For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
Customer indicator. Data synchronization issue.
-
Hi everyone,
I try to create customer indicator with two datafeeds. However, indicator instance creation fails with error because
data0 and data1 have different start & end dates. How do I synchronize datas ?
ErrorIndexError: array index out of range
Indicator class
class RatioInd(bt.Indicator): lines = ('line',) params = (('period', 20),) def __init__(self): self.addminperiod(self.params.period) def next(self): self.lines.line[0] = self.data1.close[0]/self.data0.close[0]
Indicator instance:
class TestStrategy(bt.Strategy): ... def __init__(self,exclfromdate, excltodate, ticker): self.RATIO = RatioInd(self.datas[0], self.datas[1], period=20)
Data is not in sync:
==> QQQ_D.csv <== Date,Open,High,Low,Close,Adj Close,Volume 1999-03-10,51.125000,51.156250,50.281250,51.062500,44.792862,5232000 ==> TLT_D.csv <== Date,Open,High,Low,Close,Adj Close,Volume 2002-07-30,81.750000,81.900002,81.519997,81.519997,43.715279,6100