Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Index error when importing resampled data

    General Code/Help
    3
    5
    240
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • Cosmin George
      Cosmin George last edited by

      Strategy code

          def next(self):
              self.count += 1
              print(self.count)
              print('*' * 5, 'NEXT:', bt.num2date(self.data.datetime[0]), self.data._name, self.data.open[0], self.data.high[0],
                    self.data.low[0], self.data.close[0], self.data.volume[0],
                    bt.TimeFrame.getname(self.data._timeframe), len(self.data))
      
              if not self.position:
                  if self.data.close[0] > self.sma[0]:
                      print("BUY %.2f" % self.data.close[0])
                      self.order = self.buy()
              else:
                  if self.dataclose[0] < self.sma[0]:
                      print("SELL %.2f" % self.data.close[0])
                      self.order = self.sell()
      

      Importing Datafeed

      data = btfeeds.GenericCSVData(dataname='cdataNov.csv',dtformat=('%Y-%m-%d'),tmformat=('%H:%M:%S'), datetime=1, high=3, low=4, open=2, close=5, volume=-1, openinterest=-1)
          cerebro.adddata(data)
          print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
          cerebro.addstrategy(TestStrategy)
          cerebro.run()
      
      

      Error

      Traceback (most recent call last):
      Starting Portfolio Value: 100000.00
        File "C:/Users/GEO/PycharmProjects/untitled/one.py", line 93, in <module>
          cerebro.run()
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run
          runstrat = self.runstrategies(iterstrat)
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
          data.preload()
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\feed.py", line 685, in preload
          while self.load():
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\feed.py", line 476, in load
          _loadret = self._load()
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\feed.py", line 707, in _load
          return self._loadline(linetokens)
        File "C:\Users\GEO\PycharmProjects\untitled\venv\lib\site-packages\backtrader\feeds\csvgeneric.py", line 105, in _loadline
          dtfield = linetokens[self.p.datetime]
      IndexError: list index out of range
      
      

      What can I do to fix this error?

      1 Reply Last reply Reply Quote 0
      • A
        ab_trader last edited by

        You can start with posting the whole script, which can be easily run by somebody who wants to help. Pieces you posted are not full.

        1 Reply Last reply Reply Quote 1
        • B
          backtrader administrators last edited by

          The error happens when loading the data ... which is the only thing you don't provide.

          @Cosmin-George said in Index error when importing resampled data:

          data = btfeeds.GenericCSVData(dataname='cdataNov.csv',dtformat=('%Y-%m-%d'),tmformat=('%H:%M:%S'), datetime=1, high=3, low=4, open=2, close=5, volume=-1, openinterest=-1)
          

          Else ... how can anyone one if that matches?

          Additionally and as pointed out by @ab_trader

          @ab_trader said in Index error when importing resampled data:

          You can start with posting the whole script

          There is a tendency to post random parts of the code and there is no soul on this earth who can do something with that. You will argue, as many other have done, that your script is rather complex and bla, bla, bla.

          Exactly, when one runs into a problem, one creates a very simple script to isolate the problem instead of working with a complex script.

          @Cosmin-George said in Index error when importing resampled data:

          importing resampled data

          Furthermore you mentioned resampled data and you do the following ...

          @Cosmin-George said in Index error when importing resampled data:

          cerebro.adddata(data)
          

          And that's for sure not resampling.

          1 Reply Last reply Reply Quote 1
          • Cosmin George
            Cosmin George last edited by

            The rest of the code is the default getting started code.

            I noticed there was some issues with the data, after fixing, I'm getting another error

              File "C:\Users\GEO\AppData\Local\Programs\Python\Python37-32\lib\_strptime.py", line 362, in _strptime
                data_string[found.end():])
            ValueError: unconverted data remains:  00:02:13
            

            I tried adding different timeframe like minutes ticks etc same error

            data = btfeeds.GenericCSVData(dataname='finally.csv',dtformat=('%Y-%m-%d'),tmformat=('%H:%M:%S'),timeframe=bt.TimeFrame.Seconds, compression=1,datetime=1, high=3, low=4, open=2, close=5, volume=-1, openinterest=-1)
            
            
            
            timestamp	Open	High	Low	Close
            0	2019-11-01 00:02:13	9153.5	9154	9147.5	9147.5
            1	2019-11-01 00:06:33	9147.5	9148	9123.5	9123.5
            
            1 Reply Last reply Reply Quote 0
            • Cosmin George
              Cosmin George last edited by

              After removing the following arguments the code ran, lol.

              dtformat=('%Y-%m-%d'),tmformat=('%H:%M:%S'),
              
              1 Reply Last reply Reply Quote 0
              • 1 / 1
              • First post
                Last post
              Copyright © 2016, 2017, 2018 NodeBB Forums | Contributors
              $(document).ready(function () { app.coldLoad(); }); }