Get name of data inside the indicator
ab_trader last edited by ab_trader
I am trying to develop dividends indicator and in order to read file with dividends I need to pass data name to the indicator (currently the indicator value is set to 1.0 along the timeline:
class Dividends(bt.Indicator): lines = ('value', ) params = (('data', None), ) def __init__(self): print(self.p.data._name) self.lines.value = bt.LineNum(1.0)
In the strategy
__init()__I call it as follows:
divs = Dividends(data=self.data0).lines.value
This is the output (data name is printed in the first line):
XLY Traceback (most recent call last): File "etf_viewer.py", line 85, in <module> volup = 'green', voldown = 'red', voltrans = 50.0, voloverlay = False) File "D:\Python27\lib\site-packages\backtrader\cerebro.py", line 659, in plot start=start, end=end) File "D:\Python27\lib\site-packages\backtrader\plot\plot.py", line 226, in plot downinds=self.dplotsdown[ind]) File "D:\Python27\lib\site-packages\backtrader\plot\plot.py", line 388, in plotind indlabel = ind.plotlabel() File "D:\Python27\lib\site-packages\backtrader\lineseries.py", line 455, in plotlabel sublabels[i] = sublabel.plotinfo.plotname or \ AttributeError: 'AutoInfoClass_pi_LineSeries_pi_DataSeries_pi_OHLC_' object has no attribute 'plotname'
So data is passed and name is extracted as expected. But
cerebro.plot()failed to plot the diagram. If I remove all items related to
data, then it works well and draws appropriate diagram.
Is it appropriate way to get data name in the indicator? What does it need to run?
It seems superfluous to pass
dataas a named parameter, because the indicator already receives a
data, either automatically or manually and has a
self.datasarray and aliases like
Either use that approach Assign a
cnimativ last edited by
I do not understand how does that work.
Say, I have added 2 security OHLCV data and 4 other data of passed into cerebros by
cerebro.adddata(), how do I assign/construct signals from those 4 data to trade on the 2 securities?
Right now I am just manually coding the strategy w/o using SignalStrategy or indicators and I am still having a hard time keeping track of everything especially orders since I can't seem to find the ticker name from the order object.
Orderinstance (let's call it
order) carries an attribute
datawhich is the asset on which the order has been issued. The ticker name should be available as:
_nameis the name you have assigned when using
Names are actually a late addition to backtrader, because one of the underlying design concepts is that the development of a trading idea should, ideally, not be bound to a specific asset.
indicatorhas (like a
Strategy) receives an array of the available data feeds in the environment in which they are instantiated (an
Indicatorcan be instantiated inside a
Strategyor inside another
Strategyhas 4 data feeds, the indicator will default to receiving 4 data feeds, which will be available in the iterable
self.data3. Most indicators actually only use 1 data feed. One can actually declare that a given indicator must receive more than 1 data feed.
Notice that it defaults to receiving the data feeds from the environment.. Because if the user specifies which data feeds go by passing them to the instantiation, those will be the ones passed.
Another reason not to rely on names is that an indicator can receive another indicator as data feed. For example:
sma_on_sma = bt.ind.SMA(bt.ind.SMA(self.data1, period=10), period=20)
SMAreceives the inner
SMAas data feed. And this data feed carries no name, even if it's calculating the simple moving average of
self.data1. We still don't know what
self.data1is. It could be an
RSIfor example. See:
class MyInd1(bt.Indicator): lines = ('sma_on_sma',) def __init__(self): self.lines.sma_on_sma = bt.ind.SMA(bt.ind.SMA(self.data1, period=10), period=20) class MyInd2bt.Indicator): lines = ('myline,) def __init__(self): self.lines.myline = MyInd1(self.data, bt.ind.RSI(self.data))
MyInd2passes 2 data feeds, one is the main data feed received (which can be anythin) and the 2nd is the RSI. As such
self.data1, but it doesn't know it. It simply does an
SMAon it and then a 2nd
If your signal is going to be name-bound, it will be limited to real data feeds which carry a
_nameattribute and will fail to be generic for any kind of actual data feed, like in the examples above.
class MyInd3(bt.Indicator): lines = ('name_bound,) def __init__(self): if self.data0._name == 'my-preferred-name': self.lines.name_bound = bt.ind.SMA(self.data3) else: self.lines.name_bound = bt.ind.SMA(self.data2)
data0must be a real data feed with a name in that example.