Unable to feed my custom DataFrame to backtrader

Ahmad Nazari

Hello, 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
import backtrader as bt


# data class
class PandasData(bt.feeds.DataBase):
   
    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)

    # represent the problem
    print('Len data:', len(data))
    print('Len data_bt:', len(data_bt))

    # 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 after running the above code, the length of the data_bt will be 0 and cerebro doesn't loop through the dataset to backtest the strategy and below is the output:

for better show my dataset these 2 images are the data.head() :

and also data.dtypes:

I searched a lot and try various methods for feeding the data but couldn't solve this problem, please help me to solve it. @backtrader @ab_trader @vladisld
Thank you!

CDubya

@ahmad-nazari

Hello, I stumbled across backtader after creating a whole lot of PYTHON UDF's for Excel with XLWINGS (awesome library btw)

thinking I was spiffy, I thought I'd use my existing code to create a dataframe to pass to Cerebro and use the already calculated indicators at my disposal. I didn't get it to work. so I just "rebuilt" the indicators in BT's INIT

i am really really new to BackTrader. thinking starting last friday.

This guy seems to have done it. his trading logic was off, but I think he has done what you're trying to do. I think the key is to structure the data so that Cerebro "knows" where to look for the values it is trying to work with.

https://community.backtrader.com/topic/5217/simple-macd-strategy-with-long-short-and-close

Good Luck. this is an astounding package. considering I used to do all of this years ago in C and C++ before TALIB existed.

kareem88990

@cdubya said in Unable to feed my custom DataFrame to backtrader:

Hello, I stumbled across backtader after creating a whole lot of PYTHON

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Hello, I stumbled across backtader after creating a whole lot of PYTHON