ok, thanks, i will wait impatiently this feature:
class St(bt.Strategy):
def buildTimers(self):
#Start trading
timers={}
timerStart=self.add_timer(
when=self.p.start,
offset=self.p.offset,
repeat=self.p.repeat,
weekdays=self.p.weekdays,
)
timers['timerStart']=timerStart.p.tid
#Timer Bin Size
timerBinSize=self.add_timer(
when=self.p.start,
offset=self.p.offset,
repeat=datetime.timedelta(seconds=self.bin_size),
weekdays=self.p.weekdays,
)
timers['timerBinSize']=timerBinSize.p.tid
#Start trading
timerEnd=self.add_timer(
when=self.p.end,
offset=self.p.offset,
repeat=self.p.repeat,
weekdays=self.p.weekdays,
)
timers['timerEnd']=timerEnd.p.tid
return timers
def __init__(self):
self.bin_size=self.p.bin_size
self.limit_orders = []
self.order_book=None
self.timers=self.buildTimers()
def build_timer2(self):
timerDimingFrequency=self.add_timer(
when=self.p.start,
offset=self.p.offset,
repeat=datetime.timedelta(seconds=self.bin_size),
weekdays=self.p.weekdays,
)
self.timers['timerDimingFrequency']=timerDimingFrequency.p.tid
def notify_timer(self, timer, when, *args, **kwargs):
for key, value in self.timers.copy().items():
print(key,value)
if value==timer.p.tid:
if key=='timerStart':
print('strategy starts '+str(when) )
elif key=='timerBinSize':
print('bin starts ' +str(when) )
self.build_timer2()
elif key=='timerEnd':
