Array Index Out of Range Error When Accessing RSI Values in Backtrader

Question

I'm working on a Python project using the Backtrader library to calculate the Relative Strength Index (RSI) for a financial dataset. However, I'm encountering an "array index out of range" error when trying to access the RSI values from the bt.indicators.RSI indicator.

For instance, I have used static values in my code for demonstration purposes.

code:

def relative_strength_index(self, asset: str, days: int) -> float:
        try:
            # data = self.strategy.getdatabyname(asset)
            data = pd.DataFrame({
                'datetime': pd.date_range(start='2022-12-19', periods=20, freq='D'),
                'open': [100, 102, 105, 103, 107, 110, 108, 106, 109, 112, 115, 118, 120, 122, 119, 116, 113, 111, 108, 106],
                'high': [102, 105, 108, 106, 110, 112, 110, 108, 112, 114, 117, 120, 124, 126, 121, 118, 116, 114, 112, 110],
                'low': [98, 100, 103, 101, 104, 108, 106, 104, 107, 110, 113, 116, 118, 120, 117, 114, 112, 110, 108, 106],
                'close': [101, 104, 107, 105, 109, 111, 109, 107, 110, 113, 116, 119, 121, 124, 120, 117, 114, 112, 110, 108],
                'volume': [1000, 1200, 1300, 1100, 1500, 1600, 1400, 1300, 1400, 1500, 1600, 1700, 1800, 1900, 1800, 1700, 1600, 1500, 1400, 1300]
            })
            # Create a Backtrader data feed from the DataFrame
            data_feed = bt.feeds.PandasData(dataname=data, datetime='datetime')
            # Define the RSI period
            days = 14

            # Create an RSI indicator with the specified period
            rsi = bt.indicators.RSI(data_feed.close, period=days)

            # Print the RSI values
            for i, rsi_value in enumerate(rsi):
                print(f'Day {i + 1}: RSI = {rsi_value[0]:.2f}')
            return rsi[0]
        except Exception as e:
            raise e

Despite using static values, the RSI indicator returns backtrader.indicators.rsi.RSI object with an empty array. Can anyone explain why this is happening and how I can resolve it to calculate RSI correctly ?

Answer 1

you can try this :

import backtrader as bt
import pandas as pd


class MyStrategy(bt.Strategy):
    params = (('rsi_period', 14),)

    def __init__(self):
        self.rsi = bt.indicators.RSI(self.data.close, period=self.params.rsi_period)

    def next(self):
        print(f'Date: {self.data.datetime.date()}, RSI: {self.rsi[0]:.2f}')


def run_backtest():
    cerebro = bt.Cerebro()

    data = pd.DataFrame({
        # ... [as in your original code]
    })

    data_feed = bt.feeds.PandasData(dataname=data, datetime='datetime')

    cerebro.adddata(data_feed)

    cerebro.addstrategy(MyStrategy, rsi_period=14)

    cerebro.run()


if __name__ == "__main__":
    run_backtest()