Resampling and plotting multiple data: Value Error: x and y must have same first dimension

dimitar-petrov

Hello,

I am trying to work with multiple data with different sample rates but I am facing an issue with plotting.

~/develop/python/py-envs/py3env/lib/python3.6/site-packages/matplotlib/axes/_base.py in _xy_from_xy(self, x, y)
    217         y = _check_1d(y)
    218         if x.shape[0] != y.shape[0]:
--> 219             raise ValueError("x and y must have same first dimension")
    220         if x.ndim > 2 or y.ndim > 2:
    221             raise ValueError("x and y can be no greater than 2-D")

ValueError: x and y must have same first dimension

Here is a minimal example:

import backtrader as bt
import sys
import datetime as dt
import backtrader.indicators as btind
# %matplotlib inline

datafile="/tmp/example.csv"

class CompEma(bt.Strategy):
    params = (
        ('ema_period', 21),
        ('mult_period', 60),
    )

    def __init__(self):
        self.ema = btind.ExponentialMovingAverage(
            self.data0,
            period=self.p.ema_period * self.p.mult_period)

        self.ema = btind.ExponentialMovingAverage(
            self.data1,
            period=self.p.ema_period)


if __name__ == '__main__':

    cerebro = bt.Cerebro(runonce=False)
    st_kwargs = dict()
    st_kwargs['ema_period'] = 21
    st_kwargs['mult_period'] = 60
    cerebro.addstrategy(CompEma, **st_kwargs)

    data0 = bt.feeds.GenericCSVData(dataname=datafile,
                  timeframe=bt.TimeFrame.Minutes,
                  compression=1,
                  sessionstart=dt.time(8,30),
                  sessionend=dt.time(15,15),
                  openinterest=-1)

    data1 = bt.feeds.GenericCSVData(dataname=datafile,
                  timeframe=bt.TimeFrame.Minutes,
                  compression=1,
                  sessionstart=dt.time(8,30),
                  sessionend=dt.time(15,15),
                  openinterest=-1)

    cerebro.adddata(data0)
    cerebro.resampledata(data1,
                         timeframe=bt.TimeFrame.Minutes,
                         compression=60)

    cerebro.addwriter(bt.WriterFile, csv=True)
    cerebro.run()

    cerebro.plot(style="candle")

Contents of data file

 cat /tmp/example.csv 
2004-01-12 08:31:00,1122.53,1123.18,1122.53,1123.18,0
2004-01-12 08:32:00,1123.25,1123.65,1123.25,1123.65,0
2004-01-12 08:33:00,1123.83,1123.92,1123.83,1123.86,0
2004-01-12 08:34:00,1123.73,1123.99,1123.73,1123.87,0
2004-01-12 08:35:00,1123.9,1123.9,1123.74,1123.74,0
2004-01-12 08:36:00,1123.64,1123.7,1123.56,1123.7,0
2004-01-12 08:37:00,1123.86,1123.9,1123.76,1123.8,0
2004-01-12 08:38:00,1123.92,1124.07,1123.92,1124.07,0
2004-01-12 08:39:00,1124.05,1124.74,1124.04,1124.74,0
2004-01-12 08:40:00,1124.76,1124.94,1124.76,1124.89,0
2004-01-12 08:41:00,1124.94,1125.1,1124.94,1125.1,0
2004-01-12 08:42:00,1124.84,1124.84,1124.58,1124.58,0
2004-01-12 08:43:00,1124.51,1124.51,1124.32,1124.32,0
2004-01-12 08:44:00,1124.19,1124.19,1123.72,1123.72,0
2004-01-12 08:45:00,1123.68,1123.74,1123.62,1123.62,0
2004-01-12 08:46:00,1123.8,1123.87,1123.8,1123.84,0
2004-01-12 08:47:00,1123.66,1123.66,1123.56,1123.56,0
2004-01-12 08:48:00,1123.58,1123.58,1123.41,1123.41,0
2004-01-12 08:49:00,1123.34,1123.34,1122.8,1122.8,0
2004-01-12 08:50:00,1122.78,1122.78,1122.65,1122.65,0
2004-01-12 08:51:00,1122.8,1122.8,1122.56,1122.56,0
2004-01-12 08:52:00,1122.42,1122.42,1122.02,1122.02,0
2004-01-12 08:53:00,1121.91,1121.91,1121.73,1121.73,0
2004-01-12 08:54:00,1121.86,1121.87,1121.65,1121.72,0
2004-01-12 08:55:00,1121.68,1122.13,1121.68,1121.92,0
2004-01-12 08:56:00,1121.95,1122.13,1121.94,1122.12,0
2004-01-12 08:57:00,1122.23,1122.42,1122.23,1122.42,0
2004-01-12 08:58:00,1122.27,1122.27,1122.2,1122.2,0
2004-01-12 08:59:00,1122.08,1122.15,1122.08,1122.15,0
2004-01-12 09:00:00,1122.12,1122.38,1122.03,1122.35,0
2004-01-12 09:01:00,1122.29,1122.29,1122.03,1122.03,0
2004-01-12 09:02:00,1121.83,1121.83,1121.76,1121.76,0
2004-01-12 09:03:00,1121.44,1121.93,1121.44,1121.93,0
2004-01-12 09:04:00,1122.03,1122.03,1121.62,1121.62,0
2004-01-12 09:05:00,1121.7,1121.7,1121.54,1121.54,0
2004-01-12 09:06:00,1121.66,1121.86,1121.66,1121.77,0
2004-01-12 09:07:00,1121.67,1121.67,1121.43,1121.43,0
2004-01-12 09:08:00,1121.4,1121.4,1121.2,1121.2,0
2004-01-12 09:09:00,1121.16,1121.16,1120.9,1120.9,0
2004-01-12 09:10:00,1121.16,1121.2,1121.1,1121.2,0
2004-01-12 09:11:00,1121.23,1121.23,1121.19,1121.19,0
2004-01-12 09:12:00,1121.13,1121.14,1121.05,1121.05,0
2004-01-12 09:13:00,1121.1,1121.38,1121.1,1121.38,0
2004-01-12 09:14:00,1121.4,1121.44,1121.4,1121.44,0
2004-01-12 09:15:00,1121.45,1121.73,1121.45,1121.73,0
2004-01-12 09:16:00,1121.63,1121.76,1121.63,1121.76,0
2004-01-12 09:17:00,1121.81,1122.03,1121.81,1122.01,0
2004-01-12 09:18:00,1122.03,1122.03,1121.95,1121.95,0
2004-01-12 09:19:00,1121.97,1122.45,1121.97,1122.45,0
2004-01-12 09:20:00,1122.48,1122.61,1122.48,1122.61,0

I have found couple of threads regarding issues with resampling and plotting and there was recommendation to initialize Cerebro with runonce=False, but that did not help in this particular case.

BR,
Dimitar

backtrader

This is probably done with the latest release, including your own PR and the additional fixes. Is it so?

dimitar-petrov

@backtrader, yes fixed