Maxim

I am getting the same type of error running anything that tries to pick up a Yahoo feed.

Traceback (most recent call last):
  File "btfd.py", line 233, in <module>
    runstrat()
  File "btfd.py", line 177, in runstrat
    cerebro.run(**eval('dict(' + args.cerebro + ')'))
  File "/Users/rorymackay/anaconda/envs/backtrader/lib/python2.7/site-packages/backtrader/cerebro.py", line 1070, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/rorymackay/anaconda/envs/backtrader/lib/python2.7/site-packages/backtrader/cerebro.py", line 1146, in runstrategies
    data.preload()
  File "/Users/rorymackay/anaconda/envs/backtrader/lib/python2.7/site-packages/backtrader/feed.py", line 689, in preload
    self.f.close()
AttributeError: 'NoneType' object has no attribute 'close'

I assume it is for the same reason, earlier I had an error message that pointed directly to the url you showed.

However using pandas and accessing the same data (perhaps not in the same way ) I do get a response.
I did have to directly install the pandas-Datareader from pip as the anaconda one was not working. (this on a linux box)
Conda appears to have fixed this as the "latest" version is working on a mac...

pandas-datareader         0.3.0.post0              py27_0    conda-forge

This is the pip version that is now working on the linux box.

Not sure if that sheds any light on the issue.

this gets the data to a csv ...

import datetime
import numpy as np
import pandas as pd
#import pandas_datareader as pdr
import pandas_datareader.data as web
import os 
import sys  # To find out the script name (in argv[0])
start = datetime.datetime(2000, 1, 1)
end = datetime.datetime(2015, 5, 9)

data = web.DataReader('ORCL', 'google',start,end)

os.chdir('/Users/rorymackay/Documents/backtrader_test')
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath,'backtrader_test/datas/orcl.csv')

data.to_csv('orcl.csv')

Hi @ThatBlokeDave

Thank you for your reply. I am blundering my way around here and appreciate you taking time to help me out.

1. Interesting that is was the data feed, I hacked this attempt from the SMACrossover example.
   Looking at the DataFeeds reference https://www.backtrader.com/docu/dataautoref.html
   It appears that it has all the lines needed.
   Is it generally better to create csv's of the data ?
   I notice quickstart tutorial does that.

I ran it again with your modifications and the yahoo data feed and it worked! Not sure if it is a version thing.

2. AhHa ! Thank you my python fu is not what it should be...
3. Ok, again poor Python skills on my side.
4. Not sure if I follow you here, I had in mind that I would set up the indicator and then set up the signal in

 def next(self):

with this logic :
If previous period channel max is < current period high buy
and
If previous period channel low is > current period low sell
Which would generate the long and short signals.

I had it in my head that the indicator is separate from the signal, Is that conceptually correct?

5. Again thanks bad python on my part.

The solution

1. Yes I do !

Thank you for the solution, I will play around some more with it to get to grips with the platform.
As an aside, how do you get the indicator to plot as an overlay on the data? As opposed to in a separate plot.

Thanks again.
RM

Hi
I have tried to write a simple channel indicator. The indicator has 2 lines. The maximum of the last 20 Highs and the minimum of the last 20 lows.
Here is my attempt.

class channel20(bt.Indicator):
    lines = ('maxi','mini',)
    params = (('period', 20),)
    
    def __init__(self):
        self.l.maxi= math.max(self.data.high(p.period))
        self.l.mini= math.min(self.data.low(p.period))

putting it into a simple strategy to see if it works, I tried this:

from datetime import datetime
import backtrader as bt


class channel20(bt.Indicator):
    lines = ('maxi','mini',)
    params = (('period', 20),)
    
    def __init__(self):
        self.l.maxi= math.max(self.data.high(p.period))
        self.l.mini= math.min(self.data.low(p.period))

class test(bt.SignalStrategy):
    def __init__(self):
        channel = bt.indicator.channel20

cerebro = bt.Cerebro()
cerebro.addstrategy(test)

data0 = bt.feeds.YahooFinanceData(dataname='YHOO', fromdate=datetime(2011, 1, 1),
                                  todate=datetime(2012, 12, 31))
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

to get the following error.

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-22-d93cd4afba9e> in <module>()
     23 cerebro.adddata(data0)
     24 
---> 25 cerebro.run()
     26 cerebro.plot()

/home/rory/anaconda2/envs/backtrader/lib/python2.7/site-packages/backtrader/cerebro.pyc in run(self, **kwargs)
   1068             # let's skip process "spawning"
   1069             for iterstrat in iterstrats:
-> 1070                 runstrat = self.runstrategies(iterstrat)
   1071                 self.runstrats.append(runstrat)
   1072         else:

/home/rory/anaconda2/envs/backtrader/lib/python2.7/site-packages/backtrader/cerebro.pyc in runstrategies(self, iterstrat, predata)
   1144                 data._start()
   1145                 if self._dopreload:
-> 1146                     data.preload()
   1147 
   1148         for stratcls, sargs, skwargs in iterstrat:

/home/rory/anaconda2/envs/backtrader/lib/python2.7/site-packages/backtrader/feed.pyc in preload(self)
    687 
    688         # preloaded - no need to keep the object around - breaks multip in 3.x
--> 689         self.f.close()
    690         self.f = None
    691 

AttributeError: 'NoneType' object has no attribute 'close'

I was hoping to simply get a printout of the indicator.
I wonder if anyone could shed some light on what I have done wrong.
Thanks

RM