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jeanfredericplante avatar jeanfredericplante commented on July 28, 2024

Never mind, it seems adding tz argument in DataFactory solves this

timezone = pytz.timezone("America/Los_Angeles")
data0 = DataFactory(dataname='AAPL', historical=True, fromdate=pd.Timestamp('2018-11-15'), timeframe=bt.TimeFrame.Days, tz=timezone)

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cole-seph avatar cole-seph commented on July 28, 2024

Was experiencing the same error and followed your fix which seems to get me to new errors.
I've added in the code you've pasted above but now when I run the example I get pytz is not defined. I try installing pytz to see if that fixes via: pip3 install pytz but pip3 tells me it's already installed. Any ideas?

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jeanfredericplante avatar jeanfredericplante commented on July 28, 2024

try import pytz

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cole-seph avatar cole-seph commented on July 28, 2024

yeah unfortunately that gets me back to the first error you encountered:
Adding import pytz to the top of my example, when I now run I get:
"Cannot compare tz-naive and tz-aware datetime-like objects" TypeError: Cannot compare tz-naive and tz-aware datetime-like objects

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cole-seph avatar cole-seph commented on July 28, 2024

my entire modified script:
`import alpaca_backtrader_api
import backtrader as bt
from datetime import datetime
import pytz

ALPACA_API_KEY = ''
ALPACA_SECRET_KEY = ''
ALPACA_PAPER = True

class SmaCross(bt.SignalStrategy):
def init(self):
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)

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

store = alpaca_backtrader_api.AlpacaStore(
key_id=ALPACA_API_KEY,
secret_key=ALPACA_SECRET_KEY,
paper=ALPACA_PAPER
)

if not ALPACA_PAPER:
broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
cerebro.setbroker(broker)

DataFactory = store.getdata # or use alpaca_backtrader_api.AlpacaData
timezone = pytz.timezone("America/New_York")
data0 = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(
2015, 1, 1), timeframe=bt.TimeFrame.Days, tz=timezone)
cerebro.adddata(data0)

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.plot()
`

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jeanfredericplante avatar jeanfredericplante commented on July 28, 2024

wondering if this has to do with your pandas version, and/or python version. This is what I have on my colab notebook.
pandas version 0.25.3
python version 3.6.9 (default, Nov 7 2019, 10:44:02)

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jeanfredericplante avatar jeanfredericplante commented on July 28, 2024

Confirming this fails for me with pandas version >1, maybe try to downgrade your pandas install

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cole-seph avatar cole-seph commented on July 28, 2024

phenomenal! It works with pandas version '0.25.3'
Thanks very much for your help

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