Hi everyone,
I try to create customer indicator with two datafeeds. However, indicator instance creation fails with error because
data0 and data1 have different start & end dates. How do I synchronize datas ?
Error
IndexError: array index out of range
Indicator class
class RatioInd(bt.Indicator):
lines = ('line',)
params = (('period', 20),)
def __init__(self):
self.addminperiod(self.params.period)
def next(self):
self.lines.line[0] = self.data1.close[0]/self.data0.close[0]
Indicator instance:
class TestStrategy(bt.Strategy):
...
def __init__(self,exclfromdate, excltodate, ticker):
self.RATIO = RatioInd(self.datas[0], self.datas[1], period=20)
Data is not in sync:
==> QQQ_D.csv <==
Date,Open,High,Low,Close,Adj Close,Volume
1999-03-10,51.125000,51.156250,50.281250,51.062500,44.792862,5232000
==> TLT_D.csv <==
Date,Open,High,Low,Close,Adj Close,Volume
2002-07-30,81.750000,81.900002,81.519997,81.519997,43.715279,6100
