[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.