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    Cameron Piccone

    @Cameron Piccone

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    Latest posts made by Cameron Piccone

    • RE: AttributeError: 'Cerebro' object has no attribute '_exactbars'

      @backtrader it can't be that, because it does print daily price points and the buy and sell numbers

      posted in General Code/Help
      Cameron Piccone
      Cameron Piccone
    • AttributeError: 'Cerebro' object has no attribute '_exactbars'

      I am working through the Quickstart guide, and just got to the sell section. All of a sudden, cerebro.plot() will not work, but cerebro.run() still does. When I run the code, no plot shows up in the output, but no error message, I only get the error message when I comment out cerebro.ruin(). I have seen this issue before on here, but it has been due to not adding data, although, I know that is not the case here. Thanks for the help!

       from __future__ import (absolute_import, division, print_function,
                              unicode_literals)
      
       import datetime  # For datetime objects
       import os.path  # To manage paths
       import sys  # To find out the script name (in argv[0])
      
      # Import the backtrader platform
      import backtrader as bt
      
      # Create a Stratey
      class TestStrategy(bt.Strategy):
      
          def log(self, txt, dt=None):
              ''' Logging function fot 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
              self.order = None
          
          def notify_order(self, order):
              if order.status in [order.Submitted, order.Accepted]:
                  # Buy/Sell order submitted/accepted to/by broker - Nothing to do
                  return
      
              # Check if an order has been completed
              # Attention: broker could reject order if not enough cash
              if order.status in [order.Completed]:
                  if order.isbuy():
                      self.log('BUY EXECUTED, %.2f' % order.executed.price)
                  elif order.issell():
                      self.log('SELL EXECUTED, %.2f' % order.executed.price)
      
                  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 next(self):
              # Simply log the closing price of the series from the reference
              self.log('Close, %.2f' % self.dataclose[0])
      
              # Check if an order is pending ... if yes, we cannot send a 2nd one
              if self.order:
                  return
      
              # Check if we are in the market
              if not self.position:
      
                  # Not yet ... we MIGHT BUY if ...
                  if self.dataclose[0] < self.dataclose[-1]:
                          # current close less than previous close
      
                          if self.dataclose[-1] < self.dataclose[-2]:
                              # previous close less than the previous close
      
                              # BUY, BUY, BUY!!! (with default parameters)
                              self.log('BUY CREATE, %.2f' % self.dataclose[0])
      
                              # Keep track of the created order to avoid a 2nd order
                              self.order = self.buy()
      
              else:
      
                  # Already in the market ... we might sell
                  if len(self) >= (self.bar_executed + 5):
                      # SELL, SELL, SELL!!! (with all possible default parameters)
                      self.log('SELL CREATE, %.2f' % self.dataclose[0])
      
                      # Keep track of the created order to avoid a 2nd order
                      self.order = self.sell()
      
      
      if __name__ == '__main__':
          # Create a cerebro entity
          cerebro = bt.Cerebro()
      
          # Add a strategy
          cerebro.addstrategy(TestStrategy)
      
          # Datas are in a subfolder of the samples. Need to find where the script is
          # because it could have been called from anywhere
          modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
          datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt')
      
          # Create a Data Feed
          data = bt.feeds.YahooFinanceData(
              dataname="AAPL",
              # Do not pass values before this date
              fromdate=datetime.datetime(2010, 1, 1),
              # Do not pass values before this date
              todate=datetime.datetime(2010, 12, 31),
              # Do not pass values after this date
              reverse=False)
      
          # Add the Data Feed to Cerebro
          cerebro.adddata(data)
      
          # Set our desired cash start
          cerebro.broker.setcash(100000.0)
          
          cerebro.broker.setcommission(commission = .001)
      
          # Print out the starting conditions
          print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
          # Run over everything
          cerebro.run()
          cerebro.plot()
      
          # Print out the final result
          print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
      posted in General Code/Help
      Cameron Piccone
      Cameron Piccone
    • Cerebro.run() error

      I am new to backtrader and have been using the Quickstart guide. Although, I can never get the Cerebro.run() function to work, I always get the error message as shown in the attached image(https://imgur.com/a/ykvDlpq). I directly copied and pasted the quick starter code, so I do not know why I keep getting this message. Here is my code:

                              unicode_literals)
      
      import datetime  # For datetime objects
      import os.path  # To manage paths
      import sys  # To find out the script name (in argv[0])
      
      # Import the backtrader platform
      import backtrader as bt
      
      
      # 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):
              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 self.dataclose[0] < self.dataclose[-1]:
                  # current close less than previous close
      
                  if self.dataclose[-1] < self.dataclose[-2]:
                      # previous close less than the previous close
      
                      # BUY, BUY, BUY!!! (with all possible default parameters)
                      self.log('BUY CREATE, %.2f' % self.dataclose[0])
                      self.buy()
      
      
      if __name__ == '__main__':
          # Create a cerebro entity
          cerebro = bt.Cerebro()
      
          # Add a strategy
          cerebro.addstrategy(TestStrategy)
      
          # Datas are in a subfolder of the samples. Need to find where the script is
          # because it could have been called from anywhere
          datapath = os.path.join('../data/raw/demo/orcl-1995-2014.txt')
      
          # Create a Data Feed
          data = bt.feeds.YahooFinanceCSVData(
              dataname=datapath,
              # Do not pass values before this date
              fromdate=datetime.datetime(2000, 1, 1),
              # Do not pass values before this date
              todate=datetime.datetime(2000, 12, 31),
              # Do not pass values after this date
              reverse=False)
      
          # Add the Data Feed to Cerebro
          cerebro.adddata(data)
      
          # Set our desired cash start
          cerebro.broker.setcash(100000.0)
      
          # Print out the starting conditions
          print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
          # Run over everything
          bt.Cerebro().run()
      
          # Print out the final result
          print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
      from __future__ import (absolute_import, division, print_function,
                              unicode_literals)
      
      import datetime  # For datetime objects
      import os.path  # To manage paths
      import sys  # To find out the script name (in argv[0])
      
      # Import the backtrader platform
      import backtrader as bt
      
      
      # 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):
              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 self.dataclose[0] < self.dataclose[-1]:
                  # current close less than previous close
      
                  if self.dataclose[-1] < self.dataclose[-2]:
                      # previous close less than the previous close
      
                      # BUY, BUY, BUY!!! (with all possible default parameters)
                      self.log('BUY CREATE, %.2f' % self.dataclose[0])
                      self.buy()
      
      
      if __name__ == '__main__':
          # Create a cerebro entity
          cerebro = bt.Cerebro()
      
          # Add a strategy
          cerebro.addstrategy(TestStrategy)
      
          # Datas are in a subfolder of the samples. Need to find where the script is
          # because it could have been called from anywhere
          datapath = os.path.join('../data/raw/demo/orcl-1995-2014.txt')
      
          # Create a Data Feed
          data = bt.feeds.YahooFinanceCSVData(
              dataname=datapath,
              # Do not pass values before this date
              fromdate=datetime.datetime(2000, 1, 1),
              # Do not pass values before this date
              todate=datetime.datetime(2000, 12, 31),
              # Do not pass values after this date
              reverse=False)
      
          # Add the Data Feed to Cerebro
          cerebro.adddata(data)
      
          # Set our desired cash start
          cerebro.broker.setcash(100000.0)
      
          # Print out the starting conditions
          print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
          # Run over everything
          bt.Cerebro().run()
      
          # Print out the final result
          print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
      posted in General Code/Help quickstart
      Cameron Piccone
      Cameron Piccone