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    thorsten99

    @thorsten99

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    Latest posts made by thorsten99

    • ImportError: cannot import name MIN_PER_HOUR - when trying to plot

      I try to use the the example in the QuickStart tutorial however the plotting does not work ...

      from __future__ import (absolute_import, division, print_function,
                              unicode_literals)
      
      import datetime  # For datetime objects
      import os.path  # To manage paths
      import sys  # To find out the script name (in argv[0])
      
      # Import the backtrader platform
      import backtrader as bt
      
      
      # Create a Stratey
      class TestStrategy(bt.Strategy):
          params = (
              ('maperiod', 15),
          )
      
          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
      
              # To keep track of pending orders and buy price/commission
              self.order = None
              self.buyprice = None
              self.buycomm = None
      
              # Add a MovingAverageSimple indicator
              self.sma = bt.indicators.SimpleMovingAverage(
                  self.datas[0], period=self.params.maperiod)
      
              # Indicators for the plotting show
              bt.indicators.ExponentialMovingAverage(self.datas[0], period=25)
              bt.indicators.WeightedMovingAverage(self.datas[0], period=25,
                                                  subplot=True)
              bt.indicators.StochasticSlow(self.datas[0])
              bt.indicators.MACDHisto(self.datas[0])
              rsi = bt.indicators.RSI(self.datas[0])
              bt.indicators.SmoothedMovingAverage(rsi, period=10)
              bt.indicators.ATR(self.datas[0], plot=False)
      
          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')
      
              # Write down: no pending order
              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):
              # Simply log the closing price of the series from the reference
              self.log('Close, %.2f' % self.dataclose[0])
      
              # Check if an order is pending ... if yes, we cannot send a 2nd one
              if self.order:
                  return
      
              # Check if we are in the market
              if not self.position:
      
                  # Not yet ... we MIGHT BUY if ...
                  if self.dataclose[0] > self.sma[0]:
      
                      # BUY, BUY, BUY!!! (with all possible default parameters)
                      self.log('BUY CREATE, %.2f' % self.dataclose[0])
      
                      # Keep track of the created order to avoid a 2nd order
                      self.order = self.buy()
      
              else:
      
                  if self.dataclose[0] < self.sma[0]:
                      # SELL, SELL, SELL!!! (with all possible default parameters)
                      self.log('SELL CREATE, %.2f' % self.dataclose[0])
      
                      # Keep track of the created order to avoid a 2nd order
                      self.order = self.sell()
      
      
      if __name__ == '__main__':
          # Create a cerebro entity
          cerebro = bt.Cerebro()
      
          # Add a strategy
          cerebro.addstrategy(TestStrategy)
      
          # Datas are in a subfolder of the samples. Need to find where the script is
          # because it could have been called from anywhere
          modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
          datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt')
      
          # Create a Data Feed
          data = bt.feeds.YahooFinanceCSVData(
              dataname=datapath,
              # Do not pass values before this date
              fromdate=datetime.datetime(2000, 1, 1),
              # Do not pass values before this date
              todate=datetime.datetime(2000, 12, 31),
              # Do not pass values after this date
              reverse=False)
      
          # Add the Data Feed to Cerebro
          cerebro.adddata(data)
      
          # Set our desired cash start
          cerebro.broker.setcash(1000.0)
      
          # Add a FixedSize sizer according to the stake
          cerebro.addsizer(bt.sizers.FixedSize, stake=10)
      
          # Set the commission
          cerebro.broker.setcommission(commission=0.0)
      
          # Print out the starting conditions
          print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
          # Run over everything
          cerebro.run()
      
          # Print out the final result
          print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
          # Plot the result
          cerebro.plot()
      

      2014-12-23, Close, 46.01
      2014-12-24, Close, 46.23
      2014-12-26, Close, 46.10
      2014-12-29, Close, 45.61
      2014-12-30, Close, 45.34
      Final Portfolio Value: 775.00
      Traceback (most recent call last):
      File "realstrat1.py", line 184, in <module>
      cerebro.plot()
      File "/Library/Python/2.7/site-packages/backtrader/cerebro.py", line 974, in plot
      from . import plot
      File "/Library/Python/2.7/site-packages/backtrader/plot/init.py", line 33, in <module>
      from .plot import Plot, Plot_OldSync
      File "/Library/Python/2.7/site-packages/backtrader/plot/plot.py", line 44, in <module>
      from . import locator as loc
      File "/Library/Python/2.7/site-packages/backtrader/plot/locator.py", line 35, in <module>
      from matplotlib.dates import (HOURS_PER_DAY, MIN_PER_HOUR, SEC_PER_MIN,
      ImportError: cannot import name MIN_PER_HOUR

      any ideas how I can solve this issue?

      Thanks

      posted in General Code/Help
      T
      thorsten99