Hi, I've been working with backtrader for about a year, I find this library incredible, it's the first time I've interacted with the forum and I didn't want to miss the opportunity to recognize the incredible work of the development team and its community.
I am working with 1h candles.
datas = btfeeds.PandasData(dataname =datas,
timeframe=bts.TimeFrame.Minutes,compression=60)
I then do a data shift to a 1 day per candle frame.
cerebro.resampledata(datas,timeframe=bts.TimeFrame.Days,
compression=1)
but at this moment, when adding pyfolio, it throws me an error,
the error disappears when removing pyfolio or deleting resampe data.
With the rest of analyzers it doesn't happen, they work fine.
the error found is this
py", line 52, in RunBacktraderResample
thestrats = cerebro.run()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
self._runnext(runstrats)
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\cerebro.py", line 1630, in _runnext
strat._next()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\strategy.py", line 350, in _next
self._next_analyzers(minperstatus)
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\strategy.py", line 388, in _next_analyzers
analyzer._prenext()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\analyzer.py", line 150, in _prenext
child._prenext()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\analyzer.py", line 152, in _prenext
self.prenext()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\analyzer.py", line 229, in prenext
self.next()
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\analyzers\positions.py", line 78, in next
pvals = [self.strategy.broker.get_value([d]) for d in self.datas]
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\analyzers\positions.py", line 78, in <listcomp>
pvals = [self.strategy.broker.get_value([d]) for d in self.datas]
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\brokers\bbroker.py", line 415, in get_value
return self._get_value(datas=datas, lever=lever)
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\brokers\bbroker.py", line 439, in _get_value
dvalue = comminfo.getvaluesize(position.size, data.close[0])
File "C:\Users\J\anaconda3\lib\site-packages\backtrader\linebuffer.py", line 163, in getitem
return self.array[self.idx + ago]
IndexError: array index out of range
I really appreciate your answers, thank you very much!!