YahooFinance

marsario

Hi,

I haven't used Backtrader for over six months, and wow, none of my programs works any more :(

The problem seems to be with YahooFinance. I saw some people have had similar problems online, but other posts didn't help me, so I thought of opening a new one.

When I run any strategy, I get FileNotFoundError.

In this post (https://community.backtrader.com/topic/3979/help-with-yahoofinance-data/3)
@run-out recommended to add the following line to the file feeds/yahoo.py: sess.headers['User-Agent'] = 'backtrader'

However, when I do that, I get TypeError.

I'm attaching below a basic code I tested this with, and more information about the two exceptions:

import backtrader as bt
import datetime



enddate=datetime.date.today()
startdate = enddate - datetime.timedelta(days=(365*2))
cerebro = bt.Cerebro()

cerebro.adddata(bt.feeds.YahooFinanceData(
        dataname="AAPL",
        timeframe=bt.TimeFrame.Days,
        fromdate=startdate,
        todate=enddate,
        reverse=False,
        ))



class basicStrategy(bt.Strategy):
    print("basicStrategy has been added")
        
    def __init__(self):
        print("Strategy has started. This is init")

    def prenext(self):
        print("Prenext")

    def next(self):
        firstdataname = self.datas[0]._name
        stockpricetoday = self.datas[0].close[0]
        today = bt.num2date(self.datas[0].datetime[0]).date()
        print(today,firstdataname,"is trading for",stockpricetoday)

cerebro.broker.setcash(100000.0)
cerebro.addstrategy(basicStrategy)
print("Launching the strategy")
cerebro.run()
print("Strategy is over")


  File "/Users/simoneromeo/Investment Files/Learning Backtrader/67 debugging_yahoof_errors.py", line 38, in <module>
    cerebro.run()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/cerebro.py", line 1210, in runstrategies
    data._start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feed.py", line 203, in _start
    self.start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feeds/yahoo.py", line 355, in start
    super(YahooFinanceData, self).start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feeds/yahoo.py", line 94, in start
    super(YahooFinanceCSVData, self).start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feed.py", line 674, in start
    self.f = io.open(self.p.dataname, 'r')

FileNotFoundError: [Errno 2] No such file or directory: 'AAPL'

runfile('/Users/simoneromeo/Investment Files/Learning Backtrader/67 debugging_yahoof_errors.py', wdir='/Users/simoneromeo/Investment Files/Learning Backtrader')
basicStrategy has been added
Launching the strategy
Traceback (most recent call last):

  File "/Users/simoneromeo/Investment Files/Learning Backtrader/67 debugging_yahoof_errors.py", line 38, in <module>
    cerebro.run()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/cerebro.py", line 1210, in runstrategies
    data._start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feed.py", line 203, in _start
    self.start()

  File "/Users/simoneromeo/opt/anaconda3/lib/python3.8/site-packages/backtrader/feeds/yahoo.py", line 355, in start
    # Prepared a "path" file -  CSV Parser can take over

TypeError: super(type, obj): obj must be an instance or subtype of type