Backtrader - 索引错误：列表索引超出范围

Question

我正在尝试通过下面的脚本 "backtrader_impact.py" 从我生成的一个叫 "impact.csv" 的csv文件中加载自定义数据。

但是，在执行 "cerebro.adddata(data)" 时，我遇到了一个错误：IndexError: list index out of range（索引错误：列表索引超出范围）。

  File "C:\...\backtrader\feeds\csvgeneric.py", line 151, in _loadline
    csvfield = linetokens[csvidx]
IndexError: list index out of range

backtrader_impact.py:

import backtrader as bt

class ImpactCSVData(bt.feeds.GenericCSVData):
    lines = ('impact_score',)
    
    params = (
        ('dtformat', '%Y/%m/%d %H:%M:%S'),  # Datetime format
        ('datetime', 0),  # Index of the datetime column in the CSV
        ('impact_score', 1),  # Index of the impact_score column in the CSV
        ('timeframe', bt.TimeFrame.Minutes),  # Timeframe (adjust accordingly)
    )

data = ImpactCSVData(
    dataname='alpaca_backtrader/impact.csv',  # Path to your CSV file
)

cerebro = bt.Cerebro()
cerebro.adddata(data)

# cerebro.addstrategy(YourStrategy)

cerebro.run()

# cerebro.plot()

impact.csv:

datetime,impact_score
2023/01/13 00:00:00,96
2023/01/13 00:15:00,75
2023/01/13 00:30:00,58

我尝试通过在 backtrader\feeds\csvgeneric.py（在 backtrader 包中）添加一些打印语句来进行调试：

        for linefield in (x for x in self.getlinealiases() if x != 'datetime'):
            # Get the index created from the passed params
            csvidx = getattr(self.params, linefield)

            if csvidx is None or csvidx < 0:
                # the field will not be present, assignt the "nullvalue"
                print(f"Processing line tokens: {linetokens}, with csvidx: {csvidx}")
                csvfield = self.p.nullvalue
            else:
                # get it from the token
                # FIXME: failing here. trying to access index 4 of list of 2 items
                print(f"Processing line tokens: {linetokens}, with csvidx: {csvidx}")
                csvfield = linetokens[csvidx]

            if csvfield == '':
                # if empty ... assign the "nullvalue"
                print(f"Processing line tokens: {linetokens}, with csvidx: {csvidx}")
                csvfield = self.p.nullvalue

What is printed:
Processing line tokens: ['2023/01/13 00:00:00', '96'], with csvidx: 4

出于某种原因，它试图访问 linetokens 的索引 4，但 linetokens 只有 ['2023/01/13 00:00:00', '96']，长度只有 2。

希望能得到你的帮助！谢谢。

Answer 1

我在想把自定义的csv文件导入数据源时也遇到了同样的问题。GenericCSVData()这个类的问题在于，它会强制寻找日期、开盘价、最高价、最低价、最低价、收盘价和成交量这几列，而不管你的文件里有什么。

你代码的第一个问题是，你输入的csv文件只有两列，但这个类需要六列。当它试图查找data.csv[3]时，就会超出范围。

第二个问题是，你没有输入impact_score的值。你应该调整一下lines = ('impact_score', 7)，然后在自定义数据源里要明确你的数据的索引。

data = ImpactCSVData(
    dataname='alpaca_backtrader/impact.csv',
    datetime=0,
    open=1,
    high=2,
    low=3,
    close=4,
    volume=5,
    openinterest=6,
    impact_score=7
)

After this you can fill in your CSV file with dummy data for OHLCV and then you can access the impact score like you mentioned.