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ValueError: Invalid frequency: ME #1257

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@xXgordonXx

Description

@xXgordonXx

Expected behavior

what i do:

  1. pip install backtesting
  2. run
    from backtesting import Backtest, Strategy
    from backtesting.lib import crossover

from backtesting.test import SMA, GOOG

class SmaCross(Strategy):
def init(self):
price = self.data.Close
self.ma1 = self.I(SMA, price, 10)
self.ma2 = self.I(SMA, price, 20)

def next(self):
    if crossover(self.ma1, self.ma2):
        self.buy()
    elif crossover(self.ma2, self.ma1):
        self.sell()

bt = Backtest(GOOG, SmaCross, commission=.002,
exclusive_orders=True)
stats = bt.run()
bt.plot()

  1. expected result: is ploting a sample graph

Code sample

from backtesting import Backtest, Strategy
from backtesting.lib import crossover

from backtesting.test import SMA, GOOG


class SmaCross(Strategy):
    def init(self):
        price = self.data.Close
        self.ma1 = self.I(SMA, price, 10)
        self.ma2 = self.I(SMA, price, 20)

    def next(self):
        if crossover(self.ma1, self.ma2):
            self.buy()
        elif crossover(self.ma2, self.ma1):
            self.sell()


bt = Backtest(GOOG, SmaCross, commission=.002,
              exclusive_orders=True)
stats = bt.run()
bt.plot()

Actual behavior

  1. error/ related report
    [ValueError: Invalid frequency: ME]

Image

reference: pandas-dev/pandas#57197

Additional info, steps to reproduce, full crash traceback, screenshots

  1. seems there is typo in _plot_superimposed_ohlc() function

    def _plot_superimposed_ohlc():
    """Superimposed, downsampled vbars"""
    time_resolution = pd.DatetimeIndex(df['datetime']).resolution
    resample_rule = (superimpose if isinstance(superimpose, str) else
    dict(day='ME',
    hour='D',
    minute='h',
    second='min',
    millisecond='s').get(time_resolution))

Software versions

  • Backtesting version: 0.?.?
  • bokeh.__version__:
  • OS:

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