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AttributeError: 'numpy.int64' object has no attribute 'lower' when using pandas with the --noheaders argument
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When I try the post "Pandas DataFeed Support" Link
When type in the command:
>(backtrader37) D:\Python\Jupyter\BackTrader\Test>python ./data-pandas.py --noheadersIt reports:
> (backtrader37) D:\Python\Jupyter\BackTrader\Test>python ./data-pandas.py --noheaders -------------------------------------------------- 1 2 3 4 5 6 0 2006-01-02 3578.73 3605.95 3578.73 3604.33 0 0 2006-01-03 3604.08 3638.42 3601.84 3614.34 0 0 2006-01-04 3615.23 3652.46 3615.23 3652.46 0 0 2006-01-05 3652.19 3661.65 3643.17 3650.24 0 0 2006-01-06 3650.54 3666.99 3647.66 3666.99 0 0 ... ... ... ... ... .. .. 2006-12-21 4111.85 4125.27 4104.46 4112.10 0 0 2006-12-22 4109.86 4109.86 4072.62 4073.50 0 0 2006-12-27 4079.70 4134.86 4079.70 4134.86 0 0 2006-12-28 4137.44 4142.06 4125.14 4130.66 0 0 2006-12-29 4130.12 4142.01 4119.94 4119.94 0 0 [255 rows x 6 columns] -------------------------------------------------- Traceback (most recent call last): File "./data-pandas.py", line 92, in <module> runstrat() File "./data-pandas.py", line 71, in runstrat cerebro.run() File "C:\Users\WEI\.conda\envs\backtrader37\lib\site-packages\backtrader\cerebro.py", line 1127, in run runstrat = self.runstrategies(iterstrat) File "C:\Users\WEI\.conda\envs\backtrader37\lib\site-packages\backtrader\cerebro.py", line 1210, in runstrategies data._start() File "C:\Users\WEI\.conda\envs\backtrader37\lib\site-packages\backtrader\feed.py", line 203, in _start self.start() File "C:\Users\WEI\.conda\envs\backtrader37\lib\site-packages\backtrader\feeds\pandafeed.py", line 212, in start colnames = [x.lower() for x in self.p.dataname.columns.values] File "C:\Users\WEI\.conda\envs\backtrader37\lib\site-packages\backtrader\feeds\pandafeed.py", line 212, in <listcomp> colnames = [x.lower() for x in self.p.dataname.columns.values] AttributeError: 'numpy.int64' object has no attribute 'lower'Without the argument of --noheaders：
>(backtrader37) D:\Python\Jupyter\BackTrader\Test>python ./data-pandas.py -------------------------------------------------- Open High Low Close Volume OpenInterest Date 2006-01-02 3578.73 3605.95 3578.73 3604.33 0 0 2006-01-03 3604.08 3638.42 3601.84 3614.34 0 0 2006-01-04 3615.23 3652.46 3615.23 3652.46 0 0 2006-01-05 3652.19 3661.65 3643.17 3650.24 0 0 2006-01-06 3650.54 3666.99 3647.66 3666.99 0 0 ... ... ... ... ... ... ... 2006-12-21 4111.85 4125.27 4104.46 4112.10 0 0 2006-12-22 4109.86 4109.86 4072.62 4073.50 0 0 2006-12-27 4079.70 4134.86 4079.70 4134.86 0 0 2006-12-28 4137.44 4142.06 4125.14 4130.66 0 0 2006-12-29 4130.12 4142.01 4119.94 4119.94 0 0 [255 rows x 6 columns] --------------------------------------------------Everything is OK! But from the output, we can see that, with the --noheaders argument, the pandas data is successfully loaded, but Cerebro cannot deal with it.
What's the problem?
Appendix: data-pandas.py
from __future__ import (absolute_import, division, print_function, unicode_literals) import argparse import backtrader as bt import backtrader.feeds as btfeeds import pandas def runstrat(): args = parse_args() # Create a cerebro entity cerebro = bt.Cerebro(stdstats=False) # Add a strategy cerebro.addstrategy(bt.Strategy) # Get a pandas dataframe datapath = ('../../datas/2006-day-001.txt') # Simulate the header row isn't there if noheaders requested skiprows = 1 if args.noheaders else 0 header = None if args.noheaders else 0 dataframe = pandas.read_csv( datapath, skiprows=skiprows, header=header, # parse_dates=[0], parse_dates=True, index_col=0, ) if not args.noprint: print('--------------------------------------------------') print(dataframe) print('--------------------------------------------------') # Pass it to the backtrader datafeed and add it to the cerebro data = bt.feeds.PandasData(dataname=dataframe, # datetime='Date', nocase=True, ) cerebro.adddata(data) # Run over everything cerebro.run() # Plot the result cerebro.plot(style='bar') def parse_args(): parser = argparse.ArgumentParser( description='Pandas test script') parser.add_argument('--noheaders', action='store_true', default=False, required=False, help='Do not use header rows') parser.add_argument('--noprint', action='store_true', default=False, help='Print the dataframe') return parser.parse_args() if __name__ == '__main__': runstrat()
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It seems that PandasData column index auto-detection mechanism is broken in case the input dataframe contains no column names ( using indexes instead).
I suspect the following commit has introduced the regression:
Opening the issue to track this:
