__bool__ should return bool, returned LineOwnOperation

yanke_zulu

Hello
I am receiving the following error, but could not find the problem
I am comparing two lines and assing result to a boolean variable,

it was acceptable to compare lines , but I am missing something
Exception has occurred: TypeError
bool should return bool, returned LineOwnOperation
File "Strategy1.2.py", line 251, in next
if bool1 and bool2:

class myind(bt.Indicator):
alias = ('myind',)
lines = ('Trail1','Trail2',)
params = (
('period', 3),
('perc', 2),
)

def __init__(self):
    self.alpha = 2.0 / ( self.p.period + 1.0 )
    self.addminperiod(self.p.period)   
    self.l.Trail1=bt.ind.EMA(self.data,period=self.p.period)
    self.l.SL2 = self.l.Trail1*self.p.perc


def nextstart(self):  # calculate here the seed value
    self.l.Trail2[0]=0
                
def next(self):
    Trail1prev=self.lines.Trail1(-1)
    Trail2prev=self.lines.Trail2[-1]
    SL2 = self.l.Trail1*self.p.perc 
       
    temp1= (self.l.Trail1-self.l.SL2)
    First= bt.Max(Trail2prev, temp1)
    temp2= (self.l.Trail1+self.l.SL2)
    SecondCon1 = bt.Min(Trail2prev, temp2)
    SecondCon2 = bt.If(self.l.Trail1 > Trail2prev, temp1, temp2 )
    boolsecond = self.l.Trail1 < Trail2prev and Trail1prev < Trail2prev
    Second = bt.If( boolsecond, SecondCon1 , SecondCon2 ) 
    
    bool1 = self.l.Trail1 > Trail2prev 
    bool2 = Trail1prev > Trail2prev
    if bool1==True and bool2==True:
        self.l.Trail2[0]= First
    else:
        self.l.Trail2[0]= Second

vladisld

@yanke_zulu said in __bool__ should return bool, returned LineOwnOperation:

def next(self):
Trail1prev=self.lines.Trail1(-1)
Trail2prev=self.lines.Trail2[-1]

You are using the wrong brackets. Square brackets should be used instead. Parentheses are usually used in init method for declarative expression definitions.

See the delayed indexing docs for more info

yanke_zulu

@vladisld thanks it worked, I just tried with yahoo CSV, only Trail1 comes, Trail2 not shown, is there any changed required if we use CSV data feed

data = bt.feeds.YahooFinanceCSVData(dataname='AAPL.csv')

vladisld

@yanke_zulu said in __bool__ should return bool, returned LineOwnOperation:

Trail2 not shown

Where the 'Trail2' indicator is defined?

yanke_zulu

Re: [bool should return bool](returned LineOwnOperation)

Trail1 and Trail 2 are in the indicator(shown below) and I am calling the indicator from strategy: myvma=most(self.data)

Trail1 and Trail2 are plotted with
data = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(
2020, 7, 1), timeframe=bt.TimeFrame.Days)

however .it does not work when I try yahoo csv
data = bt.feeds.YahooFinanceCSVData(dataname='AAPL.csv')

class most(bt.Indicator):

alias = ('most',)
lines = ('Trail1','Trail2','First' , 'Second',)
params = (
    ('period', 3),
    ('perc', 2),
)
plotinfo = dict(subplot=False)
plotlines = dict(First=dict(_plotskip=True,), Second=dict(_plotskip=True,),
                          Trail1=dict(alpha=1.0, linestyle='-', linewidth=2.0, color='green'), 
                          Trail2=dict(alpha=1.0, linestyle='-', linewidth=2.0, color='magenta') )

def __init__(self):
    self.addminperiod(self.p.period)   
    self.l.Trail1=bt.ind.EMA(self.data,period=self.p.period)
    self.perc1=self.p.perc/100
    #self.l.Trail1=mov_vma(self.data,pds=self.p.period)
    

#def prenext(self):
#    self.lines.ud1=self.data.close(0)   
def nextstart(self):  # calculate here the seed value
    self.l.Trail2[0]=0
                
def next(self):
    #self.l.SL2[0] = self.l.Trail1[0]/self.p.perc
    Trail1prev=self.lines.Trail1[-1]
    Trail2prev=self.lines.Trail2[-1]
    SL2 = self.l.Trail1*(self.perc1)
       
    temp1= (self.l.Trail1-SL2)
    self.l.First= bt.Max(Trail2prev, temp1)
    temp2= (self.l.Trail1+ SL2)
    SecondCon1 = bt.Min(Trail2prev, temp2)
    SecondCon2 = bt.If(self.l.Trail1 > Trail2prev, temp1, temp2 )
    boolsecond = self.l.Trail1 < Trail2prev and Trail1prev < Trail2prev
    self.l.Second = bt.If( boolsecond, SecondCon1 , SecondCon2 ) 
    
    bool1 = self.l.Trail1 > Trail2prev 
    bool2 = Trail1prev > Trail2prev
    if bool1==True and bool2==True:
        self.l.Trail2= self.l.First
    else:
        self.l.Trail2= self.l.Second

ab_trader

Couple recommendations -

use backticks as it is recommended on the top of the page for clear code
post the whole error message, python usually shows the line of the code which returns the error, which is very helpful.

show some respect to people who may help to resolve your issue and debug your code instead of you.

ab_trader

guess the error is here:

if bool1==True and bool2==True:

variable bool1 and bool2 are bt line objects therefore they can't be used with the standard if. i would recommend you to read documentation and study when you need to use line objects, and when you need to use elements of these line objects. i believe quickstart guide and concepts sections is a good starting point.

yanke_zulu

I changed the bool1 as mybool1 , nothing changed
in fact it works when I use 1 option as data,
but when I use 2. option(yahoo csv), I can only see Trail1

1-option
data = DataFactory(dataname=symbol, historical=True, fromdate=datetime(
2020, 7, 1), timeframe=bt.TimeFrame.Days)"
2-option

from matplotlib.dates import (HOURS_PER_DAY, MIN_PER_HOUR, SEC_PER_MIN,
MONTHS_PER_YEAR, DAYS_PER_WEEK,
SEC_PER_HOUR, SEC_PER_DAY,
num2date, rrulewrapper, YearLocator,
MicrosecondLocator)

import math
import alpaca_backtrader_api
import backtrader as bt
import backtrader.indicators as btind
from datetime import datetime
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

symbol = "AAPL"

ALPACA_API_KEY = ""
ALPACA_SECRET_KEY = ""
ALPACA_PAPER = True

class most(bt.Indicator):

alias = ('most',)
lines = ('Trail1','Trail2','First' , 'Second',)
params = (
    ('period', 3),
    ('perc', 2),
)
plotinfo = dict(subplot=False)
plotlines = dict(First=dict(_plotskip=True,), Second=dict(_plotskip=True,),
                          Trail1=dict(alpha=1.0, linestyle='-', linewidth=2.0, color='green'), 
                          Trail2=dict(alpha=1.0, linestyle='-', linewidth=2.0, color='magenta') )

def __init__(self):
    self.addminperiod(self.p.period)   
    self.l.Trail1=bt.ind.EMA(self.data,period=self.p.period)
    self.perc1=self.p.perc/100
    #self.l.Trail1=mov_vma(self.data,pds=self.p.period)
    

#def prenext(self):
#    self.lines.ud1=self.data.close(0)   
def nextstart(self):  # calculate here the seed value
    self.l.Trail2[0]=0
                
def next(self):
    #self.l.SL2[0] = self.l.Trail1[0]/self.p.perc
    Trail1prev=self.lines.Trail1[-1]
    Trail2prev=self.lines.Trail2[-1]
    SL2 = self.l.Trail1*(self.perc1)
       
    temp1= (self.l.Trail1-SL2)
    self.l.First= bt.Max(Trail2prev, temp1)
    temp2= (self.l.Trail1+ SL2)
    SecondCon1 = bt.Min(Trail2prev, temp2)
    SecondCon2 = bt.If(self.l.Trail1 > Trail2prev, temp1, temp2 )
    boolsecond = self.l.Trail1 < Trail2prev and Trail1prev < Trail2prev
    self.l.Second = bt.If( boolsecond, SecondCon1 , SecondCon2 ) 
    
    mybool1 = self.l.Trail1 > Trail2prev 
    mybool2 = Trail1prev > Trail2prev
    if mybool1==True and mybool2==True:
        self.l.Trail2= self.l.First
    else:
        self.l.Trail2= self.l.Second

class TestStrategy(bt.Strategy):
def log(self, txt, dt=None):
''' Logging function for this strategy'''
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.isoformat(), txt))

def init(self):
self.dataclose = self.datas[0].close
myvma=most(self.data)

cerebro = bt.Cerebro()
cerebro.addstrategy(TestStrategy)

store = alpaca_backtrader_api.AlpacaStore(
key_id=ALPACA_API_KEY,
secret_key=ALPACA_SECRET_KEY,
paper=ALPACA_PAPER
)

if not ALPACA_PAPER:
broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
cerebro.setbroker(broker)

#DataFactory = store.getdata # or use alpaca_backtrader_api.AlpacaData
#data = DataFactory(dataname=symbol, historical=True, fromdate=datetime(

2020, 7, 1), timeframe=bt.TimeFrame.Days)

data = bt.feeds.YahooFinanceCSVData(dataname='AAPL.csv')
cerebro.adddata(data)

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.plot(style='candlestick')