Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

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Deep Learningbta-lib
Overview
Comments
  • AttributeError: module 'btalib' has no attribute 'sma'

    AttributeError: module 'btalib' has no attribute 'sma'

    import btalib
    import pandas as pd
    
    df = pd.read_csv('2006-day-001.txt', parse_dates=True, index_col='Date')
    sma = btalib.sma(df)
    

    gives AttributeError: module 'btalib' has no attribute 'sma'

    opened by HomunculusK 1
  • SMMA is not thread proof

    SMMA is not thread proof

    SMMA Function is working good when calling in not threading modus however when code is running in muli thread we get the following error:

    File "/home/engine.traderbot/src/indicators/smma.py", line 192, in __calculate_smma
    tmp = btalib.smma(self.ohlc_data[self.source], period=self.length)
    

    File "/home/anaconda/envs/traderbot/lib/python3.7/site-packages/btalib/indicator.py", line 110, in call self.outputs = self.o = meta.outputs._from_class(cls) File "/home/anaconda/envs/traderbot/lib/python3.7/site-packages/btalib/meta/outputs.py", line 30, in _from_class return _CLSOUTPUTScls # defvals params in dict format File "/home/anaconda/envs/traderbot/lib/python3.7/site-packages/btalib/meta/lines.py", line 630, in init metadata.minperiods[self] = [1] * len(self)

    opened by justmeonthegit 0
  • helloalgotrading raise exception FileNotFoundError

    helloalgotrading raise exception FileNotFoundError

    https://www.backtrader.com/home/helloalgotrading/

    Exception has occurred: FileNotFoundError       (note: full exception trace is shown but execution is paused at: _run_module_as_main)
    [Errno 2] No such file or directory: 'MSFT'
      File "D:\anaconda3\Lib\site-packages\backtrader\feed.py", line 674, in start
        self.f = io.open(self.p.dataname, 'r')
      File "D:\anaconda3\Lib\site-packages\backtrader\feeds\yahoo.py", line 94, in start
        super(YahooFinanceCSVData, self).start()
      File "D:\anaconda3\Lib\site-packages\backtrader\feeds\yahoo.py", line 355, in start
        super(YahooFinanceData, self).start()
      File "D:\anaconda3\Lib\site-packages\backtrader\feed.py", line 203, in _start
        self.start()
      File "D:\anaconda3\Lib\site-packages\backtrader\cerebro.py", line 1210, in runstrategies
        data._start()
      File "D:\anaconda3\Lib\site-packages\backtrader\cerebro.py", line 1127, in run
        runstrat = self.runstrategies(iterstrat)
      File "D:\code\digifinex\backTrader\1.py", line 37, in <module>
        cerebro.run()  # run it all
      File "D:\anaconda3\Lib\runpy.py", line 87, in _run_code
        exec(code, run_globals)
      File "D:\anaconda3\Lib\runpy.py", line 97, in _run_module_code
        _run_code(code, mod_globals, init_globals,
      File "D:\anaconda3\Lib\runpy.py", line 265, in run_path
        return _run_module_code(code, init_globals, run_name,
      File "D:\anaconda3\Lib\runpy.py", line 87, in _run_code
        exec(code, run_globals)
      File "D:\anaconda3\Lib\runpy.py", line 194, in _run_module_as_main (Current frame)
        return _run_code(code, main_globals, None,
    
    opened by szmcdull 1
  • bta-lib error : trying to use rsi indicator but gives ValueError: cannot set using a slice indexer with a different length than the value

    bta-lib error : trying to use rsi indicator but gives ValueError: cannot set using a slice indexer with a different length than the value

    Im trying to use bta-lib to calculate rsi indicator although it was fine with the sma function but through an error on rsi function ''' df=pd.read_csv('prices.csv') sma=btalib.sma(df,period=9)#works fine rsi=btalib.rsi(df,period=14)#through an error ''' error= ValueError: cannot set using a slice indexer with a different length than the value... my df len is enough.

    opened by alishah79 0
  • bta-lib compatibility issues with new Numpy releases.

    bta-lib compatibility issues with new Numpy releases.

    BTA-LIB is running into compatibility issues with Numpy. From backtrader forum: bta-lib adx() error

    @run-out I found the library version incompatibility! I was running with numpy v1.20.1, the latest version. I installed an older version, the version of numpy available right around when btalib v1.0.0 was released, numpy v1.18.2. It worked πŸ™ŒπŸΌ So that means bta-lib needs to be updated to work with the latest versions of pandas and numpy. Thanks again for taking the time to work this out with me πŸ‘πŸΌπŸŒ· Here's my output now:

    (sandbox) 13:13 β€’ screener β€’ master β€’ d5822cb βœ—
    ❯ python bta-adx.py
    numpy v1.18.2
    pandas v1.0.4
    btalib v1.0.0
                     Open       High        Low  ...    Volume        rsi        adx
    Date                                         ...
    2021-03-22  79.989998  81.269997  79.220001  ...  39648600  44.939105  26.393616
    2021-03-23  80.129997  80.339996  77.949997  ...  40466600  41.737588  26.112061
    2021-03-24  77.550003  78.800003  76.400002  ...  43753600  38.792404  26.252038
    2021-03-25  75.849998  76.949997  74.959999  ...  44735100  38.393151  26.729348
    2021-03-26  76.620003  77.500000  75.029999  ...  49109400  41.367524  26.915669
    
    opened by neilsmurphy 0
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