📅 2024-01-16 — Session: Debugged and Enhanced OLSResiduals Indicator in Backtrader
🕒 14:55–15:40
🏷️ Labels: Backtrader, Olsresiduals, Python, Debugging, Trading Strategy
📂 Project: Dev
⭐ Priority: MEDIUM
Session Goal
The session aimed to integrate and debug the OLSResiduals indicator within a multi-stock trading strategy using Backtrader.
Key Activities
- Developed a guide for integrating OLS residuals into a trading strategy, focusing on custom indicator creation and strategy logic modification.
- Addressed a TypeError in the OLSResiduals initialization by modifying the class definition and removing unnecessary arguments.
- Resolved a ValueError related to zero-size arrays by ensuring sufficient data points for OLS fitting and implementing error handling.
- Implemented debugging techniques to diagnose issues with empty price arrays and refined data fetching methods within the OLSResiduals class.
Achievements
- Successfully integrated the OLSResiduals indicator into Backtrader with enhanced error handling and debugging capabilities.
- Improved data fetching and initialization processes to prevent common errors related to empty arrays.
Pending Tasks
- Further testing is required to validate the robustness of the new implementation under various market conditions.
- Additional documentation and comments should be added to the code for clarity and future reference.