Lack in documentation - how to use CcxtBacktesting

[frodoe7]

For Crypto backtesting

there's no any info about how to use CcxtBacktesting in the documentation
all the workarounds which I take fire errors and problem

example

import pandas_ta  # pip install pandas_ta
from datetime import datetime
from lumibot.entities import Asset
from lumibot.strategies.strategy import Strategy
from lumibot.backtesting import CcxtBacktesting

class RsiStrategy(Strategy):
    parameters = {
        "symbol": "BTC/USDT",
        "exchange": "binance"
    }
    
    def initialize(self):
        # Run every hour (adjust as desired)
        self.sleeptime = "1H"
        self.set_market("24/7")  # Crypto is always open
        
        # Specify RSI thresholds
        self.rsi_overbought = 70
        self.rsi_oversold = 30
        
        # Configure the trading asset (example: BTC/USDT)
        self.base_asset = Asset(symbol="BTC", asset_type=Asset.AssetType.CRYPTO)
        self.quote_asset = Asset(symbol="USDT", asset_type=Asset.AssetType.CRYPTO)

    def on_trading_iteration(self):
        # Get last 100 one-hour closes for RSI
        bars = self.get_historical_prices(self.base_asset, 100, "hour", quote=self.quote_asset)
        if bars is None or bars.df.shape[0] < 20:
            return  # Not enough data yet

        df = bars.df
        rsi = df.ta.rsi(length=14)
        latest_rsi = rsi.iloc[-1]
        self.log_message(f"Current RSI: {latest_rsi}")

        # Check current position
        current_position = self.get_position(self.base_asset)
        position_qty = current_position.quantity if current_position else 0

        # Buy if RSI crosses below oversold and not already in position
        if latest_rsi < self.rsi_oversold and position_qty == 0:
            order = self.create_order(self.base_asset, 0.1, "buy", quote=self.quote_asset)
            self.submit_order(order)
            self.log_message("Buy order submitted (RSI < 30)")

        # Sell if RSI crosses above overbought and currently in position
        elif latest_rsi > self.rsi_overbought and position_qty > 0:
            order = self.create_order(self.base_asset, position_qty, "sell", quote=self.quote_asset)
            self.submit_order(order)
            self.log_message("Sell order submitted (RSI > 70)")


if __name__ == "__main__":
    # Set the backtest parameters
    backtesting_start = datetime(2024, 1, 1)
    backtesting_end = datetime(2024, 12, 31)
    
    # Run the backtest using CcxtBacktesting
    results = RsiStrategy.run_backtest(
        datasource_class=CcxtBacktesting,
        backtesting_start=backtesting_start,
        backtesting_end=backtesting_end,
        benchmark_asset="SPY",
        # CcxtBacktesting specific parameters
        exchange="binance",  # or "bybit", "okx", etc.
        symbol="BTC/USDT",
        budget=10000,  # Starting capital
        show_plot=True,
        save_tearsheet=True
    )

fire this error

File "/opt/anaconda3/lib/python3.11/site-packages/lumibot/data_sources/ccxt_backtesting_data.py", line 158, in _pull_source_bars
data = self.cache_db.download_ohlcv(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/opt/anaconda3/lib/python3.11/site-packages/lumibot/tools/ccxt_data_store.py", line 186, in download_ohlcv
df = self._fill_missing_data(df, timeframe)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/opt/anaconda3/lib/python3.11/site-packages/lumibot/tools/ccxt_data_store.py", line 444, in _fill_missing_data
df.set_index("datetime", inplace=True)
^^^^^^^^^^^^
AttributeError: 'NoneType' object has no attribute 'set_index'

if CCXT not supported, please mention to not waste all that time on non-exist info

[frodoe7]

@grzesir any help or example for using CCXT, it's not exist in the documentation