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.