Cannot import backtrader

hobart-liu

It seems after I upgrade TA-Lib to 0.4.14, I cannot import backtrader. Below is error message

(pys) ➜ /Users/hobart : ipython
imPython 3.6.3 (default, Oct  4 2017, 06:09:38)
Type 'copyright', 'credits' or 'license' for more information
IPython 6.2.1 -- An enhanced Interactive Python. Type '?' for help.
por
In [1]: import backtrader
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-1-6074cc3425cc> in <module>()
----> 1 import backtrader

~/envs/pys/lib/python3.6/site-packages/backtrader/__init__.py in <module>()
     84 from . import timer as timer
     85
---> 86 from . import talib as talib
     87
     88 # Load contributed indicators and studies

~/envs/pys/lib/python3.6/site-packages/backtrader/talib.py in <module>()
     43     # Reverse TA_FUNC_FLAGS dict
     44     R_TA_FUNC_FLAGS = dict(
---> 45         zip(talib.abstract.TA_FUNC_FLAGS.values(),
     46             talib.abstract.TA_FUNC_FLAGS.keys()))
     47

AttributeError: module 'talib.abstract' has no attribute 'TA_FUNC_FLAGS'

In [2]: import talib

In [3]: import numpy

In [4]: close = numpy.random.random(100)
   ...: print(close)
   ...: talib.func.EMA(close)
   ...:
[0.48658111 0.60904357 0.62147432 0.44004752 0.72152203 0.40447694
 0.62992663 0.05292237 0.58165304 0.20155095 0.75575079 0.10174591
 0.29632501 0.30910017 0.85767516 0.64317007 0.64958776 0.91611994
 0.6151113  0.04768506 0.03936707 0.34715809 0.91454819 0.29295831
 0.31359631 0.86264969 0.39093227 0.50784194 0.73060873 0.64893869
 0.89015159 0.3883809  0.12647983 0.45509195 0.22169045 0.51436689
 0.96003853 0.47187102 0.35152709 0.66885533 0.12808871 0.05871258
 0.43275921 0.01570905 0.4997599  0.04186973 0.47195349 0.5048064
 0.90275798 0.05913387 0.71447511 0.64238185 0.53427691 0.66124972
 0.37921765 0.28745235 0.12909667 0.94801479 0.03092563 0.38271452
 0.17982208 0.21395737 0.44207327 0.18252941 0.47804247 0.3301851
 0.12874089 0.34280863 0.17782949 0.15736332 0.30753052 0.37638499
 0.84797322 0.69876274 0.26208841 0.53892864 0.99381914 0.29684256
 0.36565316 0.4033303  0.84659048 0.76722345 0.71053515 0.1864778
 0.82724368 0.56304743 0.79407747 0.06618106 0.63766327 0.831639
 0.18146517 0.94024284 0.44916914 0.58341733 0.09677711 0.84488009
 0.77562232 0.18376314 0.45425217 0.02113227]
Out[4]:
array([       nan,        nan,        nan,        nan,        nan,
              nan,        nan,        nan,        nan,        nan,
              nan,        nan,        nan,        nan,        nan,
              nan,        nan,        nan,        nan,        nan,
              nan,        nan,        nan,        nan,        nan,
              nan,        nan,        nan,        nan, 0.49966897,
       0.52486139, 0.5160562 , 0.49092224, 0.48861061, 0.47138995,
       0.47416266, 0.50550949, 0.50333927, 0.49354493, 0.50485528,
       0.48054776, 0.45333259, 0.45200527, 0.42385713, 0.42875408,
       0.4037938 , 0.4081912 , 0.41442444, 0.44592983, 0.42097525,
       0.43991073, 0.45297338, 0.45821877, 0.47131754, 0.46537561,
       0.45389669, 0.43294185, 0.46617236, 0.43809193, 0.43451919,
       0.41808712, 0.40491746, 0.40731461, 0.39281234, 0.39831106,
       0.39391583, 0.37680777, 0.37461428, 0.36191849, 0.34872138,
       0.3460639 , 0.3480201 , 0.38027514, 0.40082273, 0.39187213,
       0.40135965, 0.43958284, 0.43037379, 0.42619826, 0.42472291,
       0.45194017, 0.47228103, 0.48765226, 0.46822165, 0.49138436,
       0.49600779, 0.51523809, 0.48626667, 0.49603419, 0.51768611,
       0.49599444, 0.52465563, 0.51978553, 0.52389081, 0.49633509,
       0.51882186, 0.53538963, 0.51270405, 0.50893296, 0.47746195])

TA-Lib (0.4.14)
backtrader (1.9.59.122)

Do we have a quick solution for this? Or just my computer has this problem?

Paska Houso

@hobart-liu said in Cannot import backtrader:

Do we have a quick solution for this?

Undo the upgrade?

hobart-liu

If it is not my own problem, then I am relieved :D

backtrader

Having a couple of free minutes, it was easy to see where the problem lies. Check:

https://github.com/mrjbq7/ta-lib/commit/ddce83fdb72bb0bc1b1311cc73d524d8bdb59556#diff-6611e06e7f0384b7c744cc65c94ea8b2

Code reordering has taken place in ta-lib, rendering many of the previously available items inside talib.abstract non-reachable.

You may open a bug with them if you wish.

Nicolas99-9

I have the same problem now, any solution to fix ?

hobart-liu

Actually, I am not expert of talib. Not sure if I can clearly point out the problem. But I managed to rewrite indicators in backtrader. It is much easier for me. Good platform, Unless some python concept is not consistent. ;-)

backtrader

The ta-lib developer has been so kind as to re-expose the interface that made automatic parsing of ta-lib functions possible.

See:

PyPi Package: https://pypi.python.org/pypi/TA-Lib/0.4.15
Issue #176: https://github.com/mrjbq7/ta-lib/issues/176

Upgrading to 0.4.15 should solve the problem.