Thanks @backtrader I used GenericCSVData and successfully loaded data into cerebro. I was changing the code a lot due to trying loading data phase that is I the error log and original code was pointing different classes.

@backtrader Thanks! I opened another thread since the error I getting was a different one.

Hi everyone,

I am trying to run a very simple backtesting strategy, however, I am getting AttributeError: 'GenericCSV' object has no attribute 'setenvironment' error while trying to load the data into cerebro. It basically happens in cerebro.adddata and I am using GenericCSV data format by reading from a .csv file.

Traceback (most recent call last):
  File "backtesting.py", line 40, in <module>
    cerebro.adddata(data)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/cerebro.py", line 758, in adddata
    data.setenvironment(self)
AttributeError: 'GenericCSV' object has no attribute 'setenvironment'

Here is my example code below;

from datetime import datetime
import backtrader as bt


class TestStrategy(bt.Strategy):

    def __init__(self):
        print('FOOBAR')


class OHLCData(bt.feeds.GenericCSV):
    params = (
        ('dtformat', '%Y-%m-%d %H:%M:%S'),
        ('datetime', 0),
        ('time', -1),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', -1),
        ('timeframe', bt.TimeFrame.Minutes),
        ('compression', 60),
    )


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(TestStrategy)
    cerebro.broker.setcommission(commission=0.001)

    data = OHLCData(dataname='/Users/buraktas/algotrader/algotrader/backtesting/test_data.csv')

    cerebro.adddata(data)
    cerebro.broker.setcash(1000.0)
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.run()
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.plot(style='bar')

And here is the .csv file I got

datetime,open,high,low,close,volume
2017-07-15 13:00:00,183.33,189.0,181.34,181.54,9797.22
2017-07-15 14:00:00,181.52,184.0,178.0,180.26,24246.76
2017-07-15 15:00:00,180.26,180.27,176.35,178.82,22395.28
2017-07-15 16:00:00,178.82,182.0,177.11,180.52,11845.78
2017-07-15 17:00:00,180.52,184.0,178.2,182.49,11625.9
2017-07-15 18:00:00,182.49,183.2,179.05,179.32,6882.71
2017-07-15 19:00:00,179.32,181.2,179.28,181.2,8096.29
2017-07-15 20:00:00,181.19,181.21,175.51,175.51,14454.75
2017-07-15 21:00:00,175.51,178.12,175.05,176.18,10333.21
2017-07-15 22:00:00,176.17,177.05,173.5,174.48,15422.67
2017-07-15 23:00:00,174.49,176.0,167.0,167.72,32336.96
2017-07-16 00:00:00,168.22,172.0,165.24,165.64,27662.9
2017-07-16 01:00:00,165.67,171.1,164.0,166.86,24991.78
2017-07-16 02:00:00,166.86,172.3,166.85,169.78,11534.34
2017-07-16 03:00:00,169.77,171.21,166.41,167.03,8431.53
2017-07-16 04:00:00,166.87,168.16,165.05,165.54,6999.98
2017-07-16 05:00:00,165.33,165.47,160.53,160.79,13150.77
2017-07-16 06:00:00,160.64,164.0,154.42,160.66,34607.19
2017-07-16 07:00:00,160.97,162.16,155.0,156.79,11609.98
2017-07-16 08:00:00,156.78,157.55,154.5,154.53,7494.6
2017-07-16 09:00:00,154.53,154.63,151.17,152.42,16870.68
2017-07-16 10:00:00,152.45,152.59,145.0,145.12,21192.75
2017-07-16 11:00:00,145.28,147.54,137.0,137.99,38179.05
2017-07-16 12:00:00,137.99,141.7,132.54,134.32,37655.74
2017-07-16 13:00:00,134.26,155.5,130.26,153.0,77604.66
2017-07-16 14:00:00,152.12,152.57,140.34,146.93,38863.56
2017-07-16 15:00:00,146.99,154.56,146.99,152.07,31752.34
2017-07-16 16:00:00,152.07,163.88,151.01,162.49,34226.85
2017-07-16 17:00:00,162.47,164.55,157.18,159.0,28391.9
2017-07-16 18:00:00,158.89,158.93,151.0,153.0,22441.2

I am not a python expert, however, I kinda debugged and tried to see what's going on internally. The thing is GenericCSV class itself doesn't have setenvironment method defined (it is inheriting from AbstractDataBase in feeds.py file). So, if I copy paste setenvironment method into GenericCSV class then I start to get another error on next undefined method or variable. I appreciate for any kind of help. Thanks!

Hey @backtrader do you have any chance to look at it? Thanks!

@backtrader Thanks. I guess I started to understand. I made the code much more clear. I basically converting data from mongodb into a csv then reading data from csv file. However, now I am getting a different error which is

Traceback (most recent call last):
  File "backtesting.py", line 38, in <module>
    cerebro.adddata(data)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/cerebro.py", line 758, in adddata
    data.setenvironment(self)
AttributeError: 'OHLCData' object has no attribute 'setenvironment

And this is the code I am running

from __future__ import (absolute_import, division, print_function, unicode_literals)
from datetime import datetime
import backtrader as bt


class TestStrategy(bt.Strategy):
    def next(self):
        print(','.join(str(x) for x in [self.datetime.datetime(0), self.data.close[0]]))


class OHLCData(bt.feeds.GenericCSV):
    params = (
        ('dtformat', '%Y-%m-%d %H:%M:%S'),
        ('datetime', 0),
        ('time', -1),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', -1),
        ('timeframe', bt.TimeFrame.Minutes),
        ('compression', 60)
    )


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(TestStrategy)
    cerebro.broker.setcommission(commission=0.001)

    data = OHLCData(dataname='/Users/buraktas/algotrader/algotrader/backtesting/test_data.csv')

    cerebro.adddata(data)
    cerebro.broker.setcash(1000.0)
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.run()
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.plot(style='bar')

And finally here is the example csv file I have;

datetime,open,high,low,close,volume
2017-07-15 13:00:00,183.33,189.0,181.34,181.54,9797.22
2017-07-15 14:00:00,181.52,184.0,178.0,180.26,24246.76
2017-07-15 15:00:00,180.26,180.27,176.35,178.82,22395.28
2017-07-15 16:00:00,178.82,182.0,177.11,180.52,11845.78
2017-07-15 17:00:00,180.52,184.0,178.2,182.49,11625.9
2017-07-15 18:00:00,182.49,183.2,179.05,179.32,6882.71
2017-07-15 19:00:00,179.32,181.2,179.28,181.2,8096.29
2017-07-15 20:00:00,181.19,181.21,175.51,175.51,14454.75
2017-07-15 21:00:00,175.51,178.12,175.05,176.18,10333.21
2017-07-15 22:00:00,176.17,177.05,173.5,174.48,15422.67
2017-07-15 23:00:00,174.49,176.0,167.0,167.72,32336.96
2017-07-16 00:00:00,168.22,172.0,165.24,165.64,27662.9
2017-07-16 01:00:00,165.67,171.1,164.0,166.86,24991.78
2017-07-16 02:00:00,166.86,172.3,166.85,169.78,11534.34
2017-07-16 03:00:00,169.77,171.21,166.41,167.03,8431.53
2017-07-16 04:00:00,166.87,168.16,165.05,165.54,6999.98
2017-07-16 05:00:00,165.33,165.47,160.53,160.79,13150.77
2017-07-16 06:00:00,160.64,164.0,154.42,160.66,34607.19
2017-07-16 07:00:00,160.97,162.16,155.0,156.79,11609.98
2017-07-16 08:00:00,156.78,157.55,154.5,154.53,7494.6
2017-07-16 09:00:00,154.53,154.63,151.17,152.42,16870.68
2017-07-16 10:00:00,152.45,152.59,145.0,145.12,21192.75
2017-07-16 11:00:00,145.28,147.54,137.0,137.99,38179.05
2017-07-16 12:00:00,137.99,141.7,132.54,134.32,37655.74
2017-07-16 13:00:00,134.26,155.5,130.26,153.0,77604.66
2017-07-16 14:00:00,152.12,152.57,140.34,146.93,38863.56
2017-07-16 15:00:00,146.99,154.56,146.99,152.07,31752.34
2017-07-16 16:00:00,152.07,163.88,151.01,162.49,34226.85
2017-07-16 17:00:00,162.47,164.55,157.18,159.0,28391.9
2017-07-16 18:00:00,158.89,158.93,151.0,153.0,22441.2

@robin-dhillon Hey Robin. I limited the data to get 30 entries. and checked if there is any invalid data. I verified that there is no any error prone data that will cause an issue. Format is the same as I shared above.

Hi everyone,

I am a backtrader newbie and couldn't solve this problem. I am getting json data from mongodb and converting it into Pandas DataFrame and feeding it into cerebro.

Here is the example data I have

             datetime    open    high     low   close    volume
0 2019-05-04 14:00:00  159.81  160.55  158.85  160.00   5281.80
1 2019-05-04 13:00:00  161.93  162.19  158.00  159.81  12089.68
2 2019-05-04 12:00:00  162.05  162.27  161.27  162.02   3296.24
3 2019-05-04 11:00:00  162.25  162.41  161.90  162.01   7119.30
4 2019-05-04 10:00:00  162.55  162.55  161.45  162.26   4599.58

The helloworld example for backtrader can be seen below;

from datetime import datetime
import backtrader as bt
from mongoengine import connect
from pymongo import MongoClient
import pandas as pd

class TestStrategy(bt.Strategy):
    def log(self, txt, dt=None):
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        self.dataclose = self.datas[0].close
        self.order = None
        self.buyprice = None
        self.buycomm = None

        self.sma = bt.indicators.SimpleMovingAverage(self.datas[0], period=15)
        self.rsi = bt.indicators.RelativeStrengthIndex()

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return

        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        self.log('Close, %.2f' % self.dataclose[0])
        print('rsi:', self.rsi[0])
        if self.order:
            return

        if not self.position:
            if (self.rsi[0] < 30):
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
                self.order = self.buy(size=500)

        else:
            if (self.rsi[0] > 70):
                self.log('SELL CREATE, %.2f' % self.dataclose[0])
                self.order = self.sell(size=500)


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

    params = (
        # Possible values for datetime (must always be present)
        #  None : datetime is the "index" in the Pandas Dataframe
        #  -1 : autodetect position or case-wise equal name
        #  >= 0 : numeric index to the colum in the pandas dataframe
        #  string : column name (as index) in the pandas dataframe
        ('datetime', 0),

        # Possible values below:
        #  None : column not present
        #  -1 : autodetect position or case-wise equal name
        #  >= 0 : numeric index to the colum in the pandas dataframe
        #  string : column name (as index) in the pandas dataframe
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', None),
    )


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(TestStrategy)
    cerebro.broker.setcommission(commission=0.001)

    connect('algotrader')
    client = MongoClient()
    db = client.get_database('algotrader')
    candles = db.get_collection('candles')
    candle_data = candles.find().sort([('time', -1)])

    ohlc = []
    for candle in candle_data:
        ohlc.append([datetime.utcfromtimestamp(candle['time']),
                         candle['open'],
                         candle['high'],
                         candle['low'],
                         candle['close'],
                         candle['volume']])

    df = pd.DataFrame(ohlc, columns = ['datetime', 'open', 'high', 'low', 'close', 'volume'])
    data = PandasData(dataname=df,
                      datetime=0,
                      open=1,
                      high=2,
                      low=3,
                      close=4,
                      volume=5)
    cerebro.adddata(data)
    cerebro.broker.setcash(1000.0)
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.run()
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.plot()

Finally, here is the error I am getting;

Traceback (most recent call last):
  File "backtesting.py", line 135, in <module>
    cerebro.run()
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1652, in _runonce
    strat._once()
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/lineiterator.py", line 317, in _once
    self.oncestart(self._minperiod - 1, self._minperiod)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/lineiterator.py", line 327, in oncestart
    self.once(start, end)
  File "/Users/buraktas/.virtualenvs/alga-trader/lib/python3.7/site-packages/backtrader/indicators/basicops.py", line 364, in once
    dst[i] = math.fsum(src[i - period + 1:i + 1]) / period
IndexError: array assignment index out of rang

I appreciate for any help. Thanks!