3. Unable to plot 2nd level nested indicator
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Unable to plot 2nd level nested indicator

  • A

    Hi guys,

    First of all, thanks for such a great tool for backtesting investing ideas!

    I try to plot a nested indicator. By nesting I mean using one's indicator data as entry data for another's indicator data.

    Here is what I do, based on the simple example from readme:

    from datetime import datetime
import backtrader as bt

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
        crossover = bt.ind.CrossOver(sma1, sma2)
        self.signal_add(bt.SIGNAL_LONG, crossover)

        mom = bt.ind.Momentum()
        mommom = bt.ind.Momentum(mom)
        mommommom = bt.ind.Momentum(mommom, plotforce=True)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

data0 = bt.feeds.YahooFinanceCSVData(dataname='data/GLD.csv', 
	                             fromdate=datetime(2011, 1, 1),
	                             todate=datetime(2012, 12, 31))
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

    It crashes with:

    $ python smacross.py
Traceback (most recent call last):
  File "smacross.py", line 21, in <module>
    cerebro.plot()
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/cerebro.py", line 991, in plot
    start=start, end=end, use=use)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/plot/plot.py", line 134, in plot
    self.sortdataindicators(strategy)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/plot/plot.py", line 856, in sortdataindicators
    if key not in strategy.datas:
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/lineroot.py", line 281, in __eq__
    return self._operation(other, operator.__eq__)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/lineroot.py", line 86, in _operation
    other, operation, r=r, intify=intify)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/lineroot.py", line 201, in _operation_stage1
    return self._makeoperation(other, operation, r, self)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/lineroot.py", line 331, in _makeoperation
    return self.lines[0]._makeoperation(other, operation, r, _ownerskip)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/linebuffer.py", line 378, in _makeoperation
    _ownerskip=_ownerskip)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/linebuffer.py", line 522, in __call__
    return super(MetaLineActions, cls).__call__(*args, **kwargs)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/metabase.py", line 89, in __call__
    _obj, args, kwargs = cls.dopostinit(_obj, *args, **kwargs)
  File "/Users/adam/.pyenv/versions/backtrader/lib/python3.5/site-packages/backtrader/linebuffer.py", line 566, in dopostinit
    _obj._owner.addindicator(_obj)
AttributeError: 'NoneType' object has no attribute 'addindicator'

    Without plotforce=True it won't crash, but the plot is still not visible.

    My env is macOS Catalina 10.15.3, Python 3.5.9 with packages:

    $ pip freeze
backtrader==1.9.74.123
cycler==0.10.0
kiwisolver==1.1.0
matplotlib==3.0.3
numpy==1.18.3
pyparsing==2.4.7
python-dateutil==2.8.1
six==1.14.0

    Any help would be appreciated :)

    Thanks in advance and keep up the fantastic work!
    Adam

    0
  • A

    as a quick solution - you can put all three indicators on the same plot using plotmaster=mom parameter for 2nd and 3rd indicator.

    1
  • A

    Yeah that worked! Thanks a lot :)

    Meanwhile I've found another workaround, using dedicated indicator and nesting other indicator inside it:

    from datetime import datetime
import backtrader as bt

class NestedMomentum(bt.Indicator):
    lines = ('mom', 'mommom', 'mommommom')
    def __init__(self):
        self.l.mom = bt.ind.Momentum()
        self.l.mommom = bt.ind.Momentum(self.l.mom)
        self.l.mommommom = bt.ind.Momentum(self.l.mommom)

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
        crossover = bt.ind.CrossOver(sma1, sma2)
        self.signal_add(bt.SIGNAL_LONG, crossover)

        # plotmaster workaround
        mom = bt.ind.Momentum()
        mommom = bt.ind.Momentum(mom, plotmaster=mom)
        mommommom = bt.ind.Momentum(mommom, plotmaster=mom)

        # custom indicator workaround
        nested = NestedMomentum()

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

data0 = bt.feeds.YahooFinanceCSVData(dataname='data/GLD.csv', 
	                                 fromdate=datetime(2011, 1, 1),
	                                 todate=datetime(2012, 12, 31))
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

    Anyway it looks like a bug, but I'm happy there are workarounds :)

    0
    A
     1 Reply
  • A

    @aartajew it seems like an issue in the bt script, but to be 100% sure we need to hear from author or get deeper into bt scripts with debugger.

    1
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