixedSize, stake=10)

# Set the commission
cerebro.broker.setcommission(commission=0.0)

# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

# Run over everything
cerebro.run()

# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

cerebro.plot()

    Above are my code, and whenever I am running cerebro.plot(). I have the following errors.

    <IPython.core.display.HTML object>
    cerebro.plot()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\backtrader\cerebro.py", line 996, in plot
    plotter.show()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\backtrader\plot\plot.py", line 794, in show
    self.mpyplot.show()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\pyplot.py", line 254, in show
    return _show(*args, **kw)
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 255, in show
    manager.show()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 91, in show
    self._create_comm()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 123, in _create_comm
    self.add_web_socket(comm)
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_webagg_core.py", line 433, in add_web_socket
    self.resize(w, h)
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_webagg_core.py", line 419, in resize
    size=(w / self.canvas._dpi_ratio, h / self.canvas._dpi_ratio))
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_webagg_core.py", line 490, in _send_event
    s.send_json(payload)
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 199, in send_json
    self.comm.send({'data': json.dumps(content)})
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\ipykernel\comm\comm.py", line 121, in send
    data=data, metadata=metadata, buffers=buffers,
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\ipykernel\comm\comm.py", line 66, in _publish_msg
    self.kernel.session.send(self.kernel.iopub_socket, msg_type,
    AttributeError: 'NoneType' object has no attribute 'session'
    Error in atexit._run_exitfuncs:
    Traceback (most recent call last):
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib_pylab_helpers.py", line 74, in destroy_all
    manager.destroy()
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 127, in destroy
    self._send_event('close')
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_webagg_core.py", line 490, in _send_event
    s.send_json(payload)
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\matplotlib\backends\backend_nbagg.py", line 199, in send_json
    self.comm.send({'data': json.dumps(content)})
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\ipykernel\comm\comm.py", line 121, in send
    data=data, metadata=metadata, buffers=buffers,
    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\ipykernel\comm\comm.py", line 66, in _publish_msg
    self.kernel.session.send(self.kernel.iopub_socket, msg_type,
    AttributeError: 'NoneType' object has no attribute 'session'

    Please let me know what goes wrong, thank for your help!

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    B
     1 Reply
  • B
    administrators

    @heekah7 said in Cerebro plot failed to run:

    Please let me know what goes wrong, thank for your help!

    1. You missed the top of the forum, what basically renders your code unreadable.
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
    1. Something is broken well beyond the realm of backtrader

    @heekah7 said in Cerebro plot failed to run:

    File "C:\Users~\PycharmProjects\helloworld\venv\lib\site-packages\ipykernel\comm\comm.py", line 66, in _publish_msg
    self.kernel.session.send(self.kernel.iopub_socket, msg_type,
    AttributeError: 'NoneType' object has no attribute 'session'

    If you see the log, it is everything due to a connection which matplotlib opens. Nothing to do with backtrader

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