How can I use transform a pandas series into a line in bt.Indicator
I was used to do calculations with pandas data frame and the original talib. Then returned the results as a pandas series / python list, hoping it could work as an indicator in the backtrader framework.
I found it raises exception if I directly set the value to a backtrader line in Indicator __init__. I was wondering if there were any method that I can do the transformation.
gercilasun last edited by
@yoghurtshawn Maybe this will help, it takes a pandas dataframe and converts it to data that backtrader can work with:
from pandas_datareader import data as pdr import backtrader as bt class PandasData(bt.feeds.PandasData): lines = ('adj_close',) params = ( ('datetime', None), ('open','open'), ('high','high'), ('low','low'), ('close','close'), ('volume','volume'), ('openinterest',None), ('adj_close','adj_close') ) df = pdr.get_data_yahoo('AAPL', start=datetime(2017, 8, 13), end=datetime(2018, 8, 14),interval='d') # Set my column names df.columns=['high', 'low', 'open', 'close', 'volume', 'adj_close'] data=PandasData(dataname=df) cerebro.adddata(data)
Sorry for the late reply.
My problem is, say, I already have a lot of codes available constructing all kinds of self defined indicators, but all these are not related to backtrader system at all. All these return pandas series as the exact indicator values.
How can I make these predefined indicators compatible with backtrader?
In my opinion, it requires a method like convert_series_to_line, which can make a pandas series into a linebuffer object (maybe call it in the init of strategy class).
Is there anything availble? Or how should I do?
ab_trader last edited by
On the first glance you can write
btindicator which reads your pandas data and at each
next()access rows of your pandas dataframe and assign values to
See: Docs - Indicator Development Only the implementation of
@ab_trader Yes, that's one solution, but not vectorized one, I was wondering if there were any other with better performance.
@backtrader Would you offer some vectorized implementation?