Dataframe with min bar data cannot be loaded

Daniel Egloff

I try to load a plain simple dataframe to backtrader as follows:

df = ohlc_df[['datetime', 'open', 'high', 'low', 'close', 'volume']]
df.set_index('datetime', inplace=True)
df.head()

The datetime is the index and is a proper datetime type.

                              open     high      low    close      volume
datetime                                                                 
2020-10-01 00:00:00+00:00  10778.5  10783.5  10778.0  10783.5   2283372.0
2020-10-01 00:01:00+00:00  10783.5  10805.5  10783.0  10798.5  12216553.0
2020-10-01 00:02:00+00:00  10798.5  10798.5  10798.0  10798.0   1290372.0
2020-10-01 00:03:00+00:00  10798.0  10800.0  10791.0  10797.5   2017493.0
2020-10-01 00:04:00+00:00  10797.5  10826.5  10797.0  10813.5   7358318.0

data = bt.feeds.PandasData(dataname=df)
cerebro = bt.Cerebro(stdstats=False)
cerebro.adddata(data)

cerebro.addstrategy(bt.Strategy)

cerebro.run()

Produces an error that I cannot understand because I think the data is right. Apparently not.

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-33-c302340a2d92> in <module>
----> 1 cerebro.run()

~/opt/anaconda3/envs/backtrader/lib/python3.8/site-packages/backtrader/cerebro.py in run(self, **kwargs)
   1125             # let's skip process "spawning"
   1126             for iterstrat in iterstrats:
-> 1127                 runstrat = self.runstrategies(iterstrat)
   1128                 self.runstrats.append(runstrat)
   1129                 if self._dooptimize:

~/opt/anaconda3/envs/backtrader/lib/python3.8/site-packages/backtrader/cerebro.py in runstrategies(self, iterstrat, predata)
   1210                 data._start()
   1211                 if self._dopreload:
-> 1212                     data.preload()
   1213 
   1214         for stratcls, sargs, skwargs in iterstrat:

~/opt/anaconda3/envs/backtrader/lib/python3.8/site-packages/backtrader/feed.py in preload(self)
    436 
    437     def preload(self):
--> 438         while self.load():
    439             pass
    440 

~/opt/anaconda3/envs/backtrader/lib/python3.8/site-packages/backtrader/feed.py in load(self)
    477 
    478             if not self._fromstack(stash=True):
--> 479                 _loadret = self._load()
    480                 if not _loadret:  # no bar use force to make sure in exactbars
    481                     # the pointer is undone this covers especially (but not

~/opt/anaconda3/envs/backtrader/lib/python3.8/site-packages/backtrader/feeds/pandafeed.py in _load(self)
    266 
    267         # convert to float via datetime and store it
--> 268         dt = tstamp.to_pydatetime()
    269         dtnum = date2num(dt)
    270         self.lines.datetime[0] = dtnum

AttributeError: 'str' object has no attribute 'to_pydatetime'

What do I miss.

Thanks for any hint.

run-out

Seems like the code thinks your date is a string. Maybe try explicitely putting it to datetime.

df.index = pd.to_datetime(df.index)