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I've been trying to backtest a strategy using backtrader and need some help using the correct format for datetimes used by the variable cerebro of backtrader.

This snippet is an example of my problem:

timestamps = [price[0] / 1000 for price in prices]
for symbol in symbols:
    timestamps, closes = get_coingecko_data(symbol, "usd", 242)
    data_dict = {'datetime': pd.to_datetime(timestamps, unit='s'), 'close': closes}
    data = bt.feeds.PandasData(dataname=pd.DataFrame.from_dict(data_dict), open=None, high=None, low=None, volume=None, openinterest=None)

After running backtrader's variable "cerebro with cerebro.run() I keep getting this error:

AttributeError: 'int' object has no attribute 'to_pydatetime'

It seems that the type of the timestamp given by CoinGecko are in this form:

<class 'pandas.core.indexes.datetimes.DatetimeIndex'>

Any help in fixing this error in my code is appreciated.

hologormonong
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  • the [docs](https://www.backtrader.com/docu/pandas-datafeed/pandas-datafeed/) suggest you could specify the datetime column with the 'datetime' parameter. – FObersteiner Mar 11 '23 at 11:48

0 Answers0