Getting errors one after another

Abhishek Agrawal

I wanted to make a range breakout strategy. Mkt opens at 9:15 IST. I want the algo to calculate the range of 1st 15min bar and buy or sell if the price is above high or low. I have a 1 min data.
in this code i am getting an IndexError.
Please help
@backtrader @ab_trader @run-out

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import backtrader as bt
import datetime
# from datetime import datetime
import os
import sys
import backtrader.feeds as btfeed

import pandas as pd


class TestStrategy(bt.Strategy):
    def log(self, txt, dt=None):
        dt = dt or self.data.datetime.datetime(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        self.datahigh = self.datas[0].high
        self.datalow = self.datas[0].low
        self.dataclose = self.datas[0].close
        self.order = None
        self.buyprice = None
        self.buycomm = None
        # self.starttime = datetime.replace(hour=9, minute=30, second=0)
        # self.t = self.datas[0].datetime.time(0)

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

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

        self.order = None

    def next(self):

        if self.order:
            return
        if not self.position:

            if self.dataclose[0] > self.datahigh[-1]:
                self.log('BUY CREATED, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

            else:
                if self.dataclose[0] < self.datalow[-1]:
                    self.log('SELL CREATED, %.2f' % self.dataclose[0])

                    # Keep track of the created order to avoid a 2nd order
                    self.order = self.sell()

    def stop(self):
        self.log(' Ending Value %.2f' % (self.broker.getvalue()))


if __name__ == '__main__':
    cerebro = bt.Cerebro()


    class DataFeed(btfeed.GenericCSVData):
        params = (

            ('dtformat', '%Y%m%d'),
            ('tmformat', '%H:%M:%S'),
            ('datetime', 0),
            ('time', 1),
            ('open', 2),
            ('high', 3),
            ('low', 4),
            ('close', 5),
            ('volume', 6),
            ('openinterest', 7)
        )


    data = DataFeed(dataname='BANKNIFTYFEB18.csv', timeframe=bt.TimeFrame.Minutes, compression=15,
                    fromdate=datetime.datetime(2017, 2, 1),
                    todate=datetime.datetime(2017, 2, 28))

    cerebro.adddata(data)
    cerebro.addstrategy(TestStrategy)

    cerebro.run()
ext

run-out

@Abhishek-Agrawal said in Getting errors one after another:

if self.dataclose[0] > self.datahigh[-1]:

Although I can't see your error since you didn't include it, I suspect the above line is the problem. You are trying to find currnet and previous bar. On the first bar there is no previous bar. This will throw an error.

You need to manually skip the first bar in next with a self.counter of some sort.

def __init__(self):
    self.counter = 0

def next(self):
    if self.counter == 0:
        self.counter += 1
        return

Abhishek Agrawal

It still doesn't work. Can u connect over teamviewer for some help.

run-out

Can you include the errors you are getting here so that I or others can help you? Thanks.