Oh, I found the problem-- it is the data issue, several lines of data around 2020/04/26 are missing. I removed these lines so the whole thing went through.

example：

import time

import cryptowatch as cw

cw.api_key = "your public key"

# Return market candlestick info (open, high, low, close, volume) on some timeframes
list = cw.markets.get("BINANCE:BTCUSDT", ohlc=True, periods=["15m"])

print(list)
print(len(list.of_15m))
it = iter(list.of_15m)
for i in it:
    i[0] = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(i[0]))
    print(i)

['2020-11-04 21:30:00', 13803.38, 13860.0, 13786.87, 13834.74, 728.051491, 10066510.70990301]
['2020-11-04 21:45:00', 13834.73, 13895.0, 13823.83, 13858.36, 880.441081, 12210240.06888313]
['2020-11-04 22:00:00', 13858.36, 13885.0, 13832.5, 13835.13, 631.065418, 8745946.00082795]

https://github.com/cryptowatch/cw-sdk-python
It is very clear here, you can copy the code to familiarize yourself with the usage

I can provide an example of myself

import _thread
from datetime import datetime
import time
import backtrader as bt
from backtrader import date2num
from backtrader.feeds import DataBase


class LiveDataStream(DataBase):

    def __init__(self):
        self.isOpen = True
        self.i = 0
        _thread.start_new_thread(self._timerstart, (1,))

    def start(self):
        super(LiveDataStream, self).start()

    def _timerstart(self, n):
        while True:
            if self.isOpen == False:
                self.isOpen = True
            time.sleep(n)

    def _load(self):
        if self.isOpen == True:
            # print(self.i)
            self.i += 1
            self.lines.datetime[0] = date2num(datetime.now())
            # Get the rest of the unpacked data
            self.lines.open[0] = 100 + self.i
            self.lines.high[0] = 120 + self.i
            self.lines.low[0] = 80 + self.i
            self.lines.close[0] = 90 + self.i
            self.lines.volume[0] = 2342 + self.i
            self.lines.openinterest[0] = 443 + self.i
            self.isOpen = False
            return True
        else:
            return None

    def islive(self):
        '''Returns ``True`` to notify ``Cerebro`` that preloading and runonce
        should be deactivated'''
        return True

    def stop(self):
        '''Stops and tells the store to stop'''
        super().stop()


class MyStrategy(bt.Strategy):
    def __init__(self):
        pass

    def next(self):
        print('{} -- {} -- {}'.format(self.data.open[0], self.data.high[0], self.data.close[0]))

    def notify_data(self, data, status, *args, **kwargs):
        if status == data.LIVE:
            print("live data")
        elif status == data.DELAYED:
            print("DELAYED data")


cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
cerebro.adddata(LiveDataStream())
cerebro.run()
cerebro.plot()
print("over")

@Xu-Liu emmm, ‘return None return’ None should be changed ‘continue’

I can provide an example of myself

import _thread
from datetime import datetime
import time
import backtrader as bt
from backtrader import date2num
from backtrader.feeds import DataBase


class LiveDataStream(DataBase):

    def __init__(self):
        self.isOpen = True
        self.i = 0
        _thread.start_new_thread(self._timerstart, (1,))

    def start(self):
        super(LiveDataStream, self).start()

    def _timerstart(self, n):
        while True:
            if self.isOpen == False:
                self.isOpen = True
            time.sleep(n)

    def _load(self):
        if self.isOpen == True:
            # print(self.i)
            self.i += 1
            self.lines.datetime[0] = date2num(datetime.now())
            # Get the rest of the unpacked data
            self.lines.open[0] = 100 + self.i
            self.lines.high[0] = 120 + self.i
            self.lines.low[0] = 80 + self.i
            self.lines.close[0] = 90 + self.i
            self.lines.volume[0] = 2342 + self.i
            self.lines.openinterest[0] = 443 + self.i
            self.isOpen = False
            return True
        else:
            return None

    def islive(self):
        '''Returns ``True`` to notify ``Cerebro`` that preloading and runonce
        should be deactivated'''
        return True

    def stop(self):
        '''Stops and tells the store to stop'''
        super().stop()


class MyStrategy(bt.Strategy):
    def __init__(self):
        pass

    def next(self):
        print('{} -- {} -- {}'.format(self.data.open[0], self.data.high[0], self.data.close[0]))

    def notify_data(self, data, status, *args, **kwargs):
        if status == data.LIVE:
            print("live data")
        elif status == data.DELAYED:
            print("DELAYED data")


cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
cerebro.adddata(LiveDataStream())
cerebro.run()
cerebro.plot()
print("over")

https://github.com/cryptowatch/cw-sdk-python
It is very clear here, you can copy the code to familiarize yourself with the usage

example：

import time

import cryptowatch as cw

cw.api_key = "your public key"

# Return market candlestick info (open, high, low, close, volume) on some timeframes
list = cw.markets.get("BINANCE:BTCUSDT", ohlc=True, periods=["15m"])

print(list)
print(len(list.of_15m))
it = iter(list.of_15m)
for i in it:
    i[0] = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(i[0]))
    print(i)

['2020-11-04 21:30:00', 13803.38, 13860.0, 13786.87, 13834.74, 728.051491, 10066510.70990301]
['2020-11-04 21:45:00', 13834.73, 13895.0, 13823.83, 13858.36, 880.441081, 12210240.06888313]
['2020-11-04 22:00:00', 13858.36, 13885.0, 13832.5, 13835.13, 631.065418, 8745946.00082795]

Oh, I found the problem-- it is the data issue, several lines of data around 2020/04/26 are missing. I removed these lines so the whole thing went through.

@rajanprabu It's still going to go wrong，I don’t know if it’s because of too much data

@run-out

from datetime import datetime
import backtrader as bt


# Create a subclass of Strategy to define the indicators and logic

class SmaCross(bt.Strategy):
    # list of parameters which are configurable for the strategy
    params = dict(
        pfast=10,  # period for the fast moving average
        pslow=30  # period for the slow moving average
    )

    def __init__(self):
        sma1 = bt.ind.SMA(period=self.p.pfast)  # fast moving average
        sma2 = bt.ind.SMA(period=self.p.pslow)  # slow moving average
        self.crossover = bt.ind.CrossOver(sma1, sma2)  # crossover signal

    def next(self):
        if not self.position:  # not in the market
            if self.crossover > 0:  # if fast crosses slow to the upside
                self.buy()  # enter long

        elif self.crossover < 0:  # in the market & cross to the downside
            self.close()  # close long position


def getData():
    data = bt.feeds.GenericCSVData(
        dataname="/Users/liuxuyang/Desktop/btc_usd_1h_new.csv",
        dtformat='%Y-%m-%d %H:%M:%S',
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        fromdate=datetime(2017, 1, 1),
        todate=datetime(2020, 11, 4)

    )
    return data


cerebro = bt.Cerebro()  # create a "Cerebro" engine instance

cerebro.adddata(getData())  # Add the data feed

cerebro.addstrategy(SmaCross)  # Add the trading strategy
cerebro.run()  # run it all
cerebro.plot()  # and plot it with a single command

csv file linkl https://drive.google.com/file/d/15mtQP3wSVuG5OCUtasAjEMy-nWvBF1tx/view?usp=sharing

I have the same problem，My solution is to get more columns out。

While running the backtrader document "Hello Algotrading!" example, I try to use my own data, and the following error occurred。

Traceback (most recent call last):
  File "/Users/liuxuyang/PycharmProjects/pythonProject/MyTest.py", line 79, in <module>
    results = cerebro.run()
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/cerebro.py", line 1652, in _runonce
    strat._once()
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/lineiterator.py", line 318, in _once
    self.once(self._minperiod, self.buflen())
  File "/Users/liuxuyang/PycharmProjects/pythonProject/ven/lib/python3.7/site-packages/backtrader/indicators/basicops.py", line 364, in once
    dst[i] = math.fsum(src[i - period + 1:i + 1]) / period
OverflowError: intermediate overflow in fsum