error resampling data
I have a 15m bar feed, which I am resampling to 1hr and 2hr bars - works fine. But when I change the 2hr bar to resample to daily I get this error:
File "/home/chris/anaconda3/lib/python3.6/site-packages/backtrader/strategy.py", line 424, in getwritervalues
values.extend([''] * iocsv.lines.isize())
AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Indicat' object has no attribute 'isize'
I am writing to csv, but it doesn't seem to be related because the error continues even if i disable csv output for that datafeed. Not really sure where to start with this one?
data = btfeeds.GenericCSVData( dataname=datafilepath, fromdate=datetime.datetime(2016, 1, 1), todate=datetime.datetime.now(), timeframe=bt.TimeFrame.Seconds, compression=candlestick_period, nullvalue=0.0, dtformat=('%Y-%m-%d %H:%M:%S'), datetime=2, high=3, low=4, open=5, close=1, volume=6, openinterest=-1 ) cerebro.adddata(data, name=x) cerebro.resampledata(data, name=x + "_hour", timeframe=bt.TimeFrame.Minutes, compression=60) cerebro.resampledata(data, name=x + "_daily", timeframe=bt.TimeFrame.Minutes, compression=60*24)
Note, TimeFrame.Daily, compression=1 does the same thing. Just tried this to see. Everything up to 8hours works fine. After 8, I get this error.
A use case which was never caught before and the code contains a typo.
Corrected in the development branch: https://github.com/mementum/backtrader/commit/a7cdb5dcf2d1226e661995415d3ea44304d9fab9
thank you! i modified strategy.py with that change and it works now. your support is amazing.