Polygon data

[yanke_zulu]

Hello
I am trying to get Polygon data feed, I assigned polygon data feed to data
and when I print the data, I can see the data before "cerebro.adddata(data)"
However, I received an error with "cerebro.adddata(data)"

just could not figured out the issue, appreciate your help

my code is below:
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 alpaca_trade_api as tradeapi
#from utils.pinescript import line2arr, barssince, valuewhen, na, nz
import backtrader.indicators as btind
from datetime import datetime
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import pytz

NY = 'America/New_York'

ALPACA_API_KEY = ""
ALPACA_SECRET_KEY = ""
ALPACA_API_BASE_URL= "https://paper-api.alpaca.markets" ##https://api.alpaca.markets (for live)
ALPACA_PAPER = True
api = tradeapi.REST(ALPACA_API_KEY, ALPACA_SECRET_KEY, base_url=ALPACA_API_BASE_URL)

symbol = "AAPL"

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

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)
d_start=pd.Timestamp('2020-08-01', tz=NY).isoformat() ## day data
d_end=pd.Timestamp('2020-08-30', tz=NY).isoformat()

start=pytz.timezone(NY).localize(datetime(2020,10,1,9,30)).timestamp()*1000 # for minutes, timestamp in micro seconds
end=pytz.timezone(NY).localize(datetime(2020,10,14,16,0)).timestamp()*1000

#data=api.polygon.historic_agg_v2('AAPL', 1, 'minute', _from=start, to=end).df
data = api.polygon.historic_agg_v2('AAPL', 1, 'day', _from=d_start, to=d_end).df
print(data)
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')

[korey21]

All these codes are complicated.

[vladisld]

Only LineSeries inherited objects (data feeds) could be added to the Cerebro engine using adddata method.

AFAIU Alpaca API provides the backtrader store AlpacaStore, so you should use the AlpacaStore.getdata method to get the backtrader compatible data feed to be added to Cerebro.

On a different matter:

• Please use the backtick or grave accent to wrap you code - this way it will be easier for everybody to read you posts ( see the header on this page )

• Please include the backtrace / error info as a text and not images.