[BC Break] IndexError: index out of range after commit cdb80f8472fc1aeb05d84c5b52b86412e3f89632

borodiliz

This code has stopped working for me after commit db80f8472fc1aeb05d84c5b52b86412e3f89632

pypy bc-break.py --adddata1m -> OK
pypy bc-break.py --addresample10m -> OK
pypy bc-break.py --addresample15m -> OK
pypy bc-break.py --adddata1m --addresample10m --addresample15m -> FAIL

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)


import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = dict(

                  talib=False
                  )

    def __init__(self):
        ''''''
       

    def next(self):
        txt = []
        txt.append('{:04d}'.format(len(self)))
        txt.append('{:04d}'.format(len(self.data0)))
        txt.append(self.data0.datetime.datetime())
        txt.append('{:.2f}'.format(self.data0.close[0]))

        try:
            if len(self.datas[1]):
                txt.append('{:04d}'.format(len(self.data1)))
                txt.append(self.data1.datetime.datetime())
                txt.append('{:.2f}'.format(self.data1.close[0]))

        except IndexError:
            False #Nothing to do

        try:
            if len(self.datas[2]):
                txt.append('{:04d}'.format(len(self.data2)))
                txt.append(self.data2.datetime.datetime())
                txt.append('{:.2f}'.format(self.data2.close[0]))
        except IndexError:
            False #Nothing to do

        print(','.join(str(x) for x in txt))


def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict(
                  timeframe=bt.TimeFrame.Minutes,
                  compression=5,
                  )

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, ** kwargs)

    if args.adddata1m:
        cerebro.adddata(data0)

    if args.addresample10m:
        cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=10)

    if args.addresample15m:
        cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=15)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(** eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, ** eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, ** eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(** eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(** eval('dict(' + args.plot + ')'))


def parse_args(pargs=None):
    parser = argparse.ArgumentParser(
                                     formatter_class=argparse.ArgumentDefaultsHelpFormatter,
                                     description=(
                                     'Sample Skeleton'
                                     )
                                     )

    parser.add_argument('--data0', default='../../datas//2006-min-005.txt',
                        required=False, help='Data to read in')

    # Defaults for dates
    parser.add_argument('--fromdate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--todate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--cerebro', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--broker', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--sizer', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--strat', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--plot', required=False, default='',
                        nargs='?', const='{}',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--adddata1m', action='store_true', required=False,
                        help='Add 1 minute data')

    parser.add_argument('--addresample10m', action='store_true', required=False,
                        help='Add resample for 10 minute data')

    parser.add_argument('--addresample15m', action='store_true', required=False,
                        help='Add resample for 15 minute data')


    return parser.parse_args(pargs)


if __name__ == '__main__':
    runstrat()

It seems a problem while combining adddata and resampledata

Thanks in advance!

backtrader

That's the development branch. It's not guaranteed to work and in this case it doesn't.

The latest commit for the stable and working (as good as possible) master branch: Latest commit 61ae6d9 17 days ago

borodiliz

I realized that it is only in the development branch. Sometimes I sync this branch and test my code.
Should we contact you if we detect any problems on this branch?

backtrader

You can always post anything you may consider relevant, but in general a development branch should only be used to check the functionality of a specific commit which may solve something of your interest.