You may post code snippets. That's what this is for. In any case this is not a code check service.

You probably want to elaborate with some code and data. As posted the error speaks for itself: python cannot convert the character " to a float, which is indeed something to be expected.

Bravo Dro

@bigdavediode Yes, that fixed the problem, thank you!

The included filters are here: Docs - Filter Reference

They are available in the backtrader.filters module

If you want the one from the blog post, you can simply copy the code and use in your own development.

Thanks for the response. I apologize for my mistake - I had added a _name to my observers as well, which seem to not accept that parameter.

One last question on this, as mentionned, I did use a csv file with the exact same column structure as in your example (columns=[bid, ask, datetime in last position]). The original file however come with the following structure [symbol, datetime, bid, ask] as show here:

EUR/USD,20180201 00:00:00.125,1.24171,1.24173 EUR/USD,20180201 00:00:00.262,1.24172,1.24173 EUR/USD,20180201 00:00:00.695,1.24172,1.24175 EUR/USD,20180201 00:00:00.838,1.24173,1.24178 EUR/USD,20180201 00:00:00.848,1.24174,1.24177

Thus modifing the BidAskCSV class:

class BidAskCSV(btfeeds.GenericCSVData): linesoverride = True # discard usual OHLC structure # datetime must be present and last lines = ('PAIR','datetime','bid', 'ask') # datetime (always 1st) and then the desired order for params = ( ('PAIR', 0), # inherited from parent class ('datetime', 1), # inherited from parent class ('bid', 2), # default field pos 1 ('ask', 3) # default field pos 2 )

The above won't work due to lines = ('PAIR','datetime','bid', 'ask') however replacing the section below instead is not returning an error message and so seems to be working fine:

lines = ('datetime','bid', 'ask')

I understand that the field 'PAIR' being a string is what is causing the error (code section below from -loadline), thus my questions:

What is the underlying rationale ? Is it because "lines" should only refers to preset categories defined in BT (datetime, OHLV, volume, etc...)? What is the impact of simply not mentioning "PAIR" in the "lines" list (if any)? for linefield in (x for x in self.getlinealiases() if x != 'datetime'): # Get the index created from the passed params csvidx = getattr(self.params, linefield) if csvidx is None or csvidx < 0: # the field will not be present, assignt the "nullvalue" csvfield = self.p.nullvalue else: # get it from the token csvfield = linetokens[csvidx] if csvfield == '': # if empty ... assign the "nullvalue" csvfield = self.p.nullvalue # get the corresponding line reference and set the value line = getattr(self.lines, linefield) line[0] = float(float(csvfield))# Why is the expectation to ALWAYS have a float - can it be changed for more flexibility? (cg 'PAIR' filed in TruFX import - Error message return True

This is a great example. Tyhanks for sharing. How would one goes about adding he number of Ticks that were aggregated in a bar (e.g Tickcount), Is it just a matter of creating a Volume column =1 at tick level? What should I do however if I also have Volume in my data and I want to have both information (for instance to get the average volume per Bid in a bar)?

That's very helpful. Thank you @ab_trader and @backtrader

Thanks for the easy to read implementation, readability counts!

@spyamine said in Stock Screening:

Hi, I've tryed to test your code but unfortunatly it didn't work properly as the compiler do not reconignize "pos.data" from this line "{pos: pos.data for pos in self.getpositions() if pos}" and also i suspect this line too "self.order_target_percent(data, target=self.perctarget)" the self.order_target percent part. Can you please share the full code that works for you?

It is a hand-crafted snippet, giving an indication and orientation as to how a proposed algorithm could be implemented.