Error extending pandas datafeed example

lorrp1

Hello, im trying to use a custom dataframe with columns:

Open          High           Low         Close    volume  quote_asset_volume  number_of_trades  \ taker_buy_base_asset_volume  \taker_buy_quote_asset_volume  p0  p1  p2

i have tried with: (also tried with different name of columns but the result is the same:)

class PandasData(feed.PandasData):
    params = (
        ('datetime', None),
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('volume', -1),
        ('quote_asset_volume', -1),
        ('number_of_trades', -1),
        ('taker_buy_base_asset_volume', -1),
        ('taker_buy_quote_asset_volume', -1),
        ('p0', -1),
        ('p1', -1),
        ('p2', -1)
    )

data0 = feed.PandasData(dataname=testVF)
cerebro.adddata(data0)

im getting:

'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'p0'

i have tried using: self.close = self.data.l.p0 (in the strategy) and

lines = ('quote_asset_volume', 'number_of_trades', 'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'p0')

(found here https://community.backtrader.com/topic/1777/struggling-to-implement-custom-pandas-data-feed/10),

but i cant manage to get p0 to work.
also i have not found any reference in the documentation on how to get multiple columns in the strategy:
(for example in pandas id use

.iloc[x:x1]

i have tried with just data[x:y] but it gives problem and return just 1 column like data[0]

lorrp1

@lorrp1
trying with:

data1 = PandasDataa(dataname=testV[0:100])
#print (data0)
cerebro.adddata(data1)

and:

class PandasDataa(feed.DataBase):

    lines = ('quote_asset_volume', 'number_of_trades', 'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'p0', 'p1', 'p2')
    params = (
        ('datetime', 0), #tried all with either -1 or the column index in the dataframe
        ('open', 1),
        ('high', 2),
        ('low', 3), 
        ('close', 4),
        ('volume', 5),
    )

or removing the lines = {}
return

671         for i in range(start, end):
--> 672             dst[i] = src[i + ago]
  673 
  674 

IndexError: array index out of range

or

AttributeError: 'Plot_OldSync' object has no attribute 'mpyplot'

so now its not even able to get the open/close/high/low like before

run-out

I"m having a bit of a hard time following you. But try this format out.

import backtrader as bt

class CustomPandasLoader(bt.feeds.PandasData):
    lines = (
        'quote_asset_volume',
        'number_of_trades',
        'taker_buy_base_asset_volume',
        'taker_buy_quote_asset_volume',
        'p0',
        'p1',
        'p2',
    )
    params = (
        ('quote_asset_volume', -1),
        ('number_of_trades', -1),
        ('taker_buy_base_asset_volume', -1),
        ('taker_buy_quote_asset_volume', -1),
        ('p0', -1),
        ('p1', -1),
        ('p2', -1)
    )
    datafields = bt.feeds.PandasData.datafields + (
        [
            'quote_asset_volume',
            'number_of_trades',
            'taker_buy_base_asset_volume',
            'taker_buy_quote_asset_volume',
            'p0',
            'p1',
            'p2',
        ]
    )
    
data = CustomPandasLoader(
        dataname=yourdataframe
    )
cerebro.adddata(data)