TypeError: must be real number, not str

Jesen616

Re: Error: When strings show up where they aren't wanted...

Thanks to all. I'm trying to optimize my strategy params. When I run my cerebro, I get a "TypeError: must be real number, not str".

Traceback (most recent call last):
  File "<stdin>", line 17, in <module>
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\cerebro.py", line 1140, in run
    data.preload()
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feed.py", line 438, in preload
    while self.load():
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feed.py", line 479, in load
    _loadret = self._load()
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feeds\pandafeed.py", line 255, in _load
    line[0] = self.p.dataname.iloc[float(self._idx), float(colindex)]
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\linebuffer.py", line 222, in __setitem__
    self.array[self.idx + ago] = float(value)
TypeError: must be real number, not str

cerebro=bt.Cerebro()
data = bt.feeds.PandasData(dataname=data3)
cerebro.adddata(data)
cerebro.broker.setcash(5000)
dcash0 = cerebro.broker.startingcash
cerebro.addsizer(bt.sizers.FixedSize,stake=1)
cerebro.broker.setcommission(commission=0.001)    
print('初始资金:%.2f'% cerebro.broker.getvalue())        cerebro.addanalyzer(bt.analyzers.SharpeRatio,_name='SharpeRatio',legacyannual=True)
cerebro.addanalyzer(bt.analyzers.AnnualReturn,_name='AnnualReturn')       cerebro.addanalyzer(bt.analyzers.TradeAnalyzer,_name='TradeAnalyzer')
cerebro.addanalyzer(bt.analyzers.DrawDown,_name='DW')
cerebro.addanalyzer(bt.analyzers.Returns, _name = "returns")
cerebro.addsizer(bt.sizers.PercentSizer, percents = 10)
result = cerebro.run()

My datafeed seems to be fine.

 data3
                     open  high   low close  volume openinterest
datetime
2020-12-22 14:45:00  2059  2059  2046  2046   72912            0
2020-12-22 15:00:00  2047  2047  2021  2022  149478            0
2020-12-22 21:15:00  2052  2056  2042  2052  166632            0
2020-12-22 21:30:00  2052  2060  2051  2057   87273            0
2020-12-22 21:45:00  2058  2067  2056  2063   96679            0

Can anyone answer it?Thanks a lot.

Jesen616

@jesen616 said in TypeError: must be real number, not str:

Re: Error: When strings show up where they aren't wanted...

Thanks to all. I'm trying to optimize my strategy params. When I run my cerebro, I get a "TypeError: must be real number, not str".

Traceback (most recent call last):
  File "<stdin>", line 17, in <module>
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\cerebro.py", line 1140, in run
    data.preload()
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feed.py", line 438, in preload
    while self.load():
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feed.py", line 479, in load
    _loadret = self._load()
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\feeds\pandafeed.py", line 255, in _load
    line[0] = self.p.dataname.iloc[float(self._idx), float(colindex)]
  File "C:\Users\cl\AppData\Local\Programs\Python\Python38\lib\site-packages\backtrader\linebuffer.py", line 222, in __setitem__
    self.array[self.idx + ago] = float(value)
TypeError: must be real number, not str

cerebro=bt.Cerebro()
cerebro.optstrategy(MyStrategy1,var1=range(10,15),var2=range(25,30),>up1=range(25,30),g=(1,))
data = bt.feeds.PandasData(dataname=data3)
cerebro.adddata(data)
cerebro.broker.setcash(5000)
dcash0 = cerebro.broker.startingcash
cerebro.addsizer(bt.sizers.FixedSize,stake=1)
cerebro.broker.setcommission(commission=0.001)    
print('初始资金:%.2f'% cerebro.broker.getvalue())        cerebro.addanalyzer(bt.analyzers.SharpeRatio,_name='SharpeRatio',legacyannual=True)
cerebro.addanalyzer(bt.analyzers.AnnualReturn,_name='AnnualReturn')       cerebro.addanalyzer(bt.analyzers.TradeAnalyzer,_name='TradeAnalyzer')
cerebro.addanalyzer(bt.analyzers.DrawDown,_name='DW')
cerebro.addanalyzer(bt.analyzers.Returns, _name = "returns")
cerebro.addsizer(bt.sizers.PercentSizer, percents = 10)
result = cerebro.run()

My datafeed seems to be fine.

 data3
                     open  high   low close  volume openinterest
datetime
2020-12-22 14:45:00  2059  2059  2046  2046   72912            0
2020-12-22 15:00:00  2047  2047  2021  2022  149478            0
2020-12-22 21:15:00  2052  2056  2042  2052  166632            0
2020-12-22 21:30:00  2052  2060  2051  2057   87273            0
2020-12-22 21:45:00  2058  2067  2056  2063   96679            0

Can anyone answer it?Thanks a lot.

vladisld

@jesen616 it seems there was a problem with pd.read_csv to parse the data column.

please provide your code that initializes the data3 variable.