Customer indicator. Data synchronization issue.

Alexander Nesm

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 ?
Error

IndexError: 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