Hi, I'm trying to add a lot of data feed to backtrader, using cerebro.plot() it displays fine, but using backtrader_plotting to output html, I'm getting some performance exceptions, is there a way to fix it?

Thank you!

except:

/backtrader_demo/conda37/lib/python3.7/site-packages/backtrader_plotting/bokeh/bokeh.py:468: PerformanceWarning: DataFrame is highly fragmented.  This is usually the result of calling `frame.insert` many times, which has poor performance.  Consider joining all columns at once using pd.concat(axis=1) instead.  To get a de-fragmented frame, use `newframe = frame.copy()`
  strategydf[source_id] = dataline

code:

import datetime
import time

import backtrader as bt
import backtrader.feeds as btfeed
import pandas as pd
from backtrader_plotting import Bokeh
from backtrader_plotting.schemes import Tradimo

tickers = ['AAPL', 'TSLA', 'ARDX', 'SNDL', 'PHUN', 'ABUS', 'AAL', 'AMD', 'NVDA', 'BABA', 'BAC', 'PBR', 'AMC']
period1 = int(time.mktime(datetime.datetime(2020, 1, 1, 23, 59).timetuple()))
period2 = int(time.mktime(datetime.datetime(2021, 12, 31, 23, 59).timetuple()))
interval = '1d'  # 1d, 1m

print('>> download data')
for ticker in tickers:
    query_string = f'https://query1.finance.yahoo.com/v7/finance/download/{ticker}?period1={period1}&period2={period2}&interval={interval}&events=history&includeAdjustedClose=true'

    df = pd.read_csv(query_string)
    # print(df)
    df.to_csv('{name}.csv'.format(name=ticker))
    time.sleep(2)
    print(ticker)

print('>> add data')
cerebro = bt.Cerebro()

for ticker in tickers:
    # data = btfeeds.YahooFinanceCSVData(dataname='AAPL.csv')
    data = btfeed.GenericCSVData(
        dataname='{name}.csv'.format(name=ticker),

        fromdate=datetime.datetime(2020, 1, 1),
        todate=datetime.datetime(2021, 12, 31),

        nullvalue=0.0,

        dtformat=('%Y-%m-%d'),

        # ,Date,Open,High,Low,Close,Adj Close,Volume
        datetime=1,
        high=3,
        low=4,
        open=2,
        close=5,
        volume=7,
        openinterest=-1
    )

    cerebro.adddata(data)  # a 'name' parameter can be passed for plotting purposes

print('>> run')
cerebro.run()
# cerebro.plot()  # normal to plot

# export to html
b = Bokeh(style='bar', filename='plot.html', scheme=Tradimo(), output_mode='save')
cerebro.plot(b)

print('>> done')

@run-out Thanks!

correction:

class TestIndicator(bt.Indicator):
	...
	def next(self):
		dynamic_period = get_dynamic_period(self.data) 
		sma = bt.indicators.SMA(self.data.close.get(0, self.p.data_period), period=dynamic_period)

		last_value = sma.get(-1)  
		self.lines.dynamic_sma[0] = last_value # not work

Hello! This is my indicator

class TestIndicator(bt.Indicator):
	...
	def next(self):
		dynamic_period = get_dynamic_period(self.data) 
		sma = bt.indicators.SMA(self.data, period=dynamic_period)

		last_value = sma.get(-1)  
		self.lines.dynamic_sma[0] = last_value # not work
		

How to get the last value from line in next()?
Thanks !