pf.plot().show() giving error.

[amit5g7]

hi,

Following a youtube video to learn vectorbt

i am trying to plot
pf.plot().show()
and it gives me error "TypeError: Only one column is allowed. Use indexing or column argument."
if i use pf.plot(column="close").show()
the error i get is - KeyError: "Column 'close' not found"
have tried many approaches but i am stuck. chatgpt is of no help too.

thx in advance.

[eervin123]

did you run your pf with param combinations or is it a single portfolio simulation?

try typing pf.stats()

if at the bottom of your stats you see Name: agg_stats, dtype: object then that indicates that you ran a portfolio simulation using multiple different param combinations and have multiple different simulations in that object.

versus this image

which doesn't indicate agg_stats

If you run your simulation with multiple combinations then grabbing the best Sharpe Ratio or Total Return and so on goes like this

First have a look at all the different combinations and the portfolio stats

pf.stats(agg_func=None)

if you like you can sort them by your favorite stat eg. pf.stats(agg_func=None).sort_values('Sharpe Ratio', ascending=False)

if you want to plot your favorite simulation then simply call that index like this

best_sharpe = pf.sharpe_ratio.idxmax() # Retrieves the index tuple of params with the highest Sharpe Ratio
pf[best_sharpe].plot().show()

Hope this is helpful

[amit5g7]

thank you.

here is my code -
import numpy as np
import pandas as pd
import datetime as datetime
import vectorbt as vbt

btc_price = pd.read_csv("tutorial.csv")[['timestamp','close']]

btc_price['date']= pd.to_datetime(btc_price["timestamp"],unit="s")

btc_price=btc_price.set_index("date")[["close"]]

rsi = vbt.RSI.run(btc_price, window = 14, short_name="rsi")

entries = rsi.rsi_crossed_below(30)
exits = rsi.rsi_crossed_above(70)

pf = vbt.Portfolio.from_signals(btc_price,entries,exits)

#print(pf.stats())

pf.plot().show()

my understanding is that pf.plot().show() should show me some plots which is not happening.

[Warden314]

I am having the exact same issue. It seems that VBT think i am running a parameter combination even though I am passing in param_product = false and also only have single parameter into my indicator. I am getting back multiIndexed dataframes as my entries and exits which I thought were the problem, but even after I dropped those levels and have normal dataframes, I still can't plot my results.

def rsi_simple_indicator(close, rsi_window):
    rsi = vbt.RSI.run(close, window=rsi_window).rsi.to_numpy()

    trend = np.where(rsi>70,1,0)
    trend = np.where(rsi<30,-1, trend)

    return trend

ind = vbt.IndicatorFactory(class_name='RSI Indicator',
                               short_name='rsi',
                               input_names=['close'],
                               param_names=['rsi_window'],
                               output_names=['signal']).from_apply_func(rsi_simple_indicator,
                                                                        rsi_window=20,
                                                                        keep_pd = True)
    res = ind.run(close,rsi_window)
    entries = res.signal==1
    exits = res.signal==-1
    return entries, exits

pf = vbt.Portfolio.from_signals(close,
                                entries,
                                exits
                                )

Which generates this traceback:

[C:\Users\becau\AppData\Local\Temp\ipykernel_9488\3894044759.py:1](file:///C:/Users/becau/AppData/Local/Temp/ipykernel_9488/3894044759.py:1): UserWarning:

Subplot 'orders' raised an exception

{
	"name": "TypeError",
	"message": "Only one column is allowed. Use indexing or column argument.",
	"stack": "---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
Cell In[74], line 1
----> 1 pf.plot().show()

File ~\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.12_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python312\\site-packages\\vectorbt\\generic\\plots_builder.py:604, in PlotsBuilderMixin.plots(self, subplots, tags, column, group_by, silence_warnings, template_mapping, settings, filters, subplot_settings, show_titles, hide_id_labels, group_id_labels, make_subplots_kwargs, **layout_kwargs)
    602     except Exception as e:
    603         warnings.warn(f\"Subplot '{subplot_name}' raised an exception\", stacklevel=2)
--> 604         raise e
    606 # Remove duplicate legend labels
    607 found_ids = dict()

File ~\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.12_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python312\\site-packages\\vectorbt\\generic\\plots_builder.py:589, in PlotsBuilderMixin.plots(self, subplots, tags, column, group_by, silence_warnings, template_mapping, settings, filters, subplot_settings, show_titles, hide_id_labels, group_id_labels, make_subplots_kwargs, **layout_kwargs)
    586             final_kwargs.pop(k, None)  # cleanup
    588     # Call plot_func
--> 589     plot_func(**final_kwargs)
    590 else:
    591     # Do not resolve plot_func
    592     plot_func(custom_reself, _subplot_settings)

File ~\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.12_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python312\\site-packages\\vectorbt\\portfolio\\orders.py:385, in Orders.plot(self, column, close_trace_kwargs, buy_trace_kwargs, sell_trace_kwargs, add_trace_kwargs, fig, **layout_kwargs)
    382 from vectorbt._settings import settings
    383 plotting_cfg = settings['plotting']
--> 385 self_col = self.select_one(column=column, group_by=False)
    387 if close_trace_kwargs is None:
    388     close_trace_kwargs = {}

File ~\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.12_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python312\\site-packages\\vectorbt\\base\\array_wrapper.py:791, in Wrapping.select_one(self, column, group_by, **kwargs)
    789     if _self.wrapper.ndim == 1:
    790         return _self
--> 791     raise TypeError(\"Only one column is allowed. Use indexing or column argument.\")
    792 if _self.wrapper.grouped_ndim == 1:
    793     return _self

TypeError: Only one column is allowed. Use indexing or column argument."
}

FWIW @eervin123 method does work, just not sure why I have to do it at all.

[sergejlazuk]

Having same problem...
I would expect pf per default to plot either all combies or an average; instead it produces an error...

[StumpCore]

Got the same error and was able to solve it by dropping the multiindex of the rsi function for the entry and exit values, and by providing just the values instead of the full dataframe which includes additional index values as well.

import numpy as np
import pandas as pd
import datetime as datetime
import vectorbt as vbt

btc_price = pd.read_csv("tutorial.csv")[['timestamp','close']]

btc_price['date']= pd.to_datetime(btc_price["timestamp"],unit="s")

btc_price=btc_price.set_index("date")[["close"]]

rsi = vbt.RSI.run(btc_price, window = 14, short_name="rsi")

entries = rsi.rsi_crossed_below(30)
exits = rsi.rsi_crossed_above(70)
entries.columns = entries.columns.droplevel()
exits.columns = exits.columns.droplevel()

pf = vbt.Portfolio.from_signals(priceData['close'],
entries['close'].values,
exits['close'].values)
pf.plot().show()