RSIIndicator: Value Error

[kryfire]

Hi All,

Trying to get some idea on how to debug this. Just started to use backtesting.py + TA to conduct some backtesting.
Seems to work for just an EMA indicator. Tried with 'self.rsi' instead of 'self.rsi [-1]' as well. But the same ValueError was raised.

===

import pandas as pd
import yfinance as yf
import ta
from backtesting import Backtest, Strategy, set_bokeh_output
from backtesting.lib import crossover

df = yf.download('AAPL', start='2022-12-01', end='2023-12-31')

class EMA_200(Strategy):

n1 = 200
n2 = 14
rsi_btm = 30
rsi_top = 70

def init(self):
    close = self.data.Close
    self.ema_200 = self.I(ta.trend.ema_indicator, pd.Series(close), self.n1)
    self.rsi = self.I(ta.momentum.RSIIndicator, pd.Series(close), self.n2)

def next(self):
    if self.data.index[-1] >= pd.to_datetime('2023-01-01'):
        if not self.position: # no existing position
            if (self.data.Close < self.ema_200) and (self.rsi[-1] <= self.rsi_btm):
                self.buy()
            elif self.data.Close > self.ema_200 and (self.rsi[-1] >= self.rsi_top):
                self.sell()
        elif self.position: # existing position
            if (self.position.is_long) and (self.data.Close > self.ema_200) and (self.rsi[-1] >= self.rsi_top):
                self.position.close()
            elif (self.position.is_short) and (self.data.Close < self.ema_200) and (self.rsi[-1] >= self.rsi_btm):
                self.position.close()

bt = Backtest(df, EMA_200, cash=1000000, commission=.002,
exclusive_orders=True)
stats = bt.run()
stats

===
Error seems to start from backtesting.py on line 139:

File ~\anaconda3\Lib\site-packages\backtesting\backtesting.py:139, in Strategy.I(self, func, name, plot, overlay, color, scatter, *args, **kwargs)
.
.
.
ValueError: attempt to get argmax of an empty sequence

[apesurd]

You would need to use the function rsi

self.rsi = self.I(ta.momentum.rsi, pd.Series(close), self.n2)

instead of the class RSIIndicator

self.rsi = self.I(ta.momentum.RSIIndicator, pd.Series(close), self.n2)