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  Hi,
  I'm new to Backtrader and am now trying to use it with Interactive Broker to backtest my strategy. However, I am currently stuck at retrieving data from IB. Backtrader always return Status DELAYED even TWS gateway has shown to be connected.

  672ac3e7-7f6d-4891-82b4-f84d73525b5d-image.png

  import datetime import backtrader as bt class StockStrategy(bt.Strategy): def __init__(self): print("initializing strategy") self.data_ready = False self.highest = bt.ind.Highest(self.data.high, period=5) self.lowest = bt.ind.Lowest(self.data.low, period=5) def notify_data(self, data, status): print('Data Status =>', data._getstatusname(status)) if status == data.LIVE: self.data_ready = True def log_data(self): ohlcv = [] ohlcv.append(str(self.data.datetime.datetime())) ohlcv.append(str(self.data.open[0])) ohlcv.append(str(self.data.high[0])) ohlcv.append(str(self.data.low[0])) ohlcv.append(str(self.data.close[0])) ohlcv.append(str(self.data.volume[0])) print(",".join(ohlcv)) def next(self): self.log_data() if not self.data_ready: return print("current highest high", self.highest[0]) print("current lowest low", self.lowest[0]) print("previous highest high", self.highest[-1]) print("previous lowest low", self.lowest[-1]) previous_highest_high = self.highest[-1] if self.data.close[0] > (previous_highest_high - 0.50): print(f"closed at {self.data.close[0]}, which is above previous high of {previous_highest_high}, let's buy!") # uncomment this if you want to buy # self.buy_bracket(limitprice=self.data.close[0]+1.00, price=self.data.close[0], stopprice=self.data.close[0]-0.50) def start(): print("starting backtrader") cerebro = bt.Cerebro() fromdate = datetime.datetime.strptime("2023-01-15", '%Y-%m-%d') todate = datetime.datetime.strptime("2023-01-16", '%Y-%m-%d') store = bt.stores.IBStore(port=7497) data = store.getdata(dataname='AAPL-STK-SMART-USD', timeframe=bt.TimeFrame.Minutes, historical=True, fromdate=fromdate, todate=todate) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=1) cerebro.broker = store.getbroker() cerebro.addstrategy(StockStrategy) cerebro.run() start()

  It always stuck at Data Status => DELAYED

  starting backtrader Server Version: 76 TWS Time at connection:20230923 23:35:54 China Standard Time initializing strategy Data Status => DELAYED

  And when I change the store.getdata to this,

  store.getdata(dataname='AAPL-STK-SMART-USD', timeframe=bt.TimeFrame.Minutes, historical=True, fromdate="20230303 09:59:00 US/Eastern", todate="20230304 15:59:00 US/Eastern")

  this is the result I get.

  starting backtrader Server Version: 76 TWS Time at connection:20230923 23:35:33 China Standard Time Traceback (most recent call last): File "r:\Algotesting\bt.py", line 56, in <module> start() File "r:\Algotesting\bt.py", line 54, in start cerebro.run() File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\cerebro.py", line 1132, in run runstrat = self.runstrategies(iterstrat) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\cerebro.py", line 1215, in runstrategies data._start() File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\feed.py", line 203, in _start self.start() File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\feeds\ibdata.py", line 404, in start self._start_finish() # to finish initialization ^^^^^^^^^^^^^^^^^^^^ File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\feed.py", line 183, in _start_finish self.fromdate = self.date2num(self.p.fromdate) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\backtrader\feed.py", line 248, in date2num return date2num(self._tz.localize(dt)) ^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\RONCHIBULU\AppData\Local\Programs\Python\Python311\Lib\site-packages\pytz\tzinfo.py", line 317, in localize if dt.tzinfo is not None: ^^^^^^^^^ AttributeError: 'str' object has no attribute 'tzinfo'

  I am currently using Python 3.11.4, TWS 10.19.2d and running the codes on Windows. As IbPy2 is not compatible with Python3 and Windows, I have made some modifications to it and wonder if it is the cause that prevents Backtrader (with IB) from operating properly. Backtrader along works fine as I have tried to feed Yfinance data to it and it works perfectly.

  I have also tried to use ib_insync reqHistoricalData and everything works perfectly.

  Unfortunately, I have tried lots of methods online with the same situation and none of them work for me.

  If anyone knows the solution to this, I'm desperate for your help.

  Thanks!

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