find bugs when using the DemarkPivotPoint indicator

da zhang

when I try to run the example code with "DemarkPivotPoint " in the ppsample.py in the folder of \backtrader\backtrader-master\samples\pivot-point, the pic could not show the three lines. I think there is something wrong with CmpEx function. please fix the bug.

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse

import backtrader as bt
import backtrader.feeds as btfeeds
import backtrader.utils.flushfile


class St(bt.Strategy):
    params = (('usepp1', False),
              ('plot_on_daily', 1))

    def __init__(self):
        autoplot = self.p.plot_on_daily
        self.pp = pp = bt.ind.DemarkPivotPoint(self.data1, _autoplot=autoplot)

    def next(self):
        txt = ','.join(
            ['%04d' % len(self),
             '%04d' % len(self.data0),
             '%04d' % len(self.data1),
             self.data.datetime.date(0).isoformat(),
             '%04d' % len(self.pp),
             '%.2f' % self.pp[0]])

        print(txt)


def runstrat():
    args = parse_args()

    cerebro = bt.Cerebro()
    data = btfeeds.BacktraderCSVData(dataname=args.data)
    cerebro.adddata(data)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Months)
    cerebro.addstrategy(St)
    # cerebro.addstrategy(St,
                        # usepp1=args.usepp1,
                        # plot_on_daily=args.plot_on_daily)
    cerebro.run(runonce=False)
    if args.plot:
        cerebro.plot(**eval('dict(' + args.plot + ')'))


def parse_args():
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description='Sample for pivot point and cross plotting')

    parser.add_argument('--data', required=False,
                        default='......ktrader/backtrader-master/datas/2005-2006-day-001.txt',
                        help='Data to be read in')

    parser.add_argument('--plot', required=False, default='',
                        nargs='?', const='{}',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--plot-on-daily', required=False, action='store_true',
                        help=('Plot the indicator on the daily data'))

    return parser.parse_args()


if __name__ == '__main__':
    runstrat()

run-out

@da-zhang said in find bugs when using the DemarkPivotPoint indicator:

DemarkPivotPoint

Please include the error message/faulty pic or chart so we can help you.

vladisld

It seems there is indeed a bug in CmpEx function as you correctly noticed.

when the CmpEx.next() method is changed to:

    def next(self):
        if self.a[0] < self.b[0]:
            self[0] = self.r1[0]
        elif self.a[0] > self.b[0]:
            self[0] = self.r3[0]
        else:
            self[0] = self.r2[0]

the resulted plot seems to be ok:

I've submitted the issue: https://github.com/backtrader2/backtrader/issues/42

da zhang

@vladisld good job, many thanks.

Mark

@vladisld nice, indeed a bug, the p r1 s1 is not correct.