3. IndexError: array assignment index out of range
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IndexError: array assignment index out of range

  • C

    Hello I 'm using "analyzer-annualreturn.py" that I have modified to use generic data .
    the problem is that I have a data of gold that doesn't have neither volume nor openinterest.

    *when I try to use the program I have the following error:

    C:\Users\bobwilson\Anaconda2\python.exe C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py --plot
Traceback (most recent call last):
  File "C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py", line 273, in <module>
    runstrategy()
  File "C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py", line 206, in runstrategy
    cerebro.run()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 809, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 926, in runstrategies
    self._runonce(runstrats)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 1245, in _runonce
    strat._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 274, in _once
    indicator._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 274, in _once
    indicator._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 294, in _once
    self.oncestart(self._minperiod - 1, self._minperiod)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\indicators\basicops.py", line 371, in oncestart
    super(ExponentialSmoothing, self).once(start, end)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\indicators\basicops.py", line 334, in once
    dst[i] = math.fsum(src[i - period + 1:i + 1]) / period
IndexError: array assignment index out of range*

    # Create the 1st data
    data = btfeeds.GenericCSVData(
        dataname='C:/Users/bobwilson/PycharmProjects/PYondaSMA/eurusd24122016.csv',

        fromdate=datetime.datetime(2016, 1, 8),
        todate=datetime.datetime(2016, 1, 23),

        nullvalue=0.0,

        dtformat=('%Y-%m-%d %H:%M:%S'),
        # tmformat=('%H:%M:%S'),
        datetime=0,
        high=2,
        low=3,
        open=4,
        close=1,
        volume=5,
        openinterest=-1, )
    # Add the 1st data to cerebro
    cerebro.adddata(data)

    this is the sample of my data :

    Date,PX_OPEN,PX_HIGH,PX_LOW,PX_SETTLE
10/09/2010,1243.75,1251.25,1236.8,1246.25
13/09/2010,1244.25,1249.1,1241.32,1245.6
14/09/2010,1245.65,1274.95,1244.82,1268.15
15/09/2010,1268.2,1271.97,1263.2,1268.05
16/09/2010,1268.1,1278.02,1264.93,1275.25
17/09/2010,1275.1,1282.97,1272,1274.3
20/09/2010,1277.15,1283.8,1274.35,1278.35
21/09/2010,1278.25,1291,1270.9,1287.15
22/09/2010,1287.25,1296.3,1286.45,1291.35
23/09/2010,1291.45,1296.1,1287.05,1292.45
24/09/2010,1292.35,1300.07,1291.4,1295.95
27/09/2010,1297.8,1300.15,1294.25,1294.35
28/09/2010,1294.35,1310.2,1283.15,1309.05
29/09/2010,1309.2,1313.45,1305.73,1309.85
30/09/2010,1309.95,1315.95,1295.85,1308.35
01/10/2010,1308.53,1320.7,1306.15,1319.1
04/10/2010,1319.95,1320.63,1312.58,1315.25
05/10/2010,1315.35,1341.81,1312.55,1340.65
06/10/2010,1340.75,1349.8,1339.03,1349.05
07/10/2010,1349,1364.77,1325.88,1333.55
08/10/2010,1333.6,1349.8,1325.2,1346.74
11/10/2010,1346.6,1355.65,1340.35,1354.05
12/10/2010,1353.95,1355.77,1340.8,1350.35
13/10/2010,1350.45,1374.35,1349,1372.15
14/10/2010,1372.05,1387.35,1370.6,1381.15
15/10/2010,1381.1,1385.65,1362.38,1368.4
18/10/2010,1370.07,1375.14,1353.18,1368.45
19/10/2010,1368.65,1371.2,1328.3,1332.05
20/10/2010,1331.95,1347.35,1330.38,1346.25
21/10/2010,1346.15,1349.25,1318,1325.68
22/10/2010,1325.75,1328.65,1315.45,1328.45
25/10/2010,1329.3,1349.3,1329.15,1339.85
26/10/2010,1339.95,1343.75,1328.25,1340.45
27/10/2010,1340.55,1343.8,1319.2,1325.35
28/10/2010,1325.35,1346.1,1322.93,1344.05
29/10/2010,1344.15,1359.7,1335.35,1359.4
01/11/2010,1361.22,1365.85,1349.05,1353.85
02/11/2010,1353.47,1359.75,1350.52,1357.45
03/11/2010,1357.35,1364.6,1325.82,1348.55
04/11/2010,1348.65,1393.55,1346.95,1392.5
05/11/2010,1392.55,1398.27,1374.05,1393.65
08/11/2010,1394.35,1410.6,1386.82,1409.55
09/11/2010,1409.65,1424.6,1382.8,1392.9

    Does anyone knows why I have this problem ?

    0
  • C

    My period of observation was to small. it does work when I put more days .

    0
  • B
    administrators

    Although not shown in your code snippet, the error trace indicates that a moving average (directly or over another indicator which makes use of it) is in play.

    Apparently the minimum data, as you already realized, was not enough for the batch calculation.

    In this case running with runonce=False would have also not generated the error (each calculation would have been on a step by step basis)

    0
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