3. Reading PANDA CVS
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Reading PANDA CVS


  • Re: Read data from Pandas

    Hi there!
    I am trying to run the following code:

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

import argparse

import backtrader as bt
import backtrader.feeds as btfeeds

import pandas as pd


class firstStrategy(bt.Strategy):

    def __init__(self):
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=21)

    def next(self):
        if not self.position:
            if self.rsi < 40:
                self.buy(size=0.1)
        else:
            if self.rsi > 60:
                self.sell(size=0.1)

def runstrat():
    args = parse_args()

    # Create a cerebro entity
    cerebro = bt.Cerebro(stdstats=False)

    # Add a strategy
    cerebro.addstrategy(firstStrategy)

    # Get a pandas dataframe
    datapath = args.filepath

    # Simulate the header row isn't there if noheaders requested
    skiprows = 1 if args.noheaders else 0
    header = None if args.noheaders else 0

    dataframe = pd.read_csv(datapath,
                                skiprows=skiprows,
                                header=header,
                                parse_dates=True,
                                index_col=0)

    dataframe.index = pd.to_datetime(dataframe.index, unit='ms')


    if not args.noprint:
        print('--------------------------------------------------')
        print(dataframe)
        print('--------------------------------------------------')



    # Pass it to the backtrader datafeed and add it to the cerebro
    data = bt.feeds.PandasData(dataname=dataframe,timeframe=bt.TimeFrame.Minutes,openinterest=None)


    cerebro.adddata(data)

    # Run over everything
    cerebro.run()

    # Plot the result
    cerebro.plot(style='bar')


def parse_args():
    parser = argparse.ArgumentParser(
        description='Pandas test script')

    parser.add_argument('-nh','--noheaders',
                        action='store_true',
                        default=False,
                        required=False,
                        help='Do not use header rows')

    parser.add_argument('-np','--noprint',
                        action='store_true',
                        default=False,
                        help='Print the dataframe')

    parser.add_argument('-fp','--filepath',
                        type=str,
                        default='binance-BTCUSDT-1m-2019-01-01.csv',
                        required=False,
                        help='File path (../../filename.csv')

    return parser.parse_args()


if __name__ == '__main__':
    runstrat()

    But I get these errors:

    Traceback (most recent call last):
  File "loadcsv2.py", line 95, in <module>
    runstrat()
  File "loadcsv2.py", line 64, in runstrat
    cerebro.run()
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/cerebro.py", line 1652, in _runonce
    strat._once()
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/lineiterator.py", line 292, in _once
    indicator._once()
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/lineiterator.py", line 292, in _once
    indicator._once()
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/linebuffer.py", line 632, in _once
    self.once(self._minperiod, self.buflen())
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/linebuffer.py", line 756, in once
    self._once_op(start, end)
  File "/anaconda3/envs/ccxt/lib/python3.7/site-packages/backtrader/linebuffer.py", line 773, in _once_op
    dst[i] = op(srca[i], srcb[i])
ZeroDivisionError: float division by zero

    I suspect the issue is in this line:

    data = bt.feeds.PandasData(dataname=dataframe,timeframe=bt.TimeFrame.Minutes,openinterest=None)

    I've tried this:

    data = bt.feeds.PandasData(dataname=dataframe,timeframe=1,openinterest=None)

    and this:

    data = bt.feeds.PandasData(dataname=dataframe)

    .... but none of them solve the issue.

    this is what my csv file looks like:

    Timestamp	Open	High	Low	Close	Volume
1546300800000	3701.23	3703.72	3701.09	3702.46	1.710.011
1546300860000	3702.44	3702.63	3695.66	3697.04	23.700.604
1546300920000	3699.42	3702.04	3696.08	3698.14	14.488.615
1546300980000	3697.49	3698.19	3695.97	3696.51	8.499.966
1546301040000	3697.2	3697.62	3695.0	3696.32	21.782.886
1546301100000	3696.3	3697.24	3695.01	3695.1	12.802.446
1546301160000	3695.16	3695.22	3690.24	3692.19	16.228.177
1546301220000	3690.71	3693.6	3689.88	3690.12	1.641.223
1546301280000	3691.23	3692.88	3691.23	3691.96	97.991

    and this is the dataframe:

                             Open      High       Low     Close      Volume
Timestamp                                                              
2019-01-01 00:00:00   3701.23   3703.72   3701.09   3702.46   17.100110
2019-01-01 00:01:00   3702.44   3702.63   3695.66   3697.04   23.700604
2019-01-01 00:02:00   3699.42   3702.04   3696.08   3698.14   14.488615
2019-01-01 00:03:00   3697.49   3698.19   3695.97   3696.51    8.499966
2019-01-01 00:04:00   3697.20   3697.62   3695.00   3696.32   21.782886

    Thanks for any help you can provide!!!

    0
  • M

    The error has to do with division with zero, so I would suspect it has to do with the indicator. There is a parameter for RSI the safediv that you can set to True.

    If you think that problem is with reading data, then I would suggest you check that bar(s) in next has the correct data

    Hope this helps

    0

  • Thanks @momentum!. You were right, I've activated the safediv and now it works!!
    Many thanks!

    0
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