Comments (8)
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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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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try import pytz
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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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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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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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Confirming this fails for me with pandas version >1, maybe try to downgrade your pandas install
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phenomenal! It works with pandas version '0.25.3'
Thanks very much for your help
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Related Issues (20)
- Not a reliable API
- Informing user about subscription HOT 2
- Documentation for creating new Alpaca is broken. HOT 1
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- Multiple datas sample no longer works HOT 1
- alpaca-trade-api-python is being deprecated by alpaca-py HOT 1
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