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

  • B

    Hi @backtrader,

    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!

    0
  • B
    administrators

    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

    0
  • B

    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?

    0
  • B
    administrators

    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.

    0