CODEWITHSUNDEEP
python-3.x
harif singh
harif singh

Reputation: 11

ValueError: day is out of range for month occuring in backtrader

Please help with this error, this is the error I am getting while feeding my own csv data to the backtrader.

data sample is as follows

csv data sample

I am new to python and the python community

error:

C:\Python\python.exe C:\Users\harif\PycharmProjects\untitled\venv\learning\dataframe1.py Traceback (most recent call last): File "C:\Users\harif\PycharmProjects\untitled\venv\learning\dataframe1.py", line 32, in fromdate=datetime(2, 10, 2016), ValueError: day is out of range for month

Process finished with exit code 1

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


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

# Create a data feed
data = bt.feeds.GenericCSVData(dataname=r'C:\Hard_Drive\Tick_Data\tickdata_2\sp.csv',
                               fromdate=datetime(2, 10, 2016),
                               todate=datetime(1, 10, 2019))
print(data)
# cerebro.adddata(data)  # 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

Upvotes: 1

Views: 368

Answers (1)

Siddharth Prajosh
Siddharth Prajosh

Reputation: 1384

Date time object accepts values in this order.

datetime(year, month, day[, hour[, minute[, second[, microsecond[,tzinfo]]]]]

There are 2 ways of fixing this.

  1. You can write the values in the correct order. eg: datetime(2016, 10, 2)
  2. You can specify which value is what. eg: datetime(day=2, month=10, year=2016),

Upvotes: 1

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