import backtrader
import pandas as pd
from datetime import datetime, date, time
import argparse

class OpeningInsideCandle(backtrader.Strategy):
    params = dict(
        num_bar = 15
    )
    def __init__(self):
        self.opening_candle_low = 0
        self.opening_candle_high = 0
        self.order = None

    def log(self, txt, dt=None):
        if dt is None:
            dt = self.datas[0].datetime.datetime()

        print('%s, %s' % (dt, txt))

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

        if order.status in [order.Expired, order.Canceled, order.Margin, order.Rejected]:
            self.log('ORDER Canceled/Margins/Rejected')

        elif 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))

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

        self.order = None

    def next(self):
        current_candle_datetime = self.data.num2date(self.data.datetime(0))
        previous_candle_datetime = self.data.num2date(
            self.data.datetime(-1))

        if current_candle_datetime.date() != previous_candle_datetime.date():
            self.opening_candle_high = 0
            self.opening_candle_low = 0
            self.brought_today = False

        if current_candle_datetime.time() == time(9, 30, 00):
            side = 1 if self.data.close[-1] > self.data.open[-1] else -1
            is_inside_candle = self.data.high[0] < self.data.high[-1] and self.data.low[0] < self.data.low[-1]
        if is_inside_candle:
            self.opening_candle_high = self.data.high[-1]
            self.opening_candle_low = self.data.low[0]
            if (current_candle_datetime.time() < time(9, 15, 00) and current_candle_datetime.time() >= time(9, 45, 00)):
                if self.position and current_candle_datetime.time() == time(15, 30, 00):
                    self.log("Day Closing")
                    self.close()

                if side == 1:
                    buyPrice = self.opening_candle_high
                    stoploss = self.opening_candle_low - \
                        (self.opening_candle_low*0.0005)
                    sl = buyPrice - stoploss
                    if ((abs(buyPrice - stoploss) / buyPrice) * 100) >= 0.35:
                        target = buyPrice + sl
                        self.order = self.buy_bracket(
                            limitprice=target, price=buyPrice, stopprice=stoploss, valid=0)
                    else:
                        target = buyPrice + (sl*2)
                        self.order = self.buy_bracket(
                            limitprice=target, price=buyPrice, stopprice=stoploss, valid=0)
                else:
                    sellPrice = self.opening_candle_low
                    stoploss = self.opening_candle_high + \
                        (self.opening_candle_high*0.0005)
                    sl = sellPrice - stoploss
                    if ((abs(sellPrice - stoploss) / sellPrice) * 100) >= 0.35:
                        target = sellPrice - sl
                        self.order = self.sell_bracket(
                            limitprice=target, price=sellPrice, stopprice=stoploss, valid=0)
                    else:
                        target = sellPrice - (sl*2)
                        self.order = self.sell_bracket(
                            limitprice=target, price=sellPrice, stopprice=stoploss, valid=0)

def parse_args():
    parser = argparse.ArgumentParser(
        description='Pandas test script')

    parser.add_argument('--noheaders', action='store_true', default=False,
                        required=False,
                        help='Do not use header rows')

    parser.add_argument('--noprint', action='store_true', default=False,
                        help='Print the dataframe')

    return parser.parse_args()

if __name__ == '__main__':
    args = parse_args()
    cerebro = backtrader.Cerebro()
    cerebro.broker.setcash(1000000.0)

    skiprows = 1 if args.noheaders else 0
    header = None if args.noheaders else 0

    dataframe = pd.read_csv(
        "bnf_data.csv", skiprows=skiprows,
                                header=header,index_col=0, parse_dates=True)
    data = backtrader.feeds.PandasData(dataname=dataframe)

    cerebro.adddata(data)
    cerebro.addstrategy(OpeningInsideCandle)
    cerebro.run()
    cerebro.plot()

Traceback (most recent call last):
  File "/Users/hrithikjain/BackTrade Backtesting/Trader.py", line 121, in <module>
    cerebro.run()
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/cerebro.py", line 1695, in _runonce
    strat._oncepost(dt0)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/strategy.py", line 311, in _oncepost
    self.nextstart()  # only called for the 1st value
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/lineiterator.py", line 347, in nextstart
    self.next()
  File "/Users/hrithikjain/BackTrade Backtesting/Trader.py", line 46, in next
    current_candle_datetime = self.data.num2date(self.data.datetime(0))
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/feed.py", line 256, in num2date
    return num2date(dt, tz or self._tz, naive)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/backtrader/utils/dateintern.py", line 165, in num2date
    ix = int(x)
TypeError: int() argument must be a string, a bytes-like object or a number, not '_LineDelay'

Getting this error please help