Debugged and Enhanced Backtrader Trading Strategy

📅 2024-01-16 — Session: Debugged and Enhanced Backtrader Trading Strategy

🕒 15:55–16:40
🏷️ Labels: Backtrader, Debugging, Data Processing, Trading Strategy, Visualization
📂 Project: Dev
⭐ Priority: MEDIUM

The session aimed to debug and enhance a trading strategy using Backtrader, focusing on data fetching, error handling, and visualization.

Debugging OLSResiduals Indicator: Addressed issues with an unpopulated prices array by troubleshooting data feed loading, verifying the window period, and refining data fetching methods.
Implementing Robust Data Fetching: Improved the trading strategy by implementing direct data slicing for price fetching and ensuring valid log prices calculations.
Adjusting Code for Historical Data Access: Modified the next method and used the get method to fetch historical data accurately.
Handling OLS Residuals: Calculated OLS residuals from price data, handling non-positive values and ensuring error management.
Manual Construction of Prices Array: Created a prices array from historical close prices to resolve data fetching issues.
Plotting Simulation Results: Used Matplotlib to plot Backtrader simulation results, including saving plots in headless environments.
Advanced Plotting Techniques: Explored advanced plotting techniques, integrating financial data from Yahoo Finance, and customizing plot settings.

Successfully debugged the OLSResiduals indicator and improved data fetching methods.
Enhanced error handling and data processing in the trading strategy.
Implemented advanced plotting techniques for better visualization of trading results.