Strategy backtest does not work on Bitcoin OHLCV 1 minute data

[mebrammel]

Expected Behavior

When using BTCUSDT 1minute ticker data with the default SMA strategy I would expect transactions and a report.

Actual Behavior

Backtest report is empty for ticker BTCUSDT.
Also no transactions plotted.
If you use another ticker like ETHUSDT the report is working properly.

Steps to Reproduce

Get BTCUSDT OHLCV data, 3 days history 1 minute candles.
Run sample strategy SMA crossover from your documentation.
See code below:

import pandas as pd
from binance.client import Client

# GET OHLCV DATA FROM BINANCE
ticker = 'BTCUSDT'
# ticker = 'ETHUSDT'
client = Client()
btc_data = client.get_historical_klines(ticker, Client.KLINE_INTERVAL_1MINUTE, "3 day ago UTC")
df = pd.DataFrame(btc_data)
df[0] = pd.to_datetime(df[0],unit='ms')
df[6] = pd.to_datetime(df[6],unit='ms')
df.rename(columns={0:'DateTime', 1:'open', 2:'high', 3:'low', 4:'close',5:'volume',6:'CloseTime',7:'QuoteAssetVolume',8:'NumberTrades',9:'TakerBuyBaseAssetVolume',10:'TakerBuyQuoteAssetVolume',11:'Ignore'}, inplace=True)
df[['open','high','low','close','volume','TakerBuyBaseAssetVolume','TakerBuyQuoteAssetVolume']] = df[['open','high','low','close','volume','TakerBuyBaseAssetVolume','TakerBuyQuoteAssetVolume']].astype(float)
df['NumberTrades'] = df['NumberTrades'].astype(int)
df.set_index('DateTime', inplace=True)
df['adj close'] = df['close'] # Some functions need adj close
btc_data_df = pd.DataFrame()
btc_data_df[['Open','High','Low','Close','Volume']] = df[['open','high','low','close','volume']]

# Run default strategy
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(btc_data_df, SmaCross, commission=.002,
              exclusive_orders=True)
stats = bt.run()
bt.plot()
stats

[kernc]

The issue is your initial cash is too low, and buying fractional units is not supported. You should apply the proposed workaround and trade in smaller units (e.g. μBTC).

[mebrammel]

Thank you very much, changing the CASH parameter to 100000 fixed the problem for me.