Python Backtrader RSI ZeroDivisionError：浮点数除以零

Question

import backtrader as bt
import pandas as pd

# Load data
file_path = r'C:\forex\python\data\EURUSD1min-v2.xlsx'
data = pd.read_excel(file_path)

# Handle date and time in separate columns
data['Datetime'] = pd.to_datetime(data['Datetime'], format='%Y.%m.%d. %H:%M')
data.set_index('Datetime', inplace=True)

print("Data loaded, total entries:", len(data))

# Backtrader data format
class PandasData(bt.feeds.PandasData):
    params = (
        ('datetime', None),
        ('open', '<OPEN>'),
        ('high', '<HIGH>'),
        ('low', '<LOW>'),
        ('close', '<CLOSE>'),
        ('volume', None),
        ('openinterest', None),
    )

# RSI-based strategy
class RSIStrategy(bt.Strategy):
    params = (
        ('rsi_period', 14),
        ('rsi_upper', 70),
        ('rsi_lower', 30),
    )

    def __init__(self):
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.rsi_period)
        print("RSI indicator initialized.")

    def next(self):
        if len(self.data.close) < self.params.rsi_period:
            print("Not enough data for RSI calculation.")
            return

        current_rsi = self.rsi[0]
        current_close = self.data.close[0]

        if pd.isna(current_rsi) or current_rsi == 0:
            print("Invalid or zero RSI:", current_rsi)
            return

        print(f"Close: {current_close}, RSI: {current_rsi}")

# Load data into Backtrader
data_feed = PandasData(dataname=data)
print("Data converted to Backtrader format.")

# Create Backtrader cerebro and add strategy
cerebro = bt.Cerebro()
cerebro.adddata(data_feed)
cerebro.addstrategy(RSIStrategy)
print("Strategy added to Cerebro.")

# Run the strategy
cerebro.run()
print("Execution finished.")

程序运行时（AT RSI 初始化）遇到错误消息 ZeroDivisionError: float 除以零

数据是正确的，从 RSI 开始。问题可能是什么？我尝试了很多东西，调试，日志。但是RSI内部的日志也不起作用，所以问题出在RSI的某个地方。

Answer 1

要调试此问题，请尝试验证列名称和数据格式。这可以确认 PandasData 类中指定的 、、 和 等列是否存在。

print(data.head())

输出将是：

             Open time      Open      High       Low     Close     Volume               Close time  Quote asset volume  Number of trades  Taker buy base asset volume  Taker buy quote asset volume  Ignore
Datetime                                                                                                                                                                                                   
2019-09-08  2019-09-08  10000.00  10412.65  10000.00  10391.63   3096.291  2019-09-08 23:59:59.999        3.209628e+07              3754                        0.039                  3.933563e+02       0
2019-09-09  2019-09-09  10316.62  10475.54  10077.22  10307.00  14824.373  2019-09-09 23:59:59.999        1.524472e+08             11296                     5452.451                  5.619740e+07       0
2019-09-10  2019-09-10  10307.00  10382.97   9940.87  10102.02   9068.955  2019-09-10 23:59:59.999        9.271765e+07             10089                     6395.462                  6.552636e+07       0
2019-09-11  2019-09-11  10094.27  10293.11   9884.31  10159.55  10897.922  2019-09-11 23:59:59.999        1.097862e+08             13811                     7724.442                  7.784116e+07       0
2019-09-12  2019-09-12  10163.06  10450.13  10042.12  10415.13  15609.634  2019-09-12 23:59:59.999        1.594942e+08             20060                    10117.798                  1.031607e+08       0

重命名 PandasData 中的列：更新 PandasData 类以匹配实际的列名称，因为像这样的占位符可能与 DataFrame 的结构不对齐。例如，如果您的 DataFrame 具有开盘价、最高价、最低价、收盘价等列，请使用：

class PandasData(bt.feeds.PandasData):
    params = (
        ('datetime', None),
        ('open', 'Open'),
        ('high', 'High'),
        ('low', 'Low'),
        ('close', 'Close'),
        ('volume', 'Volume'),
        ('openinterest', None),
    )