Backtrader绘图cerebro.plot报错问题的处理

Backtrader绘图cerebro.plot报错问题的处理

1.问题描述

在jupyter 中使用BackTrader ,使用绘图功能时:

cerebro.plot()

提示错误:ValueError: Axis limits cannot be NaN or Inf

由于backtrader 要求有7列数据,最后一列openinterest ,以为缺少此列数据,补齐最后一列。

data[‘openinterest’] = 0

数据显示效果如下:

                open      high       low     close        vol  openinterest
date                                                                       
2020-01-02  119.3010  124.4880  119.3010  123.7272  184419.14             0
2020-01-03  123.3814  125.3871  121.6524  124.6263  140995.19             0
2020-01-06  125.1796  135.8302  123.5198  133.6171  425339.29             0
2020-01-07  133.8246  137.6284  131.9573  133.8938  250923.45             0
2020-01-08  135.0695  141.9855  133.3405  138.8041  412035.84             0

数据上肯定没有0和无穷大值,问题依然存在。

2. 问题处理过程

(1)安装组件 ipympl

Jupyter Lab 通过 jupyter-matplotlib extension 支持交互式 matplotlib 。由于ipympl Jupyter Lab版本需要NodeJS 。

pip install ipympl

安装过程中,可以看到安装了Nodejs 。

# pip install ipympl
Looking in indexes: https://pypi.douban.com/simple/
Collecting ipympl
  Downloading https://mirrors.cloud.tencent.com/pypi/packages/08/5b/83a88a44e5dd185104c400e0ed6cdba50c776a8f494d525298bb09db2e5c/ipympl-0.9.3-py2.py3-none-any.whl (511 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 511.6/511.6 kB 1.0 MB/s eta 0:00:00
Collecting ipywidgets<9,>=7.6.0
  Downloading https://mirrors.cloud.tencent.com/pypi/packages/4a/0e/57ed498fafbc60419a9332d872e929879ceba2d73cb11d284d7112472b3e/ipywidgets-8.1.1-py3-none-any.whl (139 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 139.4/139.4 kB 1.0 MB/s eta 0:00:00
Requirement already satisfied: pillow in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (9.5.0)
Requirement already satisfied: traitlets<6 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (5.9.0)
Requirement already satisfied: matplotlib<4,>=3.4.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (3.7.1)
Requirement already satisfied: numpy in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (1.23.5)
Requirement already satisfied: ipython-genutils in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (0.2.0)
Requirement already satisfied: ipython<9 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipympl) (8.12.0)
Requirement already satisfied: stack-data in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (0.6.2)
Requirement already satisfied: pickleshare in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (0.7.5)
Requirement already satisfied: pygments>=2.4.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (2.15.1)
Requirement already satisfied: pexpect>4.3 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (4.8.0)
Requirement already satisfied: typing-extensions in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (4.5.0)
Requirement already satisfied: prompt-toolkit!=3.0.37,<3.1.0,>=3.0.30 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (3.0.38)
Requirement already satisfied: decorator in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (5.1.1)
Requirement already satisfied: backcall in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (0.2.0)
Requirement already satisfied: jedi>=0.16 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (0.18.2)
Requirement already satisfied: matplotlib-inline in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipython<9->ipympl) (0.1.6)
Requirement already satisfied: comm>=0.1.3 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from ipywidgets<9,>=7.6.0->ipympl) (0.1.3)
Collecting jupyterlab-widgets~=3.0.9
  Downloading https://mirrors.cloud.tencent.com/pypi/packages/e8/05/0ebab152288693b5ec7b339aab857362947031143b282853b4c2dd4b5b40/jupyterlab_widgets-3.0.9-py3-none-any.whl (214 kB)
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Collecting widgetsnbextension~=4.0.9
  Downloading https://mirrors.cloud.tencent.com/pypi/packages/29/03/107d96077c4befed191f7ad1a12c7b52a8f9d2778a5836d59f9855c105f6/widgetsnbextension-4.0.9-py3-none-any.whl (2.3 MB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2.3/2.3 MB 1.0 MB/s eta 0:00:00
Requirement already satisfied: cycler>=0.10 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (0.11.0)
Requirement already satisfied: packaging>=20.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (23.1)
Requirement already satisfied: python-dateutil>=2.7 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (2.8.2)
Requirement already satisfied: contourpy>=1.0.1 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (1.0.7)
Requirement already satisfied: fonttools>=4.22.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (4.39.3)
Requirement already satisfied: importlib-resources>=3.2.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (5.12.0)
Requirement already satisfied: pyparsing>=2.3.1 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (3.0.9)
Requirement already satisfied: kiwisolver>=1.0.1 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from matplotlib<4,>=3.4.0->ipympl) (1.4.4)
Requirement already satisfied: zipp>=3.1.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from importlib-resources>=3.2.0->matplotlib<4,>=3.4.0->ipympl) (3.15.0)
Requirement already satisfied: parso<0.9.0,>=0.8.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from jedi>=0.16->ipython<9->ipympl) (0.8.3)
Requirement already satisfied: ptyprocess>=0.5 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from pexpect>4.3->ipython<9->ipympl) (0.7.0)
Requirement already satisfied: wcwidth in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from prompt-toolkit!=3.0.37,<3.1.0,>=3.0.30->ipython<9->ipympl) (0.2.6)
Requirement already satisfied: six>=1.5 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from python-dateutil>=2.7->matplotlib<4,>=3.4.0->ipympl) (1.16.0)
Requirement already satisfied: pure-eval in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from stack-data->ipython<9->ipympl) (0.2.2)
Requirement already satisfied: asttokens>=2.1.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from stack-data->ipython<9->ipympl) (2.2.1)
Requirement already satisfied: executing>=1.2.0 in /root/anaconda3/envs/nlp/lib/python3.8/site-packages (from stack-data->ipython<9->ipympl) (1.2.0)
Installing collected packages: widgetsnbextension, jupyterlab-widgets, ipywidgets, ipympl
Successfully installed ipympl-0.9.3 ipywidgets-8.1.1 jupyterlab-widgets-3.0.9 widgetsnbextension-4.0.9
WARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv
[root@data /]# pip install nodejs-bin
Looking in indexes: https://pypi.douban.com/simple/
Collecting nodejs-bin
  Downloading https://mirrors.cloud.tencent.com/pypi/packages/14/f5/b85f10ddb2b6bf58395bd08a7794ded91518f7eca1dc771c22c808c44e81/nodejs_bin-18.4.0a4-py3-none-manylinux_2_12_x86_64.manylinux2010_x86_64.whl (47.3 MB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 47.3/47.3 MB 866.4 kB/s eta 0:00:00
Installing collected packages: nodejs-bin
Successfully installed nodejs-bin-18.4.0a4
WARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv

(2)出现 Javascript Error: IPython is not defined

使用以下命令绘图,还是失败

cerebro.plot()
cerebro.plot(iplot=False)

用两种方式绘图,都是报 Javascript Error: IPython is not defined 错误。
matplotlib 的版本是 3.7.1 ,网上建议是 3.2.2,与BackTrader 兼容,不建议更高版本。

 #pip list | grep matplot
matplotlib                     3.7.1
matplotlib-inline              0.1.6

卸载matplotlib ,重新安装3.2.2版本:

pip uninstall matplotlib
pip install matplotlib==3.2.2

重启jupyter 。
使用 matplotlib inline 组件,绘图加参数 iplot=False

%matplotlib inline
cerebro.plot(iplot=False)

终于可以在jupyter 中BackTrader 绘制收益图示,贴张图纪念一下:

在这里插入图片描述

### Backtrader 中 PandasData 数据源的使用 `PandasData` 是 `Backtrader` 提供的一种用于处理 pandas DataFrame 类型数据的数据源类。此类允许用户直接利用 pandas 处理后的金融时间序列数据进行回测分析。 #### 创建 PandasData 实例 为了创建一个基于 pandas DataFrame 的 `PandasData` 对象,通常需要先准备好符合特定格式要求的时间序列数据集。这些数据应该至少包含日期(`datetime`)、开盘价(`open`)、最高价(`high`)、最低价(`low`)、收盘价(`close`)以及成交量(`volume`)列[^1]。 ```python import backtrader as bt import pandas as pd # 假设 df 已经是一个包含了上述所需字段的pandas dataframe对象 df['datetime'] = pd.to_datetime(df.index) data_feed = bt.feeds.PandasData( dataname=df, datetime='datetime', # 指定日期列为索引或某一列名 open='open', high='high', low='low', close='close', volume='volume' ) ``` 这段代码展示了如何定义一个自定义的 `PandasData` 输入流给 `Backtrader` 使用。这里假设输入的是已经预处理过的 pandas DataFrame (`df`),其中含有标准的价格和交易量信息,并且日期已经被转换成 Python 的 datetime 格式作为索引或者单独的一列。 #### 将 PandasData 添加至 Cerebro 一旦有了合适的 `PandasData` 实例之后,就可以将其加入到 `Cerebro` 引擎中以便后续操作: ```python cerebro = bt.Cerebro() cerebro.adddata(data_feed) ``` 这一步骤使得所准备好的市场行情数据可以被用来训练策略模型或是执行历史模拟测试。 #### 定制化配置选项 除了基本属性之外,还可以进一步定制 `PandasData` 来满足更复杂的需求。例如调整默认的时间周期长度、指定额外辅助线等特性都可以通过传递更多参数来实现。具体可查阅官方文档获取完整的初始化参数列表[^2]。
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