AttributeError: type object 'timeAdjustment' has no attribute 'schedule'

[Sumateja Konge]

Hi , I am trying to resample a one minute data set into one hour data set . However i noticed the timings of the trades i obtained were absurd. Hence i tried to create a calendar named "timeAdjustment" and input the market closing and finishing time etc .. However i get this error :

_, nexteos = self._calendar.schedule(dtime, self._tz)
AttributeError: type object 'timeAdjustment' has no attribute 'schedule'

Below is my code , Can somebody pls give a reson and fix for the error ??
thanks

# This is the Implementation for 9/30 Stratergy using python BackTrader 
import backtrader as bt
from datetime import datetime
import datetime as dt
import pandas as pd
import matplotlib.pyplot as plt
from pandas_datareader import data as web

class PullBack(bt.Strategy):


    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        self.open = self.data.open
        self.high = self.data.high
        self.low = self.data.low
        self.close = self.data.close

        self.ema = bt.ind.ExponentialMovingAverage(self.data.close, period=9)
        self.wma = bt.ind.WeightedMovingAverage(self.data.close, period=30)

        self.order = None
        self.stop_order = None

    def next(self):
       #print("current portfolio value" + str(cerebro.broker.getvalue()))
        
        
        if not self.position:
            # Long Position
            if (self.ema[-1] > self.wma[-1]) and (self.data.high[-1] < self.ema[-1]) :
                #self.buy(size=100, exectype=bt.Order.StopLimit, price=self.data.high[-1])
                self.order = self.buy(size=1, exectype=bt.Order.Limit, price=self.data.high[-1])
                self.log('BUY PRICE CREATED , %.2f ' % self.data.high[-1])
                risk = (self.data.high[-1] - self.data.low[-1])
                self.log('Risk points , %.2f' % risk)
                # Place a stop loss order
                #self.sell(size=100, exectype=bt.Order.StopLimit, price=self.data.low[-1])
                target_price = self.data.high[-1] + 2 * (self.data.high[-1] - self.data.low[-1])
                self.log('TARGET PRICE ,%.2f ' % target_price)
                oc1 = self.sell(size=1, exectype=bt.Order.StopLimit, price=target_price)
                self.order = self.sell(size=1, exectype=bt.Order.Stop, price=self.data.low[-1], plimit=self.data.low[-1] , oco=oc1)
            elif (self.ema[-1] < self.wma[-1]) and  (self.data.close[-1] > self.ema[-1] )  :
                
                self.order = self.sell(size=1,exectype=bt.Order.Limit,price=self.data.low[-1])
                #Stop loss
                target_price = self.data.low[-1] - 2 * (self.data.high[-1] - self.data.low[-1])
                self.order = self.sell(size=1,exectype=bt.Order.StopLimit,price=target_price)
                self.log('Short Sell initiated , %.2f' % self.data.low[-1])
                


    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('Sell order EXECUTED, %.2f' % order.executed.price)

        elif order.status in [order.Cancelled]:
            self.log('Order Canceled at price, %.2f' %order.price)

        elif order.status in [ order.Margin, order.Rejected]:
            self.log('Order Rejected or Margin error')

        self.order = None

class timeAdjustment():
        params = dict(
        holidays=[
            dt.date(2018, 1, 26),
            dt.date(2018, 2, 13),
            dt.date(2018, 3, 2),
            dt.date(2018, 3, 29),
            dt.date(2018, 3, 30),
            dt.date(2018, 5, 1),
            dt.date(2018, 8, 15),
            dt.date(2018, 8, 22),
            dt.date(2018, 9, 13),
            dt.date(2018, 9, 18),
            dt.date(2018,10,2),
            dt.date(2018,10,18),
            dt.date(2018,11,8),
            dt.date(2018,11,23),
            dt.date(2018,12,2)
        ],
        earlydays=[
            (dt.date(2018, 11, 7),
             dt.time(17, 31), dt.time(18, 31))
        ],
        open=dt.time(9, 30),
        close=dt.time(15, 30),
    )




#Variable for our starting cash
startcash = 100000

#Create an instance of cerebro
cerebro = bt.Cerebro()

#Add our strategy
cerebro.addstrategy(PullBack)

nifty_futures="C:\\Nikhil Media\\Education & Skills\\Stratergies_Codes\\inputs\\CleanedDir\\NiftyFutures\\NIFTY_F1.csv"

data = bt.feeds.GenericCSVData(
    headers=True,
    dataname=nifty_futures,
    # 20200313
    fromdate=datetime(2019, 1, 1),    #year-month-date
    todate=datetime(2019, 12, 31),
    nullvalue=0.0,
    dtformat=("%Y%m%d"),
    tmformat=('%H:%M'),
    datetime=1,
    time=2,
    open=3,
    high=4,
    low=5,
    close=6,
    timeframe=bt.TimeFrame.Minutes
)

cerebro.resampledata(data,timeframe=bt.TimeFrame.Minutes,compression=60,name='60_min_bar')
cerebro.addcalendar(timeAdjustment)

# Set our desired cash start
cerebro.broker.setcash(startcash)


# Add the analyzers we are interested in
cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="ta")
cerebro.addanalyzer(bt.analyzers.SQN, _name="sqn")
cerebro.broker.setcommission(commission=0.0005)


# Run over everything
strategies=cerebro.run()

#Get final portfolio Value

portvalue = cerebro.broker.getvalue()
print("final and last port value:  "+str(portvalue))
pnl = portvalue - startcash

#Print out the final result

print('Final Portfolio Value: ${}'.format(portvalue))
print('P/L: ${}'.format(pnl))

#Finally plot the end results

cerebro.plot(style='candlestick',fmt_x_data = ('%Y-%m-%d %H:%M:%S'))

[ab_trader]

Try this -

class timeAdjustment(bt.TradingCalendar):

# other stuff you have

[Sumateja Konge]

@ab_trader thanks for the assist , I added the trading calender

class timeAdjustment(bt.TradingCalendar):
        params = dict(
        holidays=[
            dt.date(2018, 1, 26),
            dt.date(2018, 2, 13),
            dt.date(2018, 3, 2),
            dt.date(2018, 3, 29),
            dt.date(2018, 3, 30),
            dt.date(2018, 5, 1),
            dt.date(2018, 8, 15),
            dt.date(2018, 8, 22),
            dt.date(2018, 9, 13),
            dt.date(2018, 9, 18),
            dt.date(2018,10,2),
            dt.date(2018,10,18),
            dt.date(2018,11,8),
            dt.date(2018,11,23),
            dt.date(2018,12,2)
        ],
        earlydays=[
            (dt.date(2018, 11, 7),
             dt.time(17, 31), dt.time(18, 31))
        ],
        open=dt.time(9, 30),
        close=dt.time(15, 30),
    )

However i am getting another error in this file

[Running] python -u "c:\Nikhil Media\Education & Skills\Stratergies_Codes\930_stratergies.py"
Traceback (most recent call last):
  File "c:\Nikhil Media\Education & Skills\Stratergies_Codes\930_stratergies.py", line 148, in <module>
    strategies=cerebro.run()
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\cerebro.py", line 1542, in _runnext
    drets.append(d.next(ticks=False))
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\feed.py", line 407, in next
    ret = self.load()
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\feed.py", line 523, in load
    retff = ff(self, *fargs, **fkwargs)
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\resamplerfilter.py", line 518, in __call__
    onedge, docheckover = self._dataonedge(data)  # for subdays
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\resamplerfilter.py", line 338, in _dataonedge
    if self._eoscheck(data, exact=True):
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\resamplerfilter.py", line 188, in _eoscheck
    self._eosset()
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\resamplerfilter.py", line 183, in _eosset
    self._nexteos, self._nextdteos = self.data._getnexteos()
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\feed.py", line 232, in _getnexteos
    _, nexteos = self._calendar.schedule(dtime, self._tz)
  File "C:\Users\Tejas\AppData\Local\Programs\Python\Python37\lib\site-packages\backtrader\tradingcal.py", line 186, in schedule
    day += ONEDAY
OverflowError: date value out of range

[Done] exited with code=1 in 213.538 seconds

can you help me understand why i am getting this error ?? and also sugest a fix

[ab_trader]

Based on your posts:

• backtest period is 01/01/2019 to 12/31/2019
• trading calendar is set for 2018

You may want to align these two items.

[Sumateja Konge]

Thanks again @ab_trader . I aligned the values as pointed by you . I get an chart plot . However i still have the issue where time increments are not proper . Despite me giving the start time and end time as 9 30 and 15 30 IST . The time in the graph starts from 10 : 00 and ends at 23 : 59 00.

Am i doing something else incorectly ?

[Sumateja Konge]

Will sharing my trading data set Help ??