Re: Getting executed twice on closing orders
Ah, I am an idiot. Thanks for your help but feeding the bt.TimeFrame.Minutes still doesn't seem to work.
if __name__ == '__main__':
#Start the brain
cerebro = bt.Cerebro()
# Load Strat
cerebro.addstrategy(Strat)
#Start cash level
cerebro.broker.setcash(10000.0)
#Set multiplier and commish level
cerebro.broker.setcommission(commission=0.79, margin=3000.0, mult=1000.0)
#Get dataframe
df = pd.DataFrame()
df = bck.df()
#Add Dataframe from other module
#data = bt.feeds.PandasData(dataname=df,timeframe=bt.TimeFrame.Minutes,compression=1)
#Load Dataframe from csv
data = bt.feeds.GenericCSVData(
dataname='C:\\Users\\Downloads\\df_backtest.csv',
fromdate=datetime.datetime(2014,8,6),
todate=datetime.datetime(2017,8,16),
dtformat = '%Y-%m-%d %H:%M:%S',
nullvalue=0,
timeframe=bt.TimeFrame.Minutes,
compression=1,
datetime=0,
high=2,
low=3,
open=1,
close=4,
volume=5,
openinterest=6
)
#Load data to brain
cerebro.adddata(data)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
results = cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
I have tried both loading the Generic CSV dataclass and also used the existing pandasdata (it is commented out) but both return the same execution errors. How do I force cerebro to use the minute data? Sorry to be such a pain in the ass.