Hi,

I have a problem with Spyder and Backtrader.I created a code that worked this morning but now I have an error message when I try to plot :
cerebro.plot()

I get this error message :
<IPython.core.display.Javascript object>
<IPython.core.display.HTML object>

Do you know why ?

I specify the code worked very well this morning....

Thanks a lot,

Best,,

Boris

Hi,

Thanks very much for your answer. It works now. I should have been a little bit tired Friday. I made corrections on the indicator.

You were right, There was a mistake on the name of the indicator.

import pandas as pd

import backtrader as bt

from backtrader.feeds import PandasData

import backtrader.indicators as btind

# load dataframe

dataframe = pd.read_excel("STOXX50 bis.xlsx",names = ["Datetime","Open","High","Low","Close","Volume","signal"])

dataframe['Datetime'] = pd.to_datetime(dataframe['Datetime'],format='%d/%m-/y') 

 class PandasData_Signal(PandasData):

# Add a 'action' line to the inherited ones from the base class

lines = ('signal',)


# add the parameter to the parameters inherited from the base class

params = (('signal', 6),)

data = PandasData_Signal(dataname=dataframe,

                 datetime=0,

                 open=1,

                 high=2,

                 low=3,

                 close=4,

                 volume=-1,

                 openinterest=-1,

                 signal=6,

                 #openinterest=-1

                 )

class MLSignal(bt.SignalStrategy):

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.signal = self.datas[0].signal

    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, Price: %.2f, Cost: %.2f, Comm %.2f' %
                (order.executed.price,
                 order.executed.value,
                 order.executed.comm))

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

        self.bar_executed = len(self)

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')

    self.order = None

def notify_trade(self, trade):
    if not trade.isclosed:
        return

    self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
             (trade.pnl, trade.pnlcomm))
    
def next(self):

    self.log(' Close, %.2f' % self.dataclose[0])

            
    #Check if we are in the market 
    if not self.position :
        
        if self.signal[0] == 1:

            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 self.signal[0] == 0:

            self.log('SELL CREATE, %.2f' % self.dataclose[0])

            self.order = self.sell()

  cerebro = bt.Cerebro()

   # Set our desired cash start

 cerebro.broker.setcash(4000.0)

 cerebro.adddata(data)

 cerebro.addstrategy(MLSignal)

 cerebro.run()

 print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

print('Final value is %.2f times the initial investment'%(cerebro.broker.getvalue()))

cerebro.plot()

I wish you a very nice day,

Best,

Boris

Hello,

I am new on this forum. I am also new in Python :). I would like to know if it’s possible to add its own indicator ?

Actually, I read different posts on that subject. But I don’t suceed to implement it. Tthe code doesn’t take into account buy or sell signals.

Just below you can read my code :

import pandas as pd
import backtrader as bt
from backtrader.feeds import PandasData
import backtrader.indicators as btind
# load dataframe
 dataframe = pd.read_excel("STOXX50 bis.xlsx",names = ["Datetime","Open","High","Low","Close","Volume","action"])
dataframe['Datetime'] = pd.to_datetime(dataframe['Datetime'],format='%d/%m-/y') 
class PandasData_Signal(PandasData):
# Add a 'action' line to the inherited ones from the base class
lines = ('action',)

# add the parameter to the parameters inherited from the base class
params = (('action', 6),)
data = PandasData_Signal(dataname=dataframe,
                 datetime=0,
                 open=1,
                 high=2,
                 low=3,
                 close=4,
                 volume=-1,
                 openinterest=-1,
                 action=6,
                 #openinterest=-1
                 )
class MLSignal(bt.SignalStrategy):
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.action = self.datas[0].action
    self.order = None
   
def next(self):
    self.log(' Close, %.2f' % self.dataclose[0])
   
    if self.order:
        return
   
    if self.action[0] == 1:
        self.log('BUY CREATE, %.2f' % self.dataclose[0])
        self.order = self.buy()
   
    if self.action[0] == 0:
        self.log('SELL CREATE, %.2f' % self.dataclose[0])
        self.order = self.sell()
cerebro = bt.Cerebro()
# Set our desired cash start
cerebro.broker.setcash(100000000.0)
cerebro.adddata(data)
cerebro.addstrategy(MLSignal)
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
print('Final value is %.2f times the initial investment'%(cerebro.broker.getvalue()))
cerebro.plot()

Just below, I post you a screenshot from my dataframe :

Just below a screenshot from the pity result...:( There is no buy or sell signal...

Please do not hesitate to help me to understand where the problem is. I really want to know the result from my strategy :)

I wish you a very pleaseant week end,

Best,

Boris