Time Management Question

jguerre5

I've got minute spaced data which I want to perform some testing and analysis on. One idea that I wanted to try involved using the data from the first minute of each day to make decisions on the rest of the day. That means I want to save the data from the first minute and then compare it to current values in the data. this is my data:
and this is what my code looks like right now:

class TestStrategy(bt.Strategy):

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

    def __init__(self):
        self.range = self.datas[0].high-self.datas[0].low
        self.datalow = self.datas[0].low
        self.datahigh = self.datas[0].high
        if self.data.datetime.time() == datetime.time(9, 31):
          inithigh=self.datas[0].high
          initlow=self.datas[0].low

    def next(self):
    
        if self.data.datetime.time() > datetime.time(9, 31):
          if self.datalow<initlow:
            self.buy()
          elif self.datahigh>inithigh:
            self.sell()

if __name__ == '__main__':
    
    cerebro = bt.Cerebro()

    cerebro.addstrategy(TestStrategy)

    data = bt.feeds.GenericCSVData(
        dataname="NYSETICK.txt",
        separator="\t",
        timeframe=bt.TimeFrame.Minutes,
        fromdate=datetime.datetime(2019, 2, 14),
        todate=datetime.datetime(2018, 2, 14),
        dtformat=('%Y-%m-%d'),
        tmformat=('%H:%M:%S'),
        datetime=0,
        time=1,
        open=4,
        high=5,
        low=6,
        close=7,
        volume=-1,
        openinterest=-1,
        reverse=True)
    
    cerebro.adddata(data)

    cerebro.broker.setcash(100000.0)

    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    cerebro.run()

    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

This code yields this error which I haven't yet been able to fix:

Could you help me figure out whats causing the error?

backtrader

Let me try to address your problems by asking two simple questions, which I guess will lead you in the right direction

How many times do you expect the code to go through __init__?
How do you expect local variables from __init__ to be magically available somewhere else?