Unable to feed my custom DataFrame to backtrader

[Ahmad Nazari]

Hi, I have a custom Pandas DataFrame and I want to feed this data that has different column names to backtrader. For do this, I wrote my code according to documentation:

[Ahmad Nazari]

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

Hi, I have a custom Pandas DataFrame and I want to feed this data that has different column names to backtrader. For do this, I wrote my code according to documentation:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime  # For datetime objects

# Import the backtrader platform
import backtrader as bt




# data class
class PandasData(bt.feeds.DataBase):
    '''
    The ``dataname`` parameter inherited from ``feed.DataBase`` is the pandas
    DataFrame
    '''

    params = (
        ('datetime', None),
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('Volume', -1),
        ('pos_side', -1),
        ('entry', -1),
        ('exit', -1),
        ('pos_result', -1),
        ('ema1', 15),
        ('ema2', 16),
        ('ema3', 17),
    )


# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])



if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Create a Data Feed
    data_bt = PandasData(dataname=data)
    

    # Add the Data Feed to Cerebro
    cerebro.adddata(data_bt)
    

    # Set our desired cash start
    cerebro.broker.setcash(1000.0)


    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

[Ahmad Nazari]

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

Hi, I have a custom Pandas DataFrame and I want to feed this data that has different column names to backtrader. For do this, I wrote my code according to documentation:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime  # For datetime objects

# Import the backtrader platform
import backtrader as bt




# data class
class PandasData(bt.feeds.DataBase):
    '''
    The ``dataname`` parameter inherited from ``feed.DataBase`` is the pandas
    DataFrame
    '''

    params = (
        ('datetime', None),
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('Volume', -1),
        ('pos_side', -1),
        ('entry', -1),
        ('exit', -1),
        ('pos_result', -1),
        ('ema1', 15),
        ('ema2', 16),
        ('ema3', 17),
    )


# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])



if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Create a Data Feed
    data_bt = PandasData(dataname=data)
    

    # Add the Data Feed to Cerebro
    cerebro.adddata(data_bt)
    

    # Set our desired cash start
    cerebro.broker.setcash(1000.0)


    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

But, this code doesn't work and the length of the feed data (data_bt) will be 0!

I tried different methods from different sites for do this but I couldn't solve the problem, Please help me to feed my data to backtrader. Thank you!

[Ahmad Nazari]

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

Hi, I have a custom Pandas DataFrame and I want to feed this data that has different column names to backtrader. For do this, I wrote my code according to documentation:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime  # For datetime objects

# Import the backtrader platform
import backtrader as bt




# data class
class PandasData(bt.feeds.DataBase):
    '''
    The ``dataname`` parameter inherited from ``feed.DataBase`` is the pandas
    DataFrame
    '''

    params = (
        ('datetime', None),
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('Volume', -1),
        ('pos_side', -1),
        ('entry', -1),
        ('exit', -1),
        ('pos_result', -1),
        ('ema1', 15),
        ('ema2', 16),
        ('ema3', 17),
    )


# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])



if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Create a Data Feed
    data_bt = PandasData(dataname=data)
    

    # Add the Data Feed to Cerebro
    cerebro.adddata(data_bt)
    

    # Set our desired cash start
    cerebro.broker.setcash(1000.0)


    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

But, this code doesn't work and the length of the feed data (data_bt) will be 0!

I tried different methods from different sites for do this but I couldn't solve the problem, Please help me to feed my data to backtrader. Thank you!

@backtrader @vladisld

[Ahmad Nazari]

@ahmad-nazari said in Unable to feed my custom DataFrame to backtrader:

Hi, I have a custom Pandas DataFrame and I want to feed this data that has different column names to backtrader. For do this, I wrote my code according to documentation:

this is the output of the above code. (I add the print sections to better represent the problem)