Extending Datafeeds GenericCSV Attribute Error

[kian hong Tan]

Re: Extending Datafeeds GenericCSV Attribute Error

@Osofuego @Michael172

Hi guys, I ran into similar error and I couldn't solve it despite checking all similar queries and read the documentation on Extending a Datafeed. I wanted to add VWAP to the data feed. I have also checked this out - https://community.backtrader.com/topic/1584/extending-a-datafeed/3 , still I dont know how aliasing works. Appreciate if anyone here can guide me on this. Many thanks.

Error Msg:

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-6-7b3e612ced80> in <module>
    328         params = (('vwap', 7),)
    329 
--> 330     data = bt.feeds.GenericCSV_w_VWAP(
    331     dataname= os.path.join(directory,'BTCUSDT-15m.csv'),
    332 

AttributeError: module 'backtrader.feeds' has no attribute 'GenericCSV_w_VWAP'

My code:

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

    class GenericCSV_w_VWAP(GenericCSVData):
        lines = ('vwap',)
        params = (('vwap', 7),)
    
    data = bt.feeds.GenericCSV_w_VWAP(
    dataname= os.path.join(directory,'BTCUSDT-15m.csv'),

    fromdate=datetime.datetime(2020, 7, 1),
    todate=datetime.datetime(2020, 9, 1),
        
    nullvalue=0.0, 
    
    timeframe=bt.TimeFrame.Minutes,              
    compression=15,                             
    dtformat=('%Y-%m-%d %H:%M:%S'),  
    datetime=0,
    time=-1,
    high=2,
    low=3,
    open=1,
    close=4,
    volume=5,
    openinterest=-1,
    vwap=7
    )
    
    cerebro.adddata(data)         

Source CSV Data:

[vladisld]

@kian-hong-Tan said in Extending Datafeeds GenericCSV Attribute Error:

data = bt.feeds.GenericCSV_w_VWAP(

please try just:

data = GenericCSV_w_VWAP( 
...

also, please check your dtformat specification.

[kian hong Tan]

@vladisld thanks, it works now. I have also changed the date format. :)