3. Resample data failing
For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Resample data failing

  • C

    Trying to resample some data. From 5min bars (or 15m bars, doesn't matter) to 60m. Fails with this error. I've tried a bunch of different options, files - all the same thing. If I switch to .Daily and compression=1 it doesn't fail - but it doesn't work either - the chart still shows the minute bars.

    Traceback (most recent call last):
    File "/home/chris/PycharmProjects/backtrader_gettingstarted/start.py", line 508, in <module>
    cerebro.run()
    File "/home/chris/anaconda3/lib/python3.6/site-packages/backtrader/cerebro.py", line 1142, in run
    runstrat = self.runstrategies(iterstrat)
    File "/home/chris/anaconda3/lib/python3.6/site-packages/backtrader/cerebro.py", line 1310, in runstrategies
    self._runnext(runstrats)
    File "/home/chris/anaconda3/lib/python3.6/site-packages/backtrader/cerebro.py", line 1568, in _runnext
    dt0 = min((d for i, d in enumerate(dts)
    ValueError: min() arg is an empty sequence

    0
  • B
    administrators

    The error alone doesn't help. How is the data being loaded? How does the data look like? (some lines) How is it resampled?

    0
  • C

    resampled like:

    cerebro.adddata(data)

    cerebro.resampledata(data, name="hour", timeframe=bt.TimeFrame.Minutes, compression=60)

    data loads fine (non resampled). looks like:

    ,close,date,high,low,open,volume,weightedAverage
    0,2220.1,2017-05-31 16:00:00,2228.99999,2214.99,2214.99999999,185503.59766414,2218.64712143
    1,2228,2017-05-31 16:05:00,2230.20025,2216.22,2225,222978.85375176,2227.49944904
    2,2229,2017-05-31 16:10:00,2234.01794077,2223.64379998,2228,96741.06959756,2231.5270648
    3,2225,2017-05-31 16:15:00,2229.99999999,2223.64379998,2225.99,86942.64376276,2228.13903275
    4,2228.90000014,2017-05-31 16:20:00,2234.99999999,2223.64379998,2228,185194.23815092,2228.92472684
    5,2228.6994172,2017-05-31 16:25:00,2234.999,2223.64390017,2228.90000014,101266.8286605,2231.24188522
    6,2216.5,2017-05-31 16:30:00,2235,2216.5,2228.6994172,207509.40443134,2229.98339086

    shouldn't matter but:

    data = btfeeds.GenericCSVData(
    dataname=filepath,

    fromdate=datetime.datetime(2016, 1, 1),
    todate=datetime.datetime.now(),

    nullvalue=0.0,

    dtformat=('%Y-%m-%d %H:%M:%S'),


    datetime=2,
    high=3,
    low=4,
    open=5,
    close=1,
    volume=6,
    openinterest=-1
)
    0
  • B
    administrators

    Things do actually matter.

    @cemdev said in Resample data failing:

    data = btfeeds.GenericCSVData(
    dataname=filepath,

    fromdate=datetime.datetime(2016, 1, 1),
    todate=datetime.datetime.now(),

    nullvalue=0.0,

    dtformat=('%Y-%m-%d %H:%M:%S'),


    datetime=2,
    high=3,
    low=4,
    open=5,
    close=1,
    volume=6,
    openinterest=-1
)

    With that, the platform has no way of knowing that the data is made up of 5-minutes bars. Even if it seems obvious to you, it might be the case that the data later has 1-minute bars and the shown data was only a period of thin trading. The default unless you say something else is to consider things to be 1-Day based.

    Use timeframe and compression. This is in the docs and for example in some other posts and in the Community - FAQ

    0
    C
     1 Reply
  • C

    @backtrader yes! that was it, thank you. i just assumed it picked up the timeframe from the data since it's defined there anyways (assuming bar data)

    0
Log in to reply
 
});