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BUG: Fix Backtest() with a non-datetime index on pandas 3 #1410

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BUG: Fix Backtest() with a non-datetime index on pandas 3 #1410

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4 changes: 2 additions & 2 deletions backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1224,10 +1224,10 @@ def __init__(self,
if (not isinstance(data.index, pd.DatetimeIndex) and
not isinstance(data.index, pd.RangeIndex) and
# Numeric index with most large numbers
(data.index.is_numeric() and
(pd.api.types.is_numeric_dtype(data.index) and
(data.index > pd.Timestamp('1975').timestamp()).mean() > .8)):
try:
data.index = pd.to_datetime(data.index, infer_datetime_format=True)
data.index = pd.to_datetime(data.index)
except ValueError:
pass

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14 changes: 14 additions & 0 deletions backtesting/test/_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1283,6 +1283,20 @@ def test_optimize_range_index(self):
res = bt.optimize(fast=range(2, 3), slow=range(4, 5))
self.assertGreater(res['# Trades'], 0)

def test_numeric_and_string_index(self):
# `Index.is_numeric()` and `to_datetime(infer_datetime_format=)` were
# removed in pandas 3.0, so any index that was neither a DatetimeIndex
# nor a RangeIndex made `Backtest()` raise.
data = GOOG.iloc[:100].copy()
data.index = pd.Index(data.index.values.astype('datetime64[ns]').astype('int64'))
bt = Backtest(data, SmaCross)
self.assertIsInstance(bt._data.index, pd.DatetimeIndex)
self.assertTrue(bt._data.index.equals(GOOG.index[:100]))

data.index = GOOG.index[:100].strftime('%Y-%m-%d')
with self.assertWarnsRegex(UserWarning, 'index is not datetime'):
Backtest(data, SmaCross)

def test_sl_tp_values_in_trades_df(self):
class S(_S):
def next(self):
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