[YahooFinanceData] FileNotFoundError

JustBlah

Hello, thanks for your work!

I'm having an issue with YahooFinanceData feed – it raises an exception after calling cerebro.run. I'm using sample code from GH repo:

from datetime import datetime
import backtrader as bt


class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1 = bt.ind.SMA(period=10)
        sma2 = bt.ind.SMA(period=30)
        crossover = bt.ind.CrossOver(sma1, sma2)
        self.signal_add(bt.SIGNAL_LONG, crossover)


cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

data0 = bt.feeds.YahooFinanceData(dataname='YHOO',
                                  fromdate=datetime(2011, 1, 1),
                                  todate=datetime(2012, 12, 31))

cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

How does actual exception look like:

Traceback (most recent call last):
  File "backtrade/strategy.py", line 25, in <module>
    cerebro.run()
  File "/Users/env/lib/python3.6/site-packages/backtrader/cerebro.py", line 1117, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/env/lib/python3.6/site-packages/backtrader/cerebro.py", line 1194, in runstrategies
    data._start()
  File "/Users/env/lib/python3.6/site-packages/backtrader/feed.py", line 203, in _start
    self.start()
  File "/Users/env/lib/python3.6/site-packages/backtrader/feeds/yahoo.py", line 456, in start
    super(YahooFinanceData, self).start()
  File "/Users/env/lib/python3.6/site-packages/backtrader/feeds/yahoo.py", line 90, in start
    super(YahooFinanceCSVData, self).start()
  File "/Users/env/lib/python3.6/site-packages/backtrader/feed.py", line 671, in start
    self.f = io.open(self.p.dataname, 'r')
FileNotFoundError: [Errno 2] No such file or directory: 'YHOO'

Info: CPython v3.6.1

I have investigated the problen so resolving chain looks like this:

(/feeds/yahoo.py): YahooFinanceData.start --> YahooFinanceData.super().start --> YahooFinanceCSVData.super().start -->
(/feed.py): CSVDataBase.start --> FileNotFoundError

It actually tries to check if a string (dataname) has the readline attribute:

# NOTE: Returns true
if self.f is None:
    # NOTE: Returns false for the string
    if hasattr(self.p.dataname, 'readline'):
        self.f = self.p.dataname
    else:
        # Let an exception propagate to let the caller know
        self.f = io.open(self.p.dataname, 'r')  # <- raises FileNotFoundError

backtrader

This is a hidden feature and a problem following the Yahoo API fiasco. First:

YHOO seems to no longer be available as ticker. Even if you aren't religious the proper exclamation here would be: "God knows why!"

Try YHOO.MX for example

Then:

In case the on-line data feed cannot open the network connection and by means of using the base class it will try to open a file of the same name located in the current directory

This was used several times for the samples when no network connection was available but the file had been pre-downloaded.

linyan1885

Hi,

I tried using YHOO.MX and it still gives me the same error. What can I do now?

Paska Houso

Use a provider which isn't Yahoo? Unless you have been under a rock during 2017, it is well known that Yahoo is no longer a data provider to be used.

The API was taken down, a new was found but has quirks included by Yahoo (column swapping, price removals, ...) ...

tommark

Please can anyone advise how we can swap these yahoo codes to workable codes

tommark

Self answer again, do an explicit path reference:
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(os.getcwd(), 'backtrader-master/datas/orcl-1995-2014.txt')

data0 = bt.feeds.YahooFinanceData(dataname=datapath , fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))

tommark

live yahoo feeds had some issue, swapped to quandl feeds instead