Get name of data inside the indicator

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?

backtrader

It seems superfluous to pass data as a named parameter, because the indicator already receives a data, either automatically or manually and has a self.datas array and aliases like self.data, self.data0.

Either use that approach Assign a plotname to data under plotinfo

cnimativ

@backtrader

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.

backtrader

An Order instance (let's call it order) carries an attribute data which is the asset on which the order has been issued. The ticker name should be available as: order.data._name (where _name is the name you have assigned when using adddata)

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.

A signal / indicator has (like a Strategy) receives an array of the available data feeds in the environment in which they are instantiated (an Indicator can be instantiated inside a Strategy or inside another Indicator)

If your Strategy has 4 data feeds, the indicator will default to receiving 4 data feeds, which will be available in the iterable self.datas and as self.data0, ..., 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.

See: Blog - Crossing over numbers

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)

The outer SMA receives the inner SMA as 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.data1 is. It could be an RSI for 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))

MyInd2 passes 2 data feeds, one is the main data feed received (which can be anythin) and the 2nd is the RSI. As such MyInd1 receives an RSI instance as self.data1, but it doesn't know it. It simply does an SMA on it and then a 2nd SMA

If your signal is going to be name-bound, it will be limited to real data feeds which carry a _name attribute 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)

At least data0 must be a real data feed with a name in that example.