Indicator Init Error

Michael ling

Hi, I am trying to analyze a ATR difference between ta-lib and backtrader. So i create a naive code sample to dump all bt ATR value. But out of no reason, bt.ATR init seems lost its default params (p.movav = None).

Can some help take a look?

import backtrader as bt
import pandas as pd


class atr_start(bt.Strategy):

    def __init__(self):
        self.atr20 = bt.ind.ATR( period=20 )

    def next(self):
        print(f"Date: {self.data.datetime.datetime(0):%Y-%m-%d} ",
              f"ATR20: {self.atr20.atr[0]}")

    def stop(self):
        atr = self.atr20.get(size=len(self.atr20))
        dt = map(bt.utils.num2date, self.data.datetime.get(size=len(self.data.datetime)))

        df = pd.DataFrame(list(zip(dt, atr)), columns=['datetime', 'atr20'])
        df.set_index('datetime', inplace=True)
        df.to_csv("atr20.csv")


if __name__ == '__main__':

    cerebro = bt.Cerebro(stdstats=False)

    df = pd.read_csv('2017-2022-BNB.csv', parse_dates=True, index_col=0)
    data = bt.feeds.PandasData(dataname=df, name='BNB', timeframe=bt.TimeFrame.Days)

    cerebro.adddata(data)
    cerebro.addstrategy(atr_start)

    cerebro.run()

    # END

Michael ling

@michael-ling attach error msg here:

Traceback (most recent call last):
  File "/Volumes/Extension/Projects/backtrader/samples/atr20/atr20.py", line 34, in <module>
    cerebro.run()
  File "/Volumes/Extension/Projects/backtrader/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Volumes/Extension/Projects/backtrader/backtrader/cerebro.py", line 1217, in runstrategies
    strat = stratcls(*sargs, **skwargs)
  File "/Volumes/Extension/Projects/backtrader/backtrader/metabase.py", line 88, in __call__
    _obj, args, kwargs = cls.doinit(_obj, *args, **kwargs)
  File "/Volumes/Extension/Projects/backtrader/backtrader/metabase.py", line 78, in doinit
    _obj.__init__(*args, **kwargs)
  File "/Volumes/Extension/Projects/backtrader/samples/atr20/atr20.py", line 8, in __init__
    self.atr20 = bt.ind.ATR( period=20 )
  File "/Volumes/Extension/Projects/backtrader/backtrader/indicator.py", line 53, in __call__
    return super(MetaIndicator, cls).__call__(*args, **kwargs)
  File "/Volumes/Extension/Projects/backtrader/backtrader/metabase.py", line 88, in __call__
    _obj, args, kwargs = cls.doinit(_obj, *args, **kwargs)
  File "/Volumes/Extension/Projects/backtrader/backtrader/metabase.py", line 78, in doinit
    _obj.__init__(*args, **kwargs)
  File "/Volumes/Extension/Projects/backtrader/backtrader/indicators/atr.py", line 121, in __init__
    self.lines.atr = self.p.movav(TR(self.data), period=self.p.period)
TypeError: 'NoneType' object is not callable

Michael ling

@michael-ling sorry, i spotted a code error, this is solved. Though, I don't know how to delete/revise my post?

Pierre Cilliers 0

@michael-ling @michael-ling

Just for future users arriving here. Would you please post your solution.

I think it might be due to the fact that you are not passing in any data to your ATR indicator. Therefore it should be something like this instead:

self.atr20 = bt.ind.ATR(self.data, period=20)