Plotting of resample data

vaclavku

dear all, I try to plot the original and resampled data, however there's the following issue:

Traceback (most recent call last):
  File "_initial.py", line 158, in <module>
    scan()
  File "_initial.py", line 120, in scan
    fcommission
  File "C:\Users\XXX\master.py", line 258, in runstrat
    cerebro.plot(style='candlestick')
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\backtrader\cerebro.py", line 991, in plot
    start=start, end=end, use=use)
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\backtrader\plot\plot.py", line 189, in plot
    self.plotind(None, ptop, subinds=self.dplotsover[ptop])
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\backtrader\plot\plot.py", line 472, in plotind
    plottedline = pltmethod(xdata, lplotarray, **plotkwargs)
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\matplotlib\axes\_axes.py", line 1666, in plot
    lines = [*self._get_lines(*args, data=data, **kwargs)]
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\matplotlib\axes\_base.py", line 225, in __call__
    yield from self._plot_args(this, kwargs)
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\matplotlib\axes\_base.py", line 391, in _plot_args
    x, y = self._xy_from_xy(x, y)
  File "C:\Users\XXX\Local\Programs\Python\Python37\lib\site-packages\matplotlib\axes\_base.py", line 270, in _xy_from_xy
    "have shapes {} and {}".format(x.shape, y.shape))
ValueError: x and y must have same first dimension, but have shapes (690,) and (689,)

The code of the resample is:

    namedf = tic
    df = pd.read_sql(namedf, conn)

    data0 = bt.feeds.PandasData(dataname=df, 
                               timeframe=bt.TimeFrame.Minutes,
                               compression=1)#, fromdate=start, todate=end)
    cerebro.adddata(data0)

    data1 = bt.feeds.PandasData(dataname=df, 
                               timeframe=bt.TimeFrame.Minutes,
                               compression=1)
    
    cerebro.resampledata(data1, timeframe = bt.TimeFrame.Minutes, compression = 60)

The resampling itself as well as plotting work well.

Many thanks.

backtrader

Yes, that's something which happens on some scenario when mixing different timeframes. matplotlib is not forgiving at all when putting things on the same axis is something is slightly misaligned.

@vaclavku said in Plotting of resample data:

    data0 = bt.feeds.PandasData(dataname=df, 
                               timeframe=bt.TimeFrame.Minutes,
                               compression=1)#, fromdate=start, todate=end)
    cerebro.adddata(data0)

    data1 = bt.feeds.PandasData(dataname=df, 
                               timeframe=bt.TimeFrame.Minutes,
                               compression=1)
    
    cerebro.resampledata(data1, timeframe = bt.TimeFrame.Minutes, compression = 60)

Although it won't cure the issue, you can actually do this

    data0 = bt.feeds.PandasData(dataname=df, 
                               timeframe=bt.TimeFrame.Minutes,
                               compression=1)#, fromdate=start, todate=end)
    cerebro.adddata(data0) 
    cerebro.resampledata(data0, timeframe = bt.TimeFrame.Minutes, compression = 60)

vaclavku

Many thanks for confirming.