Backtrader Community

Marco Cetraro

Hello,

I have a python strategy that is working pretty well. I created my own backtest in python and it is showing good results. In order to reconfirm my results and obtain multiple ratios about the strategy I am trying to implement Backtrater.

My problem is related to the pandas Datafeed. I am retrieving the data from Oanda, and I am only retrieving the basic columns to test the pandas Datafeed. Here the code:

import backtrader.feeds as btfeed


# =============================================================================
# class PandasData(btfeed.PandasData):
#     datetime=0,
#     time=1,
#     open=2,
#     high=3,
#     low=4,
#     close=5,
#     volume=6,
#     openinterest=-1
# 
# =============================================================================

class PandasData(bt.feeds.PandasData):
#    lines = ('Time',)
    params = (
        ('datetime', 'Datetime'),
        ('open','Open'),
        ('high','High'),
        ('low','Low'),
        ('close','Close'),
        ('volume','Volume'),
        ('openinterest',None),
#        ('Time', 'Time'),
    )


#df = bt.feeds.PandasData(dataname=data)
df2=PandasData(dataname=df)
cerebro.adddata(df2)
cerebro.run()
code_text

The error that I am getting is the following:

class PandasData(bt.feeds.PandasData):
#    lines = ('Time',)
    params = (
        ('datetime', 'Datetime'),
        ('open','Open'),
        ('high','High'),
        ('low','Low'),
        ('close','Close'),
        ('volume','Volume'),
        ('openinterest',None),
#        ('Time', 'Time'),
    )


#df = bt.feeds.PandasData(dataname=data)
df2=PandasData(dataname=df)
cerebro.adddata(df2)
cerebro.run()
Traceback (most recent call last):

  File "C:\Users\giaco\AppData\Local\Temp/ipykernel_14740/920099771.py", line 18, in <module>
    cerebro.run()

  File "C:\Users\giaco\anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)

  File "C:\Users\giaco\anaconda3\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
    data.preload()

  File "C:\Users\giaco\anaconda3\lib\site-packages\backtrader\feed.py", line 438, in preload
    while self.load():

  File "C:\Users\giaco\anaconda3\lib\site-packages\backtrader\feed.py", line 479, in load
    _loadret = self._load()

  File "C:\Users\giaco\anaconda3\lib\site-packages\backtrader\feeds\pandafeed.py", line 268, in _load
    dt = tstamp.to_pydatetime()

AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'code_text

I know that the error is related to the DateTime column. Here the data:

[4460 rows x 6 columns]
                            Datetime     Open  ...    Close   Volume
0     2022-03-01T12:00:00.000000000Z  1.84334  ...  1.84286  1.84334
1     2022-03-01T12:15:00.000000000Z  1.84286  ...  1.84408  1.84286
2     2022-03-01T12:30:00.000000000Z  1.84408  ...  1.84512  1.84408
3     2022-03-01T12:45:00.000000000Z  1.84512  ...  1.84402  1.84512
4     2022-03-01T13:00:00.000000000Z  1.84401  ...  1.84482  1.84401
                             ...      ...  ...      ...      ...
4455  2022-05-04T21:15:00.000000000Z  1.73933  ...  1.74036  1.73933
4456  2022-05-04T21:30:00.000000000Z  1.74038  ...  1.74132  1.74038
4457  2022-05-04T21:45:00.000000000Z  1.74114  ...  1.74106  1.74114
4458  2022-05-04T22:00:00.000000000Z  1.74096  ...  1.74106  1.74096
4459  2022-05-04T22:15:00.000000000Z  1.74110  ...  1.73914  1.74110code_text

I have tried to extract the date and the time and format them from the Datetime column and use the Datafeed without any success either. I am using a 15 Minutes timeframe for the forex pair GBP_AUD. I have spent several hours searching the internet as welll as this community and I found some info that other users faced similar problems but they didn't get any answers.

I will appreciate very much any help about this issue.

Thank you very much.

Marco Cetraro

@Marco Cetraro

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