resample_apply errors

[drumlin61]

First of all, thank you for this module that you have provided.
I've been able to use the examples and documentation and online resources I can find to get started with some simple applications.
But alas, I am quite new to python, and have been stuck for a while trying to use the resample_apply for the strategies.
It seems simple enough, but I keep getting errors no matter what I try.
I have even tried using the suggestion found in https://github.com/kernc/backtesting.py/discussions/440 but with no luck.
Here is the code I am using:

`from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.lib import resample_apply
import pandas as pd
import pandas_ta as ta

class Super(Strategy):
period = 7
multiplier = 3
offset = 1

def init(self):
    self.weekly_st = resample_apply(
        'W-FRI',
        ta.supertrend,
        series = pd.Series(self.data.index),
        high = pd.Series(self.data.High),
        low = pd.Series(self.data.Low),
        close = pd.Series(self.data.Close),
        length = self.period,
        multiplier = self.multiplier,
        offset = self.offset)

def next(self):
    if crossover(self.data.Close, self.weekly_st[-1]):
        self.buy()

    elif crossover(self.weekly_st[-1], self.data.Close):
        self.position.close()

df = pd.read_csv('SPY.csv', index_col=0, parse_dates=True, infer_datetime_format=True)
df.info()
bt = Backtest(df, Super,
cash=100000, commission=0,
exclusive_orders=True)

stats = bt.run()
print(stats)
bt.plot()`

The error I get for this is:

`<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 7542 entries, 1993-01-29 to 2023-01-10
Data columns (total 6 columns):

Column Non-Null Count Dtype

---

0 Open 7542 non-null float64
1 High 7542 non-null float64
2 Low 7542 non-null float64
3 Close 7542 non-null float64
4 Adj Close 7542 non-null float64
5 Volume 7542 non-null int64
dtypes: float64(5), int64(1)
memory usage: 412.5 KB
Traceback (most recent call last):
File "C:\Users\drumlin\PycharmProjects\BTSTweekly-1\main.py", line 37, in
stats = bt.run()
^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtesting\backtesting.py", line 1139, in run
strategy.init()
File "C:\Users\drumlin\PycharmProjects\BTSTweekly-1\main.py", line 13, in init
self.weekly_st = resample_apply(
^^^^^^^^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtesting\lib.py", line 294, in resample_apply
resampled = series.resample(rule, label='right').agg(agg).dropna()
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\pandas\core\series.py", line 5872, in resample
return super().resample(
^^^^^^^^^^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\pandas\core\generic.py", line 8858, in resample
return get_resampler(
^^^^^^^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\pandas\core\resample.py", line 1544, in get_resampler
return tg._get_resampler(obj, kind=kind)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\drumlin\AppData\Local\Programs\Python\Python311\Lib\site-packages\pandas\core\resample.py", line 1725, in _get_resampler
raise TypeError(
TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'

Process finished with exit code 1
`

Any suggestions would be greatly appreciated!
Thanks!

[kernc]

TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'

        close = pd.Series(self.data.Close),

This resets all those passed series to a simple RangeIndex. Instead use e.g. self.data.Close.s accessor to obtain data-indexed Series (i.e. pd.Series(self.data.Close, index=self.data.index)).

[drumlin61]

Thank you for the reply and for your suggestion!
I am sorry for not replying sooner, but this tool is great, and I've been playing around with it trying to understand it better.
On top of that, I think I am starting to understand python a little more as well, so I greatly appreciate the help!
Your suggestion not only helped but also reminded me to look at the documentation, which is really pretty detailed, once I understood things a little more.
I implemented things in a slightly different manner, but it works:

`
from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.lib import resample_apply
import pandas as pd
import pandas_ta as ta

def isLastDay(dt):
today = pd.to_datetime(dt.index[-2]).weekday()
tomorrow = pd.to_datetime(dt.index[-1]).weekday()

if today == 4:
    return True
elif today == 3 and tomorrow != 4:
    return True
elif today == 2 and tomorrow == 0:
    return True
else:
    return False

def MyIndicator(data):
length = 7
multiplier = 3
supertrend = ta.supertrend(high=data.High, low=data.Low, close=data.Close, length=length, multiplier=multiplier)
return supertrend.to_numpy().T

class MyST(Strategy):

def init(self):
    high = pd.Series(self.data.High)
    low = pd.Series(self.data.Low)
    close = pd.Series(self.data.Close)
    self.weekly_st = resample_apply('W-FRI', MyIndicator,  self.data.df, plot=True, overlay = True)

def next(self):
    trend = self.weekly_st[0]
    if isLastDay(self.data):
        if self.position:
            if self.data.Close[-2] < trend[-2]:
                self.position.close()
        else:
            if self.data.Close[-2] > trend[-2]:
                self.buy()

df = pd.read_csv('..\BTbaseline\SPY.csv', index_col=0, parse_dates=True, infer_datetime_format=True)
bt = Backtest(df, MyST,
cash=100000, commission=0,
exclusive_orders=True)

stats = bt.run()
print(stats)
bt.plot()
`
Don't laugh to hard at the clumsy, code, I'm still learning.
I'm still trying to work out some stuff, but in general, I think I have a start.
Thanks!