Green candlesticks not appearing

Rushi Chaudhari

Using default matplotlib or bokeh neither of them is showing candlestick chart properly.

Here is the code below, found on quickstart guide

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

import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])
from backtrader_plotting import Bokeh
from backtrader_plotting.schemes import Tradimo
# Import the backtrader platform
import backtrader as bt


# Create a Stratey
class TestStrategy(bt.Strategy):
    params = (
        ('maperiod', 15),
    )

    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

        # Add a MovingAverageSimple indicator
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)

        # Indicators for the plotting show
        bt.indicators.ExponentialMovingAverage(self.datas[0], period=25)
        bt.indicators.WeightedMovingAverage(self.datas[0], period=25,
                                            subplot=True)
        bt.indicators.StochasticSlow(self.datas[0])
        bt.indicators.MACDHisto(self.datas[0])
        rsi = bt.indicators.RSI(self.datas[0])
        bt.indicators.SmoothedMovingAverage(rsi, period=10)
        bt.indicators.ATR(self.datas[0], plot=False)

    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')

        # Write down: no pending order
        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.sma[0]:

                # BUY, BUY, BUY!!! (with all possible 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:

            if self.dataclose[0] < self.sma[0]:
                # 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
    cerebro.addstrategy(TestStrategy)

    # Datas are in a subfolder of the samples. Need to find where the script is
    # because it could have been called from anywhere
    modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
    datapath = os.path.join(modpath, 'ZEEL.NS.csv')

    # Create a Data Feed
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        # Do not pass values before this date
        fromdate=datetime.datetime(2002, 1, 1),
        # Do not pass values before this date
        todate=datetime.datetime(2003, 12, 31),
        # Do not pass values after this date
        reverse=False)

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

    # Set our desired cash start
    cerebro.broker.setcash(1000.0)

    # 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())

    # Plot the result
    cerebro.plot(style='candlestick')
    #b = Bokeh(filename='chart.html',style='bar', plot_mode="single", scheme=Tradimo())
    #cerebro.plot(b)

backtrader

Which obviously suggests that the only thing you don't share is wrong: the data.

Rushi Chaudhari

@backtrader the dataset seems ok

Date,High,Low,Open,Close,Volume,Adj Close
2002-07-01,39.138099670410156,38.48149871826172,38.847999572753906,38.878501892089844,4031529.0,30.347339630126953
2002-07-02,40.11539840698242,38.54249954223633,38.72579956054688,39.214500427246094,14152322.0,30.60960960388184
2002-07-03,39.764198303222656,38.86320114135742,39.03120040893555,39.56570053100586,8456845.0,30.883745193481445
2002-07-04,40.833099365234375,39.30609893798828,39.87110137939453,39.535099029541016,12745157.0,30.859865188598636
2002-07-05,40.00849914550781,39.01589965820313,40.00849914550781,39.351898193359375,6445895.0,30.71685791015625
2002-07-08,40.039100646972656,38.40510177612305,39.73360061645508,38.618900299072266,8225227.0,30.144695281982425
2002-07-09,39.15340042114258,37.88589859008789,38.2677001953125,37.977500915527344,10865999.0,29.64403915405273
2002-07-10,38.5884017944336,37.412498474121094,38.14550018310547,37.58050155639648,8238269.0,29.33416175842285
2002-07-11,38.14550018310547,36.86280059814453,37.412498474121094,37.85540008544922,12711851.0,29.548738479614254
2002-07-12,38.55780029296875,37.45840072631836,38.328800201416016,37.74850082397461,7378410.0,29.465293884277344
2002-07-15,37.8400993347168,35.290000915527344,37.824798583984375,35.7327995300293,12436803.0,27.89190673828125
2002-07-16,37.71789932250977,35.03030014038086,35.48849868774414,37.18349838256836,20568293.0,29.024272918701172
2002-07-17,37.1682014465332,36.08399963378906,36.8932991027832,36.6338005065918,9150981.0,28.595195770263672
2002-07-18,37.38199996948242,35.64120101928711,37.25979995727539,36.114601135253906,18480280.0,28.189922332763672
2002-07-19,37.45840072631836,36.23669815063477,36.23669815063477,36.51160049438477,14291424.0,28.49980354309082
2002-07-22,35.97710037231445,32.770301818847656,35.80910110473633,33.45750045776367,13678966.0,26.11587142944336
2002-07-23,34.75550079345703,32.23590087890625,33.54909896850586,34.46540069580078,15143604.0,26.902606964111328
2002-07-24,33.900299072265625,32.2510986328125,33.900299072265625,33.106300354003906,10235892.0,25.841739654541016
2002-07-25,35.09140014648437,33.060501098632805,34.297401428222656,33.518600463867195,7693444.0,26.1635684967041
2002-07-26,32.800899505615234,31.18219947814941,32.678699493408196,31.65559959411621,10417471.0,24.70936584472656
2002-07-29,32.35800170898437,30.23539924621582,30.54080009460449,30.663000106811523,12310549.0,23.93457794189453

backtrader

The SimpleMovingAverage on the chart has an ending value of: 9178920.20 and your data has values in the 30-40 range.

Everything Ok!

Rushi Chaudhari

@backtrader yes, the ohlc prices seem to be read wrong, everything instead of 30-40 range is read as eg. 883637.92 can this be tweaked to work as expected in YahooFinanceCSVData()?

backtrader

The prices are not being read wrongly .... data which is not compatible with YahooFinanceCSVData is being fed (the Yahoo order is.: O H L C AC V and the order of your data is O H L C V AC)

Option 1

Extend GenericCSVData to keep your adjustedclose in place.
Create a filter which uses the adjusted close to adjust the prices - Docs - Filters

Option 2

Extend GenericCSVData to keep your adjustedclose in place.
Override the _loadline method, call the original and when done ... adjust the prices with the already available adjusted close.

Option 3

Read the data with pandas
Adjust the prices in the dataframe
Use PandasData as your data feed