GenericCSVData - 'Cerebro' object has no attribute '_exactbars'

Giacomo

Hi there,

newbie here.
I'm trying to feed to cerebro a csv file, this is my code:

import backtrader as bt
from binance.client import Client
import pandas as pd

class firstStrategy(bt.Strategy):
    params = (
        ('period', 21),
        )

    def __init__(self):
        self.startcash = self.broker.getvalue()
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.period)

    def next(self):
        if not self.position:
            if self.rsi < 30:
                self.buy(size=100)
        else:
            if self.rsi > 70:
                self.sell(size=100)

    def stop(self):
        pnl = round(self.broker.getvalue() - self.startcash,2)
        print('RSI Period: {} Final PnL: {}'.format(
            self.params.period, pnl))

if __name__ == '__main__':
    startcash = 10000

cerebro = bt.Cerebro()

cerebro.optstrategy(firstStrategy, period=range(14, 21))

data = bt.feeds.GenericCSVData(dataname='..../2020_1minute.csv',
                               dtformat=('%Y-%m-%d'),
                               tmformat=('%H.%M.%S'),
                               datetime=11,
                               open=0,
                               high=1,
                               low=2,
                               close=3,
                               volume=4,
                               time=12,
                               openinterest=-1)


cerebro.adddata(data)

cerebro.plot()

this is what the csv looks like

,open,high,low,close,volume,close_time,quote_asset_volume,number_of_trades,taker_buy_base_asset_volume,taker_buy_quite_asset_volume,ignore,date,time
0,7195.24000000,7196.25000000,7183.14000000,7186.68000000,51.64281200,2020-01-01 00:00:59.999000072,371233.51835535,493,19.59823000,140888.41428273,0,2020-01-01,00:00:00
1,7187.67000000,7188.06000000,7182.20000000,7184.03000000,7.24814800,2020-01-01 00:01:59.999000072,52080.12778780,135,2.03177200,14599.21192429,0,2020-01-01,00:01:00
2,7184.41000000,7184.71000000,7180.26000000,7182.43000000,11.68167700,2020-01-01 00:02:59.999000072,83903.74163545,202,5.47924400,39357.08177646,0,2020-01-01,00:02:00

ultimately the error I get is the following:

AttributeError: 'Cerebro' object has no attribute '_exactbars'

If anyone has any idea of what might be happening I would be very grateful for any hint!

rajanprabu

On the first look your csv index seems to be mixed up.. and Cerebro.run() is missing..

Giacomo

@rajanprabu thank you very much for pointing out the index mix up.
I changed the csv file to have it looking as follow

date,open,high,low,close,volume,time
2020-01-01,7195.24000000,7196.25000000,7183.14000000,7186.68000000,51.64281200,00:00:00
2020-01-01,7187.67000000,7188.06000000,7182.20000000,7184.03000000,7.24814800,00:01:00

I also added cerebtro.run()

However the same error persists.

Here my current code

import backtrader as bt

class firstStrategy(bt.Strategy):
    params = (
        ('period', 21),
        )

    def __init__(self):
        self.startcash = self.broker.getvalue()
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.period)

    def next(self):
        if not self.position:
            if self.rsi < 30:
                self.buy(size=100)
        else:
            if self.rsi > 70:
                self.sell(size=100)

    def stop(self):
        pnl = round(self.broker.getvalue() - self.startcash,2)
        print('RSI Period: {} Final PnL: {}'.format(
            self.params.period, pnl))

if __name__ == '__main__':
    startcash = 10000

cerebro = bt.Cerebro()

cerebro.optstrategy(firstStrategy, period=range(14, 21))

data = bt.feeds.GenericCSVData(dataname='/Users/giacomofederle/TRADINGBOT/crypto_bot_course/2020_1minute.csv',
                               dtformat=('%Y-%m-%d'),
                               tmformat=('%H:%M:%S'),
                               datetime=0,
                               open=1,
                               high=2,
                               low=3,
                               close=4,
                               volume=5,
                               time=6,
                               openinterest=-1)

cerebro.adddata(data)

cerebro.plot()

cerebro.run()

thank you again

vladisld

@Giacomo the
run method should be called before
plot.

Giacomo

@vladisld thank you! That did made a difference.

Now I'm dividing by zero somewhere apparently

ZeroDivisionError: float division by zero

I know that the problem is with the bt.feeds.GenericCSVData part, because if I replace that bit with a feed from yahoo it works

Giacomo

Solved

self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.period, safediv=True)