Debugged NaN and IndexError in Backtrader data feed

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📅 2024-01-18 — Session: Debugged NaN and IndexError in Backtrader data feed

🕒 17:50–19:35
🏷️ Labels: Backtrader, Debugging, Python, Data Processing, Residuals
📂 Project: Dev
⭐ Priority: MEDIUM

Session Goal

The primary objective of this session was to troubleshoot and resolve issues related to NaN values and IndexErrors in residuals data when using Backtrader with PandasData.

Key Activities

  • Data Alignment and Debugging: Steps were outlined to inspect and correct data alignment issues causing NaN values in residuals. This involved enhancing debug prints and checking data feed structures.
  • Custom CSV Data Feed Creation: Developed a custom CSV data feed by inheriting from backtrader.CSVDataBase to handle residuals data effectively.
  • Error Diagnosis and Correction: Addressed ‘IndexError: list index out of range’ and ValueError during datetime conversion by adding debugging information and enhancing error handling.
  • Namespace Conflict Resolution: Resolved a namespace conflict in Python imports related to the datetime module and Backtrader.

Achievements

  • Successfully debugged and resolved NaN and IndexError issues in Backtrader data feeds.
  • Implemented a custom CSV data feed for residuals, enhancing data handling and integration.
  • Improved error handling and debugging techniques for better data processing.

Pending Tasks

  • Further testing of the custom CSV data feed with different datasets to ensure robustness.
  • Continuous monitoring for any additional errors or edge cases that might arise in different trading scenarios.

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