Hi
I am trying to get polygon data with following code, however I am facing two problem
1-the data I receive is not consistent with other source,in my case AAPL daily data
printed data is below
2-I am receiving an error once assigning the data to backtrader, error below
it seems data is received but can not be assigned to backtrader data frame
NY = ‘America/New_York’
ALPACA_API_KEY =
ALPACA_SECRET_KEY =
ALPACA_API_BASE_URL= “https://paper-api.alpaca.markets”
ALPACA_PAPER = True
store = alpaca_backtrader_api.AlpacaStore(
key_id=ALPACA_API_KEY,
secret_key=ALPACA_SECRET_KEY,
paper=ALPACA_PAPER
)
if not ALPACA_PAPER:
broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
cerebro.setbroker(broker)
api = tradeapi.REST(ALPACA_API_KEY, ALPACA_SECRET_KEY, base_url=ALPACA_API_BASE_URL)
d_start=pd.Timestamp(‘2020-10-01’, tz=NY).isoformat() ## day data
d_end=pd.Timestamp(‘2020-10-14’, tz=NY).isoformat()
data = api.polygon.historic_agg_v2(‘AAPL’, 1, ‘day’, _from=d_start, to=d_end).df
print(data)
cerebro.adddata(data)
open high low close volume vwap
timestamp
2020-10-01 00:00:00-04:00 117.64 117.72 115.8300 116.79 112824590.0 116.5940
2020-10-02 00:00:00-04:00 112.89 115.37 112.2200 113.02 139442161.0 113.8688
2020-10-05 00:00:00-04:00 113.92 116.65 113.5500 116.50 106010004.0 115.4564
2020-10-06 00:00:00-04:00 115.70 116.12 112.2500 113.16 155506372.0 114.4525
2020-10-07 00:00:00-04:00 114.62 115.51 114.1300 115.08 95862909.0 114.9180
2020-10-08 00:00:00-04:00 116.27 116.40 114.5901 114.97 82756166.0 115.2687
2020-10-09 00:00:00-04:00 115.28 117.00 114.9200 116.97 98222295.0 116.2439
2020-10-12 00:00:00-04:00 120.06 125.18 119.2845 124.40 240242015.0 123.0341
2020-10-13 00:00:00-04:00 125.27 125.39 119.6500 121.10 261890079.0 122.4302
2020-10-14 00:00:00-04:00 120.99 123.03 119.6200 121.19 147227059.0 121.3124
2020-10-15 00:00:00-04:00 118.72 121.20 118.1500 120.71 109249323.0 120.0721
-----------------error message
Exception has occurred: AttributeError
‘DataFrame’ object has no attribute ‘setenvironment’
File “C:\Users\mucah\Alpaca-VisualStudioCode\PolygonData.py”, line 65, in
cerebro.adddata(data)