AttributeError: 'DataFrame' object has no attribute 'setenvironment'"

chhrissi2909

I am new to backtrader, and I have a big problem. I want to start my strategy (just a simple GoldenCross strategy). This GoldenCross.py Script looks like this:

import math
import backtrader as bt

class GoldenCross(bt.Strategy):
    params = (("fast", 50), 
                ("slow", 200), 
                ("order percentage", 0.95), 
                ("ticker", "AAPL"))


    def __init__(self):
        self.fast_moving_average = self.bt.indicators.SmoothedMovingAverage(
           self.data.close, 
           period=self.p.fast,
           plotname="50 day moving average")
        self.slow_moving_average = self.bt.indicators.SmoothedMovingAverage(
           self.data.close, 
           period=self.p.slow,
           plotname="200 day moving average")
        self.crossover = self.bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average)

    def next(self):
        pass

Now I want to run the strategy with my run.py script. In this script the code looks like this:

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime



cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
stock_prices = pd.read_csv(path)


feed = bt.feeds.PandasData(dataname=stock_prices)
#(dataname=stock_prices)
cerebro.adddata(stock_prices)

cerebro.addstrategy(GoldenCross)
cerebro.run()
cerebro.plot()

Now the visual studio compiler gives me back an error called: "AttributeError: 'DataFrame' object has no attribute 'setenvironment'".

I don't know what's the problem. Maby the problem is in my csv data.. My Date column looks like this:

     Unnamed: 0                      date    close     high      low     open
0              0  2017-01-03T15:00:00.000Z  115.450  115.815  115.400  115.600
1              1  2017-01-03T16:00:00.000Z  115.370  115.670  115.135  115.450
2              2  2017-01-03T17:00:00.000Z  115.470  115.525  115.270  115.365
3              3  2017-01-03T18:00:00.000Z  115.235  115.495  115.235  115.475
4              4  2017-01-03T19:00:00.000Z  115.435  115.445  115.160  115.235
...          ...                       ...      ...      ...      ...      ...

But I already tried to convert this date to date time with using :

stock_prices['date'] = pd.to_datetime(stock_prices['date']) #object to datetime

But this doesn't change the problem either..

Does anyone have a good tip for me?

best regards Christian

PS. Maby it is also important to know, that the compiler also gives me back a "problem" called: "Unexpected keyword argument 'dataname' in constructor call"

dasch

You have some issues in your code:
-you provide the pandas df to backtrader instead of the data feed
-in your strategy, you have self.bt. ... which is wrong
-dates in pandas df should be datetime objects, I think

here is a corrected version of your code above:

import backtrader as bt
import math
import datetime
import pandas as pd


class GoldenCross(bt.Strategy):
    params = (("fast", 50),
              ("slow", 200),
              ("order percentage", 0.95),
              ("ticker", "AAPL"))

    def __init__(self):
        self.fast_moving_average = bt.indicators.SmoothedMovingAverage(
            self.data.close,
            period=self.p.fast,
            plotname="50 day moving average")
        self.slow_moving_average = bt.indicators.SmoothedMovingAverage(
            self.data.close,
            period=self.p.slow,
            plotname="200 day moving average")
        self.crossover = bt.indicators.CrossOver(
            self.fast_moving_average, self.slow_moving_average)

    def next(self):
        pass


cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(path, index_col=[0], parse_dates=[0])
# create data feed pandas df
feed = bt.feeds.PandasData(dataname=stock_prices)
# add feed
cerebro.adddata(feed)

cerebro.addstrategy(GoldenCross)
cerebro.run()
cerebro.plot()

chhrissi2909

Hey @dasch Thank you for your help! And sorry for the late answer (I thought nobody would give me an answer :D )

I copied your code into my run.py script. And to your the strategy code, I changed my crossover line to bt.indicators...

the actual strategy.py script:

import math
import backtrader as bt




class GoldenCross(bt.Strategy):
    params = (("fast", 50), 
                ("slow", 200), 
                ("order percentage", 0.95), 
                ("ticker", "AAPL"))
    
    def __init__(self):
        self.fast_moving_average = self.bt.indicators.SmoothedMovingAverage(
           self.data.close, 
           period=self.p.fast,
           plotname="50 day moving average")
        self.slow_moving_average = self.bt.indicators.SmoothedMovingAverage(
           self.data.close, 
           period=self.p.slow,
           plotname="200 day moving average")
        self.crossover = bt.indicators.CrossOver(self.fast_moving_average, self.slow_moving_average)

    def next(self):
        pass

the actual run.py script.:

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime


cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/christianbrendel/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(path, index_col=[0], parse_dates=[0])
# create data feed pandas df
feed = bt.feeds.PandasData(dataname=stock_prices)
# add feed
cerebro.adddata(feed)

cerebro.addstrategy(GoldenCross)
cerebro.run()
cerebro.plot()

But than my compiler gives me back these errors:

For the Strategy script: "Too many positional arguments for constructor call" in the crossover line (line22). And the compiler underlines the "bt."
For the run script: "Unexpected keyword argument 'dataname' in constructor call" for the bt.feeds.PandasData... Line (line16) and the compiler also underlines the "bt."

Is it possible, that I imported my backtrader module wrong?

dasch

Yes, remove self. in the lines:

       self.fast_moving_average = self.bt.indicators.SmoothedMovingAverage(

and

       self.slow_moving_average = self.bt.indicators.SmoothedMovingAverage(

since you use the module bt, not an attribute of your strategy

dasch

they should read:

      self.fast_moving_average = bt.indicators.SmoothedMovingAverage(

and

      self.slow_moving_average = bt.indicators.SmoothedMovingAverage(

chhrissi2909

Hey @dasch,
thank you. If I write it like you did, than I get a lot of other problems from the compiler.. Like you can see on the screenshot.. Why does it works by everybody only not in my case?? ^^
Bildschirmfoto 2020-06-17 um 14.28.56.png

chhrissi2909

Hey @dasch I tried an other way. I wrote:

self.fast_moving_average = bt.indicators.SMA(

in cases of

self.fast_moving_average = bt.indicators.SmoothedMovingAverage(

and now there is only one error left. This error is called "Too many positional arguments for constructor call" when I write this code:

        self.crossover = bt.indicators.CrossOver(self.fast_moving_average, self.slow_moving_average)

and if I write this code:

        self.crossover = bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average)

The error is called again "Too many positional arguments for constructor call"

chhrissi2909

@chhrissi2909 in this line:

  self.crossover = bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average)

The error is: "bt.indicators.crossover is not callable". sorry..

chhrissi2909

@dasch Okay now I got it. Thank you for your help and sorry for these much replies... the fully code looks now like this:

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime


cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/christianbrendel/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(path, index_col=[0], parse_dates=[0])
# create data feed pandas df
feed = bt.feeds.PandasData(dataname=stock_prices)
# add feed
cerebro.adddata(feed)

cerebro.addstrategy(GoldenCross)
cerebro.run()
cerebro.plot()

chhrissi2909

strategy.p script:

import math
import backtrader as bt


class GoldenCross(bt.Strategy):
    params = (("fast", 50), 
                ("slow", 200), 
                ("order percentage", 0.95), 
                ("ticker", "AAPL"))

    def __init__(self):
        self.fast_moving_average = bt.indicators.SMA(
           self.data.close, 
           period=self.p.fast,
           plotname="50 day moving average")
        self.slow_moving_average = bt.indicators.SMA(
           self.data.close, 
           period=self.p.slow,
           plotname="200 day moving average")
        self.crossover = self.bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average)

    def next(self):
        pass