Alpha Vantage
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Hello
In this code i try to import data from alpha vantage but look like doesn't workThanks for your help
from alpha_vantage.timeseries import TimeSeries
import backtrader as btCreate a subclass of Strategy to define the indicators and logic
class SmaCross(bt.Strategy):
# list of parameters which are configurable for the strategy
params = dict(
pfast=10, # period for the fast moving average
pslow=30 # period for the slow moving average
)def __init__(self): sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average self.crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal def next(self): if not self.position: # not in the market if self.crossover > 0: # if fast crosses slow to the upside self.buy() # enter long elif self.crossover < 0: # in the market & cross to the downside self.close() # close long positioncerebro = bt.Cerebro() # create a "Cerebro" engine instance
Create a data feed
#data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31))
ts = TimeSeries(key='MYKEY', output_format='pandas')
data, meta_data = ts.get_intraday(symbol='MSF',interval='1min', outputsize='full')cerebro.adddata(data) # Add the data feed
cerebro.addstrategy(SmaCross) # Add the trading strategy
cerebro.run() # run it all
cerebro.plot() # and plot it with a single command
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@Aill3urs-2019 My errors
File "/xxxxxx/Trading001/Entrainement_Data_Ok.py", line 64, in <module>
cerebro.adddata(data) # Add the data feedFile "/xxxxxx/site-packages/backtrader/cerebro.py", line 758, in adddata
data.setenvironment(self)File "/xxxxx/site-packages/pandas/core/generic.py", line 5274, in getattr
return object.getattribute(self, name)AttributeError: 'DataFrame' object has no attribute 'setenvironment'
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Please read the statement about using backticks on top of the page and repost your code. Hard to understand your code right now. Seems you are not providing data in the format of the backtrader.
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oops sorry, here is the code
from alpha_vantage.timeseries import TimeSeries import backtrader as bt # Create a subclass of Strategy to define the indicators and logic class SmaCross(bt.Strategy): # list of parameters which are configurable for the strategy params = dict( pfast=10, # period for the fast moving average pslow=30 # period for the slow moving average ) def __init__(self): sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average self.crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal def next(self): if not self.position: # not in the market if self.crossover > 0: # if fast crosses slow to the upside self.buy() # enter long elif self.crossover < 0: # in the market & cross to the downside self.close() # close long position cerebro = bt.Cerebro() ts = TimeSeries(key='MYKEY', output_format='pandas') data = ts.get_intraday(symbol='BTCUSD',interval='1min', outputsize='full') print(data) cerebro.adddata(data) # Add the data feed cerebro.addstrategy(SmaCross) # Add the trading strategy cerebro.run() # run it all cerebro.plot() # and plot it with a single command
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Not familiar with alpha_vantage API, but it seems that
ts.get_intradaymethod just returns the Panda's DataFrame which can't be directly consumed bycerebro.adddata.You probably need to wrap it using
bt.PandasData. Please take a look at the following blog post for more info: https://www.backtrader.com/blog/posts/2015-08-21-pandas-datafeed/pandas-datafeed/
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Thanks for your answer.
Where do you get data ?
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You might find this post useful. A template for working with Alpha Vantage
https://backtest-rookies.com/2019/01/04/backtrader-alpha-vantage-data-direct-ingest/
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Thanks i try it but no result at all :-)
Ouput nothing :-)
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Did you follow the article? I.e. add your api keys etc? Did you change anything e.g. tickers?
Whatever, it did output you could post here along with details of anything you changed.
