Append bar to history raises either a TypeError or a FutureWarning

[femtotrader]

Hello,

the following code

import pandas as pd
import numpy as np
import blankly
from blankly.data.data_reader import PriceReader
from blankly import Strategy, StrategyState


def init(symbol, state: StrategyState):
    print(symbol, state)

    state.variables['history'] = state.interface.history(symbol, 50, state.resolution)

def bar_event(bar, symbol, state: StrategyState):
    # state.variables['history'].append(bar)
    state.variables['history'].append(bar, ignore_index=True)


if __name__ == "__main__":
    # This downloads an example CSV
    # data = requests.get(
    #    'https://firebasestorage.googleapis.com/v0/b/blankly-6ada5.appspot.com/o/demo_data.csv?alt=media&token=acfa5c39-8f08-45dc-8be3-2033dc2b7b28').text
    # with open('./price_examples.csv', 'w') as file:
    #    file.write(data)

    # Run on the keyless exchange, starting at 100k
    # exchange = blankly.KeylessExchange(price_reader=PriceReader('./price_examples.csv', 'BTC-USD'))

    """
    df = pd.read_csv("XBTUSDT.csv", names=["time", "price", "volume"])
    df["time"] = pd.to_datetime(df["time"], unit="s")
    df = df.set_index("time")
    prices = df.resample("2H")["price"].ohlc().fillna(method="ffill")
    volume = df.resample("2H")["volume"].sum().fillna(value=0)
    volume.name = "volume"
    df_1Min = pd.concat([prices, volume], axis=1)
    df_1Min = df_1Min.reset_index()
    df_1Min["time"] = df_1Min["time"].map(pd.Timestamp.timestamp)
    df_1Min.to_csv("XBTUSDT_2H.csv", index=False)
    """

    exchange = blankly.KeylessExchange(
        price_reader=PriceReader("./XBTUSDT_2H.csv", "BTC-USD")
    )

    # Use our strategy helper
    strategy = Strategy(exchange)

    # Make the bar event function above run every 2h
    strategy.add_bar_event(bar_event, symbol="BTC-USD", resolution="2h", init=init)

    # Backtest the strategy
    results = strategy.backtest(
        start_date="2019-12-19 18:06:18",
        end_date="2022-06-30 23:59:17",
        initial_values={"USD": 10000},
    )

    print(results)

especially

state.variables['history'].append(bar)

raises a warning

Traceback (most recent call last):
  File "C:\Users\femto\AppData\Roaming\Python\Python38\site-packages\blankly\frameworks\strategy\strategy.py", line 127, in rest_event
    callback(*args)
  File "mini.py", line 15, in bar_event
    state.variables['history'].append(bar)
  File "C:\tools\Anaconda3\lib\site-packages\pandas\core\frame.py", line 9048, in append
    return self._append(other, ignore_index, verify_integrity, sort)
  File "C:\tools\Anaconda3\lib\site-packages\pandas\core\frame.py", line 9061, in _append
    raise TypeError("Can only append a dict if ignore_index=True")
TypeError: Can only append a dict if ignore_index=True

or

state.variables['history'].append(bar, ignore_index=True)

raises

mini.py:16: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
  state.variables['history'].append(bar, ignore_index=True)

Same also occurs to example mentioned at https://docs.blankly.finance/strategy/functions/#add_bar_eventcallback-typingcallable-symbol-str-resolution-str-or-float-init-typingcallable--none-teardown-typingcallable--none-variables-dict--none

Any workaround?

Kind regards

[femtotrader]

Maybe not the easiest solution... but

df_bar = pd.DataFrame([bar])
state.variables['history'] = pd.concat([state.variables['history'], df_bar], ignore_index=True)

adds that bar to history dataframe

But DataFrame size inflates beyond 50 rows.
Except if I add

if len(state.variables['history']) > 50:
    state.variables['history'] = state.variables['history'].drop([0])

Maybe API should be refine here

[EmersonDove]

You're right the package should be updated. When i wrote it, the implementation didn't throw a warning.