@backtrader Thank you very much. I can successfully add extra column to lines using GenericData.

This is really great platform which I prefer to again zipline.

@backtrader Thank you alot.

Following your doc, I can successfully overcame the line issue. However, when I use the same dataset to fetch new added PE information, I got nan value.

Here is the extending datafeed part:

class YahooFinanceCSVData_New(YahooFinanceCSVData):

    # Add a 'pe' line to the inherited ones from the base class
    lines = ('pe',
        'dividend',
        )

    # openinterest in GenericCSVData has index 7 ... add 1
    # add the parameter to the parameters inherited from the base class
    params = (('pe', 8),
        ('dividend', 9),
        )

And in my strategy, it simply print something:

            print(
                self.datas[i]._name, #ticker name 
                current_position, # current postion size
                round(position_weight, 2),  # current percentage of total portfolio
                self.datas[i].close[0], # close price
                self.datas[i].volume[0],
                self.datas[i].openinterest[0],
                self.datas[i].pe[0],
                self.datas[i].dividend[0]
                ) 

However, I got nan for both PE and dividend part like this:

0001 - 2016-09-19 - Position Size:     16932 - Value 1098268.15
HIX 16932 0.1 6.71 163985.36 0.0 nan nan
2016-09-19, Rebalanced portfolio to target weights at 2016-09-19
0001 - 2016-12-19 - Position Size:     16204 - Value 1100391.60
HIX 16204 0.1 6.84 335312.19 0.0 nan nan

I can't figure out how to debug. Please shed some colors. Thank you very much.

Hi,

Thanks for your reply. I should have enclosed my log.

First, I cloned backtrader/feeds/yahoo.py to be myyahoo.py as the following:

class My_YahooFinanceCSVData(feed.CSVDataBase):
    '''
    Parses pre-downloaded Yahoo CSV Data Feeds (or locally generated if they
    comply to the Yahoo format)

    Specific parameters:

      - ``dataname``: The filename to parse or a file-like object

      - ``reverse`` (default: ``False``)

        It is assumed that locally stored files have already been reversed
        during the download process

      - ``adjclose`` (default: ``True``)

        Whether to use the dividend/split adjusted close and adjust all
        values according to it.

      - ``round`` (default: ``True``)

        Whether to round the values to a specific number of decimals after
        having adjusted the close

      - ``decimals`` (default: ``2``)

        Number of decimals to round to
    '''
    params = (
        ('reverse', False),
        ('adjclose', True),
        ('round', True),
        ('decimals', 2),
    )

    def start(self):
        super(My_YahooFinanceCSVData, self).start()

        if not self.params.reverse:
            return

        # Yahoo sends data in reverse order and the file is still unreversed
        dq = collections.deque()
        for line in self.f:
            dq.appendleft(line)

        f = io.StringIO(newline=None)
        f.writelines(dq)
        f.seek(0)
        self.f.close()
        self.f = f

    def _loadline(self, linetokens):
        i = itertools.count(0)

        dttxt = linetokens[next(i)]
        dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
        dtnum = date2num(datetime.combine(dt, self.p.sessionend))

        self.lines.datetime[0] = dtnum
        o = float(linetokens[next(i)])
        h = float(linetokens[next(i)])
        l = float(linetokens[next(i)])
        c = float(linetokens[next(i)])
        v = float(linetokens[next(i)])
        #self.lines.openinterest[0] = 0.0

        if self.params.adjclose:
            adjustedclose = float(linetokens[next(i)])
            adjfactor = c / adjustedclose
            d = float(linetokens[next(i)]) # added for dividend
            pe = float(linetokens[next(i)]) # added for PE


            o /= adjfactor
            h /= adjfactor
            l /= adjfactor
            c = adjustedclose
            v /= adjfactor

            if self.p.round:
                decimals = self.p.decimals
                o = round(o, decimals)
                h = round(h, decimals)
                l = round(l, decimals)
                c = round(c, decimals)
                v = round(v, decimals)
                d = round(d, decimals) 
                pe = round(pe, decimals) 

        self.lines.open[0] = o
        self.lines.high[0] = h
        self.lines.low[0] = l
        self.lines.close[0] = c
        self.lines.volume[0] = v
        self.lines.openinterest[0] = d # new added
        self.lines.pe[0] = pe # new added

        return True

Then, in my code, I add data to the strategy using:

    data = My_YahooFinanceCSVData(
        dataname=symbol + '.dat',
        fromdate=datetime.datetime(2015, 1, 1), 
        todate=datetime.datetime(2017, 3, 3),
        #nullvalue=0.0,
        )
    cerebro.adddata(data)

Unfortunately, I got this error:

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-4-ed69e268d408> in <module>()
    124 cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')
    125
--> 126 results = cerebro.run()

D:\Anaconda3\lib\site-packages\backtrader\cerebro.py in run(self, **kwargs)
    808             # let's skip process "spawning"
    809             for iterstrat in iterstrats:
--> 810                 runstrat = self.runstrategies(iterstrat)
    811                 self.runstrats.append(runstrat)
    812         else:

D:\Anaconda3\lib\site-packages\backtrader\cerebro.py in runstrategies(self, iterstrat, predata)
    871                 data._start()
    872                 if self._dopreload:
--> 873                     data.preload()
    874
    875         for stratcls, sargs, skwargs in iterstrat:

D:\Anaconda3\lib\site-packages\backtrader\feed.py in preload(self)
    657
    658     def preload(self):
--> 659         while self.load():
    660             pass
    661

D:\Anaconda3\lib\site-packages\backtrader\feed.py in load(self)
    452
    453             if not self._fromstack(stash=True):
--> 454                 _loadret = self._load()
    455                 if not _loadret:  # no bar use force to make sure in exactbars
    456                     # the pointer is undone this covers especially (but not

D:\Anaconda3\lib\site-packages\backtrader\feed.py in _load(self)
    679         line = line.rstrip('\n')
    680         linetokens = line.split(self.separator)
--> 681         return self._loadline(linetokens)
    682
    683

D:\Anaconda3\lib\site-packages\backtrader\feeds\myyahoo_2.py in _loadline(self, linetokens)
    130         self.lines.volume[0] = v
    131         self.lines.openinterest[0] = d # new added
--> 132         self.lines.pe[0] = pe # new added
    133
    134         return True

AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'pe'.

My data file looks like this:

Date,Open,High,Low,Close,Volume,Adj Close,Yield,PE
2014-07-11,9.39,9.42,9.38,9.41,168200.0,7.0631520000000005,0.09277364505844846,0.09277364505844846
2014-07-14,9.42,9.43,9.4,9.4,168300.0,7.055646,0.09287234042553193,0.09287234042553193
2014-07-15,9.42,9.42,9.39,9.4,150900.0,7.055646,0.09287234042553193,0.09287234042553193
2014-07-16,9.37,9.39,9.34,9.34,228500.0,7.062452,0.10085653104925052,0.10085653104925052
2014-07-17,9.36,9.36,9.29,9.31,181200.0,7.0397669999999986,0.09312567132116004,0.09312567132116004
2014-07-18,9.35,9.36,9.28,9.28,238600.0,7.017082,0.09342672413793104,0.09342672413793104
2014-07-21,9.28,9.32,9.24,9.24,202800.0,6.986836,0.09383116883116883,0.09383116883116883

Hope this will clarify the issue.

Hi, all,

I can successfully add one column, for example, PE, to YahooCSVData via using openinterest. However, there is no way for me to add another column to linetoken.

Can anyone help me out here?

Thank you in advance.