AttributeError: 'str' object has no attribute 'toordinal'

[Aviral_]

I just tried running the multi-data strategy example on jupyter notebook multi example and there is this error which I am not able to sort at all. I would be grateful if anyone could help.
The error is:

<ipython-input-14-5a64cb8aa48a> in <module>
     32 
     33     # Execute
---> 34     cerebro.run()
     35 
     36     cerebro.plot()

~/anaconda3/lib/python3.7/site-packages/backtrader/cerebro.py in run(self, **kwargs)
   1125             # let's skip process "spawning"
   1126             for iterstrat in iterstrats:
-> 1127                 runstrat = self.runstrategies(iterstrat)
   1128                 self.runstrats.append(runstrat)
   1129                 if self._dooptimize:

~/anaconda3/lib/python3.7/site-packages/backtrader/cerebro.py in runstrategies(self, iterstrat, predata)
   1208                 if self._exactbars < 1:  # datas can be full length
   1209                     data.extend(size=self.params.lookahead)
-> 1210                 data._start()
   1211                 if self._dopreload:
   1212                     data.preload()

~/anaconda3/lib/python3.7/site-packages/backtrader/feed.py in _start(self)
    204 
    205         if not self._started:
--> 206             self._start_finish()
    207 
    208     def _timeoffset(self):

~/anaconda3/lib/python3.7/site-packages/backtrader/feed.py in _start_finish(self)
    181             self.fromdate = float('-inf')
    182         else:
--> 183             self.fromdate = self.date2num(self.p.fromdate)
    184 
    185         if self.p.todate is None:

~/anaconda3/lib/python3.7/site-packages/backtrader/feed.py in date2num(self, dt)
    248             return date2num(self._tz.localize(dt))
    249 
--> 250         return date2num(dt)
    251 
    252     def num2date(self, dt=None, tz=None, naive=True):

~/anaconda3/lib/python3.7/site-packages/backtrader/utils/dateintern.py in date2num(dt, tz)
    214             dt -= delta
    215 
--> 216     base = float(dt.toordinal())
    217     if hasattr(dt, 'hour'):
    218         # base += (dt.hour / HOURS_PER_DAY +

AttributeError: 'str' object has no attribute 'toordinal'

And the code is:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime

import backtrader as bt

class TestSizer(bt.Sizer):
    params = dict(stake=1)

    def _getsizing(self, comminfo, cash, data, isbuy):
        dt, i = self.strategy.datetime.date(), data._id
        s = self.p.stake * (1 + (not isbuy))
        print('{} Data {} OType {} Sizing to {}'.format(
            dt, data._name, ('buy' * isbuy) or 'sell', s))

        return s

class St(bt.Strategy):
    params = dict(
        enter=[1, 3, 4],  # data ids are 1 based
        hold=[7, 10, 15],  # data ids are 1 based
        usebracket=True,
        rawbracket=True,
        pentry=0.015,
        plimits=0.03,
        valid=10,
    )

    def notify_order(self, order):
        if order.status == order.Submitted:
            return

        dt, dn = self.datetime.date(), order.data._name
        print('{} {} Order {} Status {}'.format(
            dt, dn, order.ref, order.getstatusname())
        )

        whichord = ['main', 'stop', 'limit', 'close']
        if not order.alive():  # not alive - nullify
            dorders = self.o[order.data]
            idx = dorders.index(order)
            dorders[idx] = None
            print('-- No longer alive {} Ref'.format(whichord[idx]))

            if all(x is None for x in dorders):
                dorders[:] = []  # empty list - New orders allowed

    def __init__(self):
        self.o = dict()  # orders per data (main, stop, limit, manual-close)
        self.holding = dict()  # holding periods per data

    def next(self):
        for i, d in enumerate(self.datas):
            dt, dn = self.datetime.date(), d._name
            pos = self.getposition(d).size
            print('{} {} Position {}'.format(dt, dn, pos))

            if not pos and not self.o.get(d, None):  # no market / no orders
                if dt.weekday() == self.p.enter[i]:
                    if not self.p.usebracket:
                        self.o[d] = [self.buy(data=d)]
                        print('{} {} Buy {}'.format(dt, dn, self.o[d][0].ref))

                    else:
                        p = d.close[0] * (1.0 - self.p.pentry)
                        pstp = p * (1.0 - self.p.plimits)
                        plmt = p * (1.0 + self.p.plimits)
                        valid = datetime.timedelta(self.p.valid)

                        if self.p.rawbracket:
                            o1 = self.buy(data=d, exectype=bt.Order.Limit,
                                          price=p, valid=valid, transmit=False)

                            o2 = self.sell(data=d, exectype=bt.Order.Stop,
                                           price=pstp, size=o1.size,
                                           transmit=False, parent=o1)

                            o3 = self.sell(data=d, exectype=bt.Order.Limit,
                                           price=plmt, size=o1.size,
                                           transmit=True, parent=o1)

                            self.o[d] = [o1, o2, o3]

                        else:
                            self.o[d] = self.buy_bracket(
                                data=d, price=p, stopprice=pstp,
                                limitprice=plmt, oargs=dict(valid=valid))

                        print('{} {} Main {} Stp {} Lmt {}'.format(
                            dt, dn, *(x.ref for x in self.o[d])))

                    self.holding[d] = 0

            elif pos:  # exiting can also happen after a number of days
                self.holding[d] += 1
                if self.holding[d] >= self.p.hold[i]:
                    o = self.close(data=d)
                    self.o[d].append(o)  # manual order to list of orders
                    print('{} {} Manual Close {}'.format(dt, dn, o.ref))
                    if self.p.usebracket:
                        self.cancel(self.o[d][1])  # cancel stop side
                        print('{} {} Cancel {}'.format(dt, dn, self.o[d][1]))

if __name__ == '__main__':
    
    cerebro = bt.Cerebro()
    folder_path = '/home/aviral/backtrader-master/datas/'
    data0_path = folder_path + 'orcl-1995-2014.txt'
    data1_path = folder_path + 'nvda-1999-2014.txt'
    data2_path = folder_path + 'yhoo-1996-2014.txt'

    fdate = '2001-01-01'
    todate = '2007-01-01'
    # Data feed
    data0 = bt.feeds.YahooFinanceCSVData(dataname=data0_path, fromdate=fdate, todate=todate)
    cerebro.adddata(data0, name='d0')

    data1 = bt.feeds.YahooFinanceCSVData(dataname=data1_path, fromdate=fdate, todate=todate)
    data1.plotinfo.plotmaster = data0
    cerebro.adddata(data1, name='d1')

    data2 = bt.feeds.YahooFinanceCSVData(dataname=data2_path, fromdate=fdate, todate=todate)
    data2.plotinfo.plotmaster = data0
    cerebro.adddata(data2, name='d2')

    # Broker
    cerebro.broker.setcommission(commission=0.001)

    # Sizer
    # cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))
    cerebro.addsizer(TestSizer)

    # Strategy
    cerebro.addstrategy(St)

    # Execute
    cerebro.run()

    cerebro.plot()

I have not made any changes to the function, and just copying it from the post but I am unable to run it.

[tx_562]

I had a similar attribute error and I was also using Jupyter Notebook

[vladisld]

@Aviral_ said in AttributeError: 'str' object has no attribute 'toordinal':

fdate = '2001-01-01'
todate = '2007-01-01'
# Data feed
data0 = bt.feeds.YahooFinanceCSVData(dataname=data0_path, fromdate=fdate, todate=todate)

It seems you are passing the fromdate and todate parameters to YahooFinanceCSVData as strings. Please try to pass it as a python datetime objects.

[Aviral_]

Thank you so much, that was the error. I should have noticed it myself.