Python Backtrader 错误：FileNotFoundError：[Errno 2] 没有这样的文件或目录：'AAPL'

Question

I am trying to use the backtrader package in Python 3.8 to run a backtest on AAPL historical stock prices obtained from Yahoo Finance using backtrader 's YahooFinanceData module.

Problem: The data appears to be downloaded from Yahoo Finance, but during the backtesting process, we get an error:

FileNotFoundError: [Errno 2] No such file or directory: 'AAPL'

Any idea how we can solve this problem?

System:

• Mac OS X 10.15.3
• Python 3.8.0
• backtrader 1.9.74.123

Python Code to Reproduce Error

from datetime import datetime
import backtrader as bt

class SmaSignal(bt.Signal):
    param = (('period', 20), )

    def __init__(self):
        self.lines.signal = self.data - bt.ind.SMA(period=self.p.period)

data = bt.feeds.YahooFinanceData(dataname='AAPL',
                                fromdate=datetime(2018, 1, 1),
                                todate=datetime(2018, 12, 31))
cerebro = bt.Cerebro(stdstats=False)
cerebro.adddata(data)
cerebro.broker.setcash(1000.0)
cerebro.add_signal(bt.SIGNAL_LONG, SmaSignal)
cerebro.addobserver(bt.observers.BuySell)
cerebro.addobserver(bt.observers.Value)

print(f'Starting Portfolio Value: {cerebro.broker.getvalue():.2f}')
cerebro.run()
print(f'Final Portfolio Value: {cerebro.broker.getvalue():.2f}')
cerebro.plot(iplot=True, volume=False)

Error Stack

Traceback (most recent call last):
  File "02.py", line 21, in <module>
    cerebro.run()
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/cerebro.py", line 1210, in runstrategies
    data._start()
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/feed.py", line 203, in _start
    self.start()
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/feeds/yahoo.py", line 352, in start
    super(YahooFinanceData, self).start()
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/feeds/yahoo.py", line 94, in start
    super(YahooFinanceCSVData, self).start()
  File "/Users/x/opt/anaconda3/envs/test/lib/python3.8/site-packages/backtrader/feed.py", line 674, in start
    self.f = io.open(self.p.dataname, 'r')
FileNotFoundError: [Errno 2] No such file or directory: 'AAPL'

Answer 1

I did some googling on their forum site and found 1 and 2 , which indicate Yahoo api has not worked for a few years. Either use a different data feed or save data as a csv file and read it in.

Answer 2

Yahoo Finance have changed their output recently, specifically the content type of the API response('text/csv' is expected but 'text/plain' is returned). To fix it you have to change to code in the file backtrader/feeds/yahoo.py

In line 330, replace:

if 'text/csv' not in ctype:

With:

if ctype not in ['text/csv', 'text/plain']:

There is a pull request open with backtrader to fix this in the package, but it has not been commited yet.

Answer 3

The error is that the request to Yahoo API fails, and backtrader then falls back to trying to read local copies of the data but in a way that also fails. The Yahoo API changed a few years ago and backtrader hasn't been updated since then. This is a big issue as even the tutorial example is broken!

The change @mathias-thorsen mentioned in his answer was proposed to be included in backtrader in this Pull Request , but it was closed. backtrader has slowed development and a fork backtrader2 is vying to be its successor. backtrader2 found that a difference fix resolved the root cause of the Yahoo API request failing. They proposed the same fix into the upstream backtrader in this Pull Request and it was recently merged. With the creator gone though, there's no way to publish a new release to PyPI. backtrader2 also cannot yet take over the PyPI namespace for backtrader ( https://pypi.org/project/backtrader/ ).

So how do you install the fixed version of backtrader or the more updated backtrader2 if they aren't published on PyPI? You could install the latest development version from GitHub using either

• pip install git+https://github.com/mementum/backtrader.git#egg=backtrader
• pip install git+https://github.com/backtrader2/backtrader.git#egg=backtrader

There's also an issue when backtrader uses of the latest matplotlib , where the fix has been merged, but with no release. You can find similar approaches to install from source ( https://stackoverflow.com/a/66871735/6068036 ).