General Code/Help

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  Issue with extending a data feed
  • sirbradflies  

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  I have the same issue. Looks like data extending does not work with cerebro.resampledata(). You can duplicate with the following code and data. @sirbradflies @backtrader import datetime import numpy as np import pandas as pd import backtrader as bt class PandasDataExt(bt.feeds.PandasData): lines = ('dtstamp',) params=( ('datetime', None), ('open', 'open'), ('high', 'high'), ('low', 'low'), ('close', 'close'), ('volume', 'volume'), ('openinterest', None), ('dtstamp', 'dtstamp'), ) setattr(bt.metabase, PandasDataExt.__name__, PandasDataExt) class MyStrategy(bt.Strategy): def next(self): print(self.data.datetime.datetime(0), self.data0.dtstamp[0], self.data1.dtstamp[0]) if __name__ == '__main__': cerebro = bt.Cerebro() cerebro.addstrategy(MyStrategy) df = pd.read_csv("~/Workspace/data.csv", index_col=0) df.index = pd.DatetimeIndex(df.index) df['dtstamp'] = df.index.astype(np.int64) // 10**9 my_data = PandasDataExt(dataname=df, name='MyData', timeframe=bt.TimeFrame.Minutes) cerebro.adddata(my_data, name='MyData') resampled_data = PandasDataExt(dataname=df, name='ResampledData', timeframe=bt.TimeFrame.Minutes) cerebro.resampledata(resampled_data, name='ResampledData', timeframe=bt.TimeFrame.Minutes, compression=5) cerebro.run() datetime,open,high,low,close,volume 2020-02-02 17:00:00,8982.75,9024.0,8975.0,9013.5,2480 2020-02-02 17:01:00,9011.75,9024.75,9011.75,9017.75,875 2020-02-02 17:02:00,9018.75,9032.75,9018.0,9031.0,802 2020-02-02 17:03:00,9030.5,9032.0,9021.25,9029.0,493 2020-02-02 17:04:00,9029.0,9032.25,9024.0,9024.0,454 2020-02-02 17:05:00,9024.0,9024.25,9017.5,9021.75,419 2020-02-02 17:06:00,9021.5,9027.5,9018.75,9027.25,360 2020-02-02 17:07:00,9027.5,9032.5,9027.25,9028.0,316 2020-02-02 17:08:00,9028.75,9029.0,9016.5,9017.0,467 2020-02-02 17:09:00,9017.0,9017.75,9009.75,9012.0,431 2020-02-02 17:10:00,9011.25,9012.5,9008.0,9008.0,198 2020-02-02 17:11:00,9008.75,9008.75,8999.0,8999.5,617 2020-02-02 17:12:00,8999.0,9017.0,8998.0,9012.5,764 2020-02-02 17:13:00,9012.75,9018.25,9011.5,9018.0,296 2020-02-02 17:14:00,9017.25,9023.25,9014.75,9022.75,369 2020-02-02 17:15:00,9022.75,9024.5,9016.25,9021.5,352 2020-02-02 17:16:00,9021.5,9028.0,9015.0,9023.5,388 2020-02-02 17:17:00,9023.0,9025.75,9021.25,9023.75,121 2020-02-02 17:18:00,9024.5,9026.25,9018.25,9020.25,196 2020-02-02 17:19:00,9021.5,9021.5,9017.75,9020.75,105 2020-02-02 17:20:00,9020.25,9023.5,9020.25,9023.0,167 2020-02-02 17:21:00,9022.25,9028.0,9022.25,9024.75,246 2020-02-02 17:22:00,9025.5,9031.0,9021.25,9022.5,381 2020-02-02 17:23:00,9023.0,9023.25,9018.0,9018.5,180 2020-02-02 17:24:00,9019.0,9029.75,9019.0,9028.0,296 2020-02-02 17:25:00,9027.25,9031.25,9023.5,9024.5,444 2020-02-02 17:26:00,9024.5,9028.5,9021.75,9028.5,198 2020-02-02 17:27:00,9028.75,9031.25,9026.0,9030.25,358 2020-02-02 17:28:00,9030.0,9030.25,9027.0,9027.25,190 2020-02-02 17:29:00,9026.75,9030.25,9024.5,9025.5,276 2020-02-02 17:30:00,9026.0,9028.5,9022.75,9027.5,245 2020-02-02 17:31:00,9028.25,9031.25,9028.25,9030.75,160 2020-02-02 17:32:00,9031.25,9038.25,9030.25,9030.5,682 2020-02-02 17:33:00,9030.5,9031.25,9029.25,9029.5,132 2020-02-02 17:34:00,9029.75,9030.25,9023.75,9025.25,312 2020-02-02 17:35:00,9025.5,9029.25,9021.0,9026.0,262 2020-02-02 17:36:00,9026.0,9027.5,9020.75,9021.5,177 2020-02-02 17:37:00,9022.0,9026.75,9021.75,9025.75,165 2020-02-02 17:38:00,9026.0,9029.25,9026.0,9029.0,181 2020-02-02 17:39:00,9029.25,9031.5,9028.25,9030.5,123 2020-02-02 17:40:00,9031.0,9034.75,9027.25,9028.5,291 2020-02-02 17:41:00,9028.5,9031.5,9026.0,9027.0,182 2020-02-02 17:42:00,9028.0,9030.5,9028.0,9029.5,95 2020-02-02 17:43:00,9029.75,9030.25,9026.25,9027.75,113 2020-02-02 17:44:00,9028.0,9031.75,9027.25,9030.0,137 2020-02-02 17:45:00,9030.25,9031.75,9021.5,9025.5,297 2020-02-02 17:46:00,9024.75,9024.75,9016.0,9022.25,535 2020-02-02 17:47:00,9022.0,9026.0,9018.0,9019.75,318 2020-02-02 17:48:00,9019.75,9023.5,9018.0,9020.0,246 2020-02-02 17:49:00,9020.5,9021.0,9017.25,9018.75,165 2020-02-02 17:50:00,9018.25,9019.25,9012.75,9014.5,334 2020-02-02 17:51:00,9014.0,9018.0,9013.0,9013.25,200 2020-02-02 17:52:00,9013.5,9016.5,9013.25,9015.25,145 2020-02-02 17:53:00,9014.75,9015.0,9011.5,9011.75,131 2020-02-02 17:54:00,9011.75,9014.25,9010.5,9013.0,183 2020-02-02 17:55:00,9013.0,9016.25,9012.0,9015.0,247 2020-02-02 17:56:00,9014.75,9018.75,9014.25,9017.75,248 2020-02-02 17:57:00,9017.5,9020.25,9017.25,9019.25,161 2020-02-02 17:58:00,9019.75,9020.75,9017.5,9018.75,97 2020-02-02 17:59:00,9018.25,9020.75,9017.25,9020.75,127 2020-02-02 18:00:00,9020.0,9020.0,9017.75,9018.0,148 2020-02-02 18:01:00,9018.25,9019.0,9011.25,9016.25,323 2020-02-02 18:02:00,9016.0,9020.25,9016.0,9018.75,177 2020-02-02 18:03:00,9018.75,9024.25,9017.5,9017.5,357 2020-02-02 18:04:00,9017.5,9021.75,9016.0,9020.25,212 2020-02-02 18:05:00,9020.5,9025.0,9020.5,9023.25,228 2020-02-02 18:06:00,9023.25,9024.25,9019.5,9023.0,233 2020-02-02 18:07:00,9023.0,9023.0,9019.0,9020.0,206 2020-02-02 18:08:00,9020.75,9023.25,9020.75,9022.5,139 2020-02-02 18:09:00,9022.0,9023.75,9020.75,9023.25,100 2020-02-02 18:10:00,9023.25,9027.75,9022.25,9024.0,441 2020-02-02 18:11:00,9023.75,9032.25,9023.75,9031.25,440 2020-02-02 18:12:00,9031.5,9035.0,9030.5,9030.75,613 2020-02-02 18:13:00,9031.0,9034.0,9029.0,9031.0,261 2020-02-02 18:14:00,9031.0,9031.75,9027.25,9028.0,244 2020-02-02 18:15:00,9028.25,9028.5,9025.5,9025.75,156 2020-02-02 18:16:00,9026.0,9026.0,9021.0,9024.0,317 2020-02-02 18:17:00,9024.5,9026.25,9022.0,9022.5,147 2020-02-02 18:18:00,9022.25,9024.0,9020.25,9023.0,244 2020-02-02 18:19:00,9022.5,9025.0,9021.25,9025.0,157 2020-02-02 18:20:00,9024.5,9026.0,9023.5,9025.75,139 2020-02-02 18:21:00,9026.0,9028.0,9025.75,9027.75,123 2020-02-02 18:22:00,9027.75,9029.25,9025.75,9026.5,161 2020-02-02 18:23:00,9026.5,9028.0,9025.75,9026.75,77 2020-02-02 18:24:00,9026.75,9029.25,9026.75,9028.25,91 2020-02-02 18:25:00,9028.25,9031.0,9028.0,9028.5,172 2020-02-02 18:26:00,9028.25,9028.5,9027.5,9027.5,48 2020-02-02 18:27:00,9028.0,9029.0,9027.0,9029.0,80 2020-02-02 18:28:00,9028.75,9029.5,9027.5,9028.25,47 2020-02-02 18:29:00,9028.5,9029.75,9028.5,9028.5,77 2020-02-02 18:30:00,9028.5,9029.0,9027.0,9027.75,62 2020-02-02 18:31:00,9027.75,9031.25,9026.25,9030.5,140 2020-02-02 18:32:00,9030.5,9032.75,9030.25,9032.5,129 2020-02-02 18:33:00,9032.5,9032.75,9031.5,9032.75,76 2020-02-02 18:34:00,9032.75,9034.0,9032.0,9033.75,130 2020-02-02 18:35:00,9033.5,9040.0,9033.5,9040.0,495 2020-02-02 18:36:00,9039.5,9044.25,9039.5,9040.75,581 2020-02-02 18:37:00,9041.0,9048.5,9040.75,9047.5,507 2020-02-02 18:38:00,9047.5,9055.25,9047.5,9053.25,908 2020-02-02 18:39:00,9053.5,9053.5,9049.0,9050.0,362 2020-02-02 18:40:00,9049.75,9051.25,9046.25,9048.0,278 2020-02-02 18:41:00,9048.25,9048.25,9042.25,9044.25,341 2020-02-02 18:42:00,9043.75,9046.5,9043.25,9044.75,108 2020-02-02 18:43:00,9044.25,9047.75,9044.25,9045.5,161 2020-02-02 18:44:00,9046.0,9053.75,9045.75,9051.75,394 2020-02-02 18:45:00,9051.5,9058.0,9051.5,9057.25,481 2020-02-02 18:46:00,9057.75,9065.5,9057.25,9063.75,596 2020-02-02 18:47:00,9063.5,9063.5,9054.25,9057.25,371 2020-02-02 18:48:00,9057.5,9058.0,9053.5,9055.25,264 2020-02-02 18:49:00,9056.0,9056.0,9050.0,9050.25,216 2020-02-02 18:50:00,9050.25,9051.75,9047.25,9049.75,375 2020-02-02 18:51:00,9049.25,9050.5,9045.75,9049.25,256 2020-02-02 18:52:00,9049.5,9051.5,9048.0,9049.0,177 2020-02-02 18:53:00,9049.25,9049.75,9046.5,9047.0,262 2020-02-02 18:54:00,9047.25,9049.75,9046.75,9048.75,157 2020-02-02 18:55:00,9049.0,9051.5,9046.25,9050.75,358 2020-02-02 18:56:00,9050.75,9053.5,9046.75,9046.75,219 2020-02-02 18:57:00,9046.5,9049.25,9046.25,9048.0,188 2020-02-02 18:58:00,9047.75,9048.0,9046.0,9048.0,79 2020-02-02 18:59:00,9048.0,9049.0,9045.0,9045.0,146 2020-02-02 19:00:00,9044.75,9045.75,9028.5,9040.5,940 2020-02-02 19:01:00,9040.25,9043.0,9036.5,9039.25,662 2020-02-02 19:02:00,9039.25,9044.25,9037.0,9043.75,301 2020-02-02 19:03:00,9043.75,9044.0,9040.75,9040.75,266 2020-02-02 19:04:00,9041.0,9041.25,9028.5,9033.75,729 2020-02-02 19:05:00,9033.75,9037.0,9028.0,9036.75,765 2020-02-02 19:06:00,9037.0,9037.5,9034.0,9036.75,312 2020-02-02 19:07:00,9037.25,9047.75,9035.0,9043.5,612 2020-02-02 19:08:00,9043.0,9051.5,9041.0,9045.75,560 2020-02-02 19:09:00,9045.75,9053.75,9045.25,9049.0,437 2020-02-02 19:10:00,9049.25,9056.0,9047.5,9053.25,444 2020-02-02 19:11:00,9053.75,9058.25,9052.75,9054.0,386 2020-02-02 19:12:00,9054.5,9057.75,9054.0,9055.0,319 2020-02-02 19:13:00,9054.0,9054.0,9048.5,9050.5,399 2020-02-02 19:14:00,9050.5,9053.0,9047.5,9048.25,337 2020-02-02 19:15:00,9048.5,9051.75,9046.0,9050.5,356 2020-02-02 19:16:00,9050.0,9050.25,9043.0,9045.0,399 2020-02-02 19:17:00,9045.0,9045.0,9040.75,9042.5,294 2020-02-02 19:18:00,9042.75,9050.0,9042.0,9047.75,310 2020-02-02 19:19:00,9047.5,9047.5,9043.25,9044.75,173 2020-02-02 19:20:00,9044.75,9049.25,9043.0,9049.25,146 2020-02-02 19:21:00,9048.5,9050.0,9044.0,9046.25,244 2020-02-02 19:22:00,9045.5,9047.25,9041.25,9041.5,200 2020-02-02 19:23:00,9041.25,9041.25,9034.0,9037.0,367 2020-02-02 19:24:00,9037.25,9038.25,9034.75,9037.75,305 2020-02-02 19:25:00,9037.5,9045.5,9035.25,9043.75,295 2020-02-02 19:26:00,9043.5,9044.25,9040.0,9041.75,149 2020-02-02 19:27:00,9041.5,9043.0,9034.25,9036.75,315 2020-02-02 19:28:00,9036.5,9040.0,9034.25,9035.25,245 2020-02-02 19:29:00,9035.0,9045.0,9033.0,9043.75,384 2020-02-02 19:30:00,9043.75,9048.5,9037.75,9043.5,466 2020-02-02 19:31:00,9043.75,9056.25,9042.75,9055.75,462 2020-02-02 19:32:00,9056.0,9058.75,9051.0,9056.5,542 2020-02-02 19:33:00,9056.25,9069.75,9055.5,9068.25,969 2020-02-02 19:34:00,9067.75,9068.75,9061.5,9063.0,650 2020-02-02 19:35:00,9063.0,9066.0,9061.0,9062.75,403 2020-02-02 19:36:00,9062.5,9067.75,9061.75,9062.75,280 2020-02-02 19:37:00,9062.5,9076.5,9059.75,9073.5,1012 2020-02-02 19:38:00,9073.75,9075.0,9068.5,9069.0,547 2020-02-02 19:39:00,9069.25,9071.25,9063.75,9068.75,589 2020-02-02 19:40:00,9068.25,9070.75,9065.75,9069.5,204 2020-02-02 19:41:00,9069.5,9073.0,9069.25,9072.0,306 2020-02-02 19:42:00,9072.75,9074.75,9069.25,9073.5,285 2020-02-02 19:43:00,9073.5,9073.5,9067.0,9067.25,341 2020-02-02 19:44:00,9067.25,9068.25,9063.75,9064.5,355 2020-02-02 19:45:00,9064.25,9072.25,9064.0,9065.75,315 2020-02-02 19:46:00,9065.25,9066.75,9061.5,9065.0,252 2020-02-02 19:47:00,9065.0,9066.25,9059.75,9059.75,355 2020-02-02 19:48:00,9059.75,9064.0,9059.5,9061.25,374 2020-02-02 19:49:00,9060.75,9068.25,9059.75,9064.5,293 2020-02-02 19:50:00,9065.25,9068.5,9064.25,9067.25,260 2020-02-02 19:51:00,9067.0,9070.5,9065.0,9069.75,205 2020-02-02 19:52:00,9070.0,9073.0,9069.0,9072.5,246 2020-02-02 19:53:00,9072.0,9075.25,9068.5,9070.5,382 2020-02-02 19:54:00,9071.25,9072.5,9068.5,9071.0,180 2020-02-02 19:55:00,9070.75,9071.0,9065.75,9066.5,231 2020-02-02 19:56:00,9066.75,9074.75,9066.5,9074.0,308 2020-02-02 19:57:00,9074.25,9074.5,9069.75,9071.0,215 2020-02-02 19:58:00,9071.25,9074.5,9069.0,9072.0,212 2020-02-02 19:59:00,9072.25,9079.5,9072.25,9077.5,593 2020-02-02 20:00:00,9077.5,9087.0,9073.5,9086.5,1824 2020-02-02 20:01:00,9086.75,9092.25,9082.5,9082.5,1141 2020-02-02 20:02:00,9082.75,9086.25,9080.25,9082.25,750 2020-02-02 20:03:00,9082.5,9083.5,9077.0,9077.25,364 2020-02-02 20:04:00,9077.0,9079.25,9076.0,9078.0,304 2020-02-02 20:05:00,9078.25,9078.75,9074.25,9074.75,233 2020-02-02 20:06:00,9074.75,9077.25,9072.0,9072.5,405 2020-02-02 20:07:00,9072.25,9073.5,9069.0,9069.25,394 2020-02-02 20:08:00,9069.25,9073.0,9066.75,9067.25,413 2020-02-02 20:09:00,9066.75,9072.25,9066.75,9071.25,191 2020-02-02 20:10:00,9071.5,9072.25,9070.0,9070.25,141 2020-02-02 20:11:00,9069.75,9070.0,9064.0,9070.0,595 2020-02-02 20:12:00,9069.75,9069.75,9065.25,9065.25,268 2020-02-02 20:13:00,9065.75,9067.5,9064.25,9065.75,241 2020-02-02 20:14:00,9065.75,9065.75,9061.5,9062.0,353 2020-02-02 20:15:00,9062.25,9066.75,9060.0,9066.75,708 2020-02-02 20:16:00,9066.25,9066.75,9062.5,9064.5,235 2020-02-02 20:17:00,9065.0,9071.5,9065.0,9070.75,270 2020-02-02 20:18:00,9071.25,9071.25,9067.75,9070.0,180 2020-02-02 20:19:00,9069.75,9072.0,9068.75,9069.5,177 2020-02-02 20:20:00,9069.25,9071.25,9067.0,9071.0,159 2020-02-02 20:21:00,9071.0,9073.5,9069.75,9072.0,208 2020-02-02 20:22:00,9072.5,9076.25,9071.0,9074.75,248 2020-02-02 20:23:00,9074.25,9075.0,9071.5,9072.25,103 2020-02-02 20:24:00,9072.5,9073.0,9066.75,9067.25,190 2020-02-02 20:25:00,9067.0,9070.25,9065.25,9066.0,163 2020-02-02 20:26:00,9066.25,9071.75,9066.0,9071.0,143 2020-02-02 20:27:00,9070.25,9070.25,9065.5,9065.75,86 2020-02-02 20:28:00,9066.0,9070.0,9065.25,9068.25,173 2020-02-02 20:29:00,9068.25,9068.75,9066.0,9067.5,96 2020-02-02 20:30:00,9067.25,9069.75,9066.5,9068.5,161 2020-02-02 20:31:00,9068.0,9068.0,9066.0,9066.5,73 2020-02-02 20:32:00,9066.75,9070.5,9065.5,9067.5,171 2020-02-02 20:33:00,9067.25,9067.25,9061.0,9061.75,299 2020-02-02 20:34:00,9061.5,9063.0,9060.25,9061.25,206 2020-02-02 20:35:00,9061.5,9067.25,9060.75,9067.0,218 2020-02-02 20:36:00,9066.5,9068.5,9064.25,9067.0,198 2020-02-02 20:37:00,9067.0,9068.25,9066.25,9067.25,66 2020-02-02 20:38:00,9067.0,9068.75,9065.5,9067.5,127 2020-02-02 20:39:00,9067.75,9067.75,9062.75,9065.5,143 2020-02-02 20:40:00,9065.5,9066.25,9063.25,9065.0,98 2020-02-02 20:41:00,9065.0,9066.0,9064.0,9065.0,49 2020-02-02 20:42:00,9064.75,9065.25,9062.25,9063.25,70 2020-02-02 20:43:00,9063.75,9066.5,9063.5,9065.75,72 2020-02-02 20:44:00,9065.5,9065.5,9061.25,9064.0,141 2020-02-02 20:45:00,9064.25,9065.0,9061.5,9061.75,79 2020-02-02 20:46:00,9062.25,9063.75,9059.0,9059.5,201 2020-02-02 20:47:00,9059.5,9059.75,9055.75,9056.75,384 2020-02-02 20:48:00,9056.75,9058.75,9056.5,9056.5,138 2020-02-02 20:49:00,9056.5,9056.5,9053.75,9054.75,277 2020-02-02 20:50:00,9055.0,9056.0,9053.25,9055.5,132 2020-02-02 20:51:00,9056.0,9060.25,9056.0,9059.5,172 2020-02-02 20:52:00,9059.25,9059.25,9055.25,9056.0,139 2020-02-02 20:53:00,9056.0,9056.25,9053.0,9053.0,163 2020-02-02 20:54:00,9053.25,9059.5,9053.0,9059.0,131 2020-02-02 20:55:00,9058.75,9058.75,9056.5,9058.25,83 2020-02-02 20:56:00,9057.75,9057.75,9054.5,9055.25,117 2020-02-02 20:57:00,9055.5,9058.25,9054.25,9057.5,70 2020-02-02 20:58:00,9057.5,9057.75,9055.0,9055.5,54 2020-02-02 20:59:00,9055.5,9057.5,9054.75,9055.5,62 2020-02-02 21:00:00,9055.75,9057.25,9055.0,9057.0,74 2020-02-02 21:01:00,9057.0,9063.5,9056.75,9061.25,285 2020-02-02 21:02:00,9061.0,9061.0,9057.75,9058.25,101 2020-02-02 21:03:00,9058.25,9059.5,9057.0,9057.0,81 2020-02-02 21:04:00,9057.0,9057.0,9051.75,9053.0,191 2020-02-02 21:05:00,9052.75,9056.25,9052.5,9055.25,105 2020-02-02 21:06:00,9055.25,9056.25,9054.25,9054.75,63 2020-02-02 21:07:00,9054.75,9055.25,9052.75,9053.0,90 2020-02-02 21:08:00,9052.75,9054.5,9052.5,9053.5,96 2020-02-02 21:09:00,9053.25,9059.25,9052.25,9058.75,147 2020-02-02 21:10:00,9058.5,9059.5,9057.0,9057.75,138 2020-02-02 21:11:00,9057.75,9058.75,9056.75,9057.0,82 2020-02-02 21:12:00,9056.5,9057.5,9055.75,9057.0,102 2020-02-02 21:13:00,9056.75,9061.5,9056.75,9060.5,131 2020-02-02 21:14:00,9060.75,9061.25,9059.25,9059.75,92 2020-02-02 21:15:00,9059.5,9059.5,9056.5,9059.0,172 2020-02-02 21:16:00,9059.25,9071.0,9059.25,9067.75,471 2020-02-02 21:17:00,9067.75,9070.0,9066.25,9068.75,428 2020-02-02 21:18:00,9068.5,9069.5,9067.75,9068.0,277 2020-02-02 21:19:00,9068.0,9069.0,9067.75,9069.0,82 2020-02-02 21:20:00,9068.75,9071.5,9068.0,9070.25,231 2020-02-02 21:21:00,9070.25,9071.25,9069.0,9070.25,198 2020-02-02 21:22:00,9070.5,9075.25,9070.0,9075.25,376 2020-02-02 21:23:00,9075.5,9077.0,9074.0,9074.75,274 2020-02-02 21:24:00,9075.25,9076.75,9074.25,9076.0,183 2020-02-02 21:25:00,9075.75,9075.75,9073.5,9075.0,223 2020-02-02 21:26:00,9075.0,9078.25,9073.75,9074.0,212 2020-02-02 21:27:00,9073.75,9074.5,9071.75,9073.75,332 2020-02-02 21:28:00,9074.25,9074.75,9070.5,9071.5,119 2020-02-02 21:29:00,9071.75,9072.75,9070.25,9072.5,120 2020-02-02 21:30:00,9072.25,9073.5,9070.5,9070.75,146 2020-02-02 21:31:00,9070.5,9073.5,9067.75,9073.5,200 2020-02-02 21:32:00,9073.75,9074.0,9072.25,9073.25,77 2020-02-02 21:33:00,9073.75,9077.0,9073.75,9075.25,139 2020-02-02 21:34:00,9075.25,9076.5,9074.0,9075.0,89 2020-02-02 21:35:00,9074.5,9077.0,9074.5,9075.75,156 2020-02-02 21:36:00,9076.25,9077.0,9072.25,9072.75,170 2020-02-02 21:37:00,9072.75,9073.25,9070.5,9071.75,71 2020-02-02 21:38:00,9072.0,9072.5,9070.5,9071.75,49 2020-02-02 21:39:00,9071.25,9071.75,9070.75,9070.75,34 2020-02-02 21:40:00,9070.5,9072.0,9069.5,9070.75,88 2020-02-02 21:41:00,9070.25,9071.75,9070.0,9070.25,54 2020-02-02 21:42:00,9070.25,9070.25,9068.25,9068.75,70 2020-02-02 21:43:00,9068.75,9070.0,9068.5,9069.0,64 2020-02-02 21:44:00,9069.0,9069.75,9068.5,9069.25,25 2020-02-02 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23:35:00,9082.5,9083.25,9081.75,9082.0,76 2020-02-02 23:36:00,9081.5,9081.75,9080.5,9081.5,96 2020-02-02 23:37:00,9081.5,9083.25,9081.25,9082.75,99 2020-02-02 23:38:00,9083.0,9085.0,9082.0,9085.0,118 2020-02-02 23:39:00,9085.25,9085.25,9081.75,9083.75,144 2020-02-02 23:40:00,9084.0,9085.0,9080.5,9082.0,140 2020-02-02 23:41:00,9081.75,9082.25,9080.25,9081.75,86 2020-02-02 23:42:00,9082.0,9082.0,9079.5,9080.25,146 2020-02-02 23:43:00,9080.25,9080.75,9077.75,9079.5,181 2020-02-02 23:44:00,9079.75,9081.25,9078.75,9080.5,164 2020-02-02 23:45:00,9080.25,9080.5,9078.75,9079.75,82 2020-02-02 23:46:00,9079.5,9080.25,9078.5,9079.5,94 2020-02-02 23:47:00,9079.25,9079.25,9076.0,9076.75,297 2020-02-02 23:48:00,9076.25,9076.5,9074.5,9075.0,340 2020-02-02 23:49:00,9075.0,9075.25,9074.0,9074.5,158 2020-02-02 23:50:00,9074.75,9076.25,9074.0,9075.0,152 2020-02-02 23:51:00,9075.0,9075.0,9073.25,9074.5,91 2020-02-02 23:52:00,9074.25,9075.5,9073.25,9074.25,158 2020-02-02 23:53:00,9074.5,9077.0,9074.25,9075.75,395 2020-02-02 23:54:00,9075.75,9077.5,9075.25,9077.5,149 2020-02-02 23:55:00,9077.25,9078.75,9077.0,9078.5,107 2020-02-02 23:56:00,9078.75,9080.5,9078.25,9079.75,76 2020-02-02 23:57:00,9079.5,9082.25,9079.25,9082.0,191 2020-02-02 23:58:00,9081.75,9082.75,9080.0,9081.0,114 2020-02-02 23:59:00,9081.0,9081.5,9080.75,9081.25,57
• 

  "Ambiguous contract: non/multiple answers received" error
  • vladisld  

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  After further check - it seems the problem was caused by my own changes. The warning messages were pushed by mistake to the same message queue that was used by 'reqContractDetails'. My apologies. Please ignore this topic.
• 

  two PivotPoints in different data，how to getvalue at same datetime?
  • magieva  

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  position problem：how to get order Index？（when I print position show “Opened: 0.01” ）
  • magieva  

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  Thank you for your answer. I am used to MT4. The operation habit of order affects my understanding. After understanding, I can think of an application: Calculate used margin if order.status in [order.Completed]: # marginUsed for bit in order.executed.exbits: self.marginUsed += bit.openedvalue - bit.closedvalue If this is not right, please give me suggestions and thank you again for your reply
• 

  TypeError: __init__() got an unexpected keyword argument 'size'
  • Ross Coates  

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  See here: https://community.backtrader.com/topic/2330/typeerror-init-got-an-unexpected-keyword-argument-size
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  TypeError: __init__() got an unexpected keyword argument 'size'
  • Ross Coates  

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  @Ross-Coates said in TypeError: __init__() got an unexpected keyword argument 'size': ''' In any case let me point out that those three ticks (i.e ' vertical) are not backticks as in ` You may want to directly copy the ticks from the announcement at the top of the forum For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
• 

  IB Data subscriptions stop working upon 2105/2106 errors during live trading in paper account
  • vladisld  

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  Strategy execution on different timeframes and multi-data
  • RandyT  

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  @stochastick Just enumerate through the datas in a pythonic way by referencing d. if len(d) > self.lenofdata.... If you reference self.datas[1] you'll only ever access self.datas[1]. Each timeframe and datafeed will have its own data in datas. datas[0] datas[1] datas[2]... datas[n]. Also self.len has the potential for a keyword conflict. I suggest following backtraders example above. Have you reviewed the multiple datas example? You might want to search that out.
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  Problem occurring when I change 'cerebro.adddata(data, name = i)' to 'cerebro.resampledata(data , timeframe = bt.TimeFrame.Minutes, compression=15,name = i)' Error: return self.array[self.idx + ago] IndexError: array index out of range
  • Suraj Thorat  

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  You are trying to access the prices which don't yet exist during prenext(). Therefore bt returns you an error. You need to put additional check in the script to avoid it.
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  Custom Indicator: Schaff Cycle
  • Vincenzo Timmel  

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  I don't think that this is the only thing you are missing. To initialize the value is very easy: def nextstart(self): self.l.f1[0] = 0.0 But here is couple other items to correct: you call undefined variables such as self.f1 or self.pf - this is the main reason of the error returned this in the next() self.v3 = bt.ind.Lowest(self.pf, period=self.p.length) self.v4 = bt.ind.Highest(self.pf, period=self.p.length) - self.v3 and then .... self.v3[0] .... .... self.v4[0] .... doesn't work.
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  Evaluate Weekly Trend, Execute Trades on Minute basis
  multiple data execution datafeed timeframe • • Andrew M  

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  Interesting. In your script you apply the indicator to the self.data0 ie 5 min data feed, but indicator itself works with the self.data1 which is daily bars. I would assume that self.addminperiod is also applied to minutes data feed, so you need lot to get 5 bars of daily data feed. Try this (didn' run it by myself): indicator: class dummyIndicator(bt.Indicator,): lines = ('dayHigh',) params = (('period', 5),) def __init__(self): self.addminperiod(self.p.period) def next(self): self.dayHigh[0] = self.data.high[-self.p.period] call in the strategy: self.dayHigh = dummyIndicator(self.data1)
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  Interactive Brokers historical data error when resampling into daily bars.
  • sullyai  

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  Thank you so much! I changed the datakwargs from: datakwargs = dict(dataname = epic, historical = historical, latethrough = False, fromdate = dt.datetime.strptime(fromdate, '%Y-%m-%d'), qcheck = 0.5) to this: datakwargs = dict(dataname = epic, timeframe = bt.TimeFrame.Minutes, historical = historical, latethrough = False, fromdate = dt.datetime.strptime(fromdate, '%Y-%m-%d'), qcheck = 0.5) with the obvious import of import backtrader as bt Thank you again!
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  Backtesting Using Intraday Data
  • chaT123  

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  Hi, it should be compresssion = 15. Note: if your data is large, you may want to consider bt.feed.PandasDataDirect that seems to be faster than PandasData. Someone has conducted a perf analysis on this forum. you should be able to find easily. Cheers
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  Memory saving with orders
  • Nicolás Alberto Henao Avendaño  

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  No one has replied

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  ERROR: __len__() should return >= 0 on liveFeed
  • LAbrk  

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  Thanks a lot @Zachary-Harris I've got the same error during live trading through IB (see my post here: https://community.backtrader.com/topic/642/iqfeed-store-and-feed-help-needed/12 ) and your fix seems to be working great. This seems to be a pretty serious issue that should be fixed in the official source. I just wonder why there are so little reports about it - it should have happen pretty often to everyone using backtrader for live trading.
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  array assignment index out of range
  • Mohamad Rafiee  

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  You need to post your code and the full error message. It's impossible to help you with only the error message.
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  array assignment index out of range
  • Mohamad Rafiee  

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  You may want to share the full script.
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  Help with plotting
  • ebonetti  

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  To automatically edit the init file, and based on ebonetti tip, you can add this cell in Colab. Check the path to init.py on your colab instance as this will change. %%bash cat > /usr/local/lib/python3.6/dist-packages/backtrader/plot/__init__.py <<'endmessage' #!/usr/bin/env python # -*- coding: utf-8; py-indent-offset:4 -*- ############################################################################### # # Removed bug to make it work in colab # ############################################################################### from __future__ import (absolute_import, division, print_function, unicode_literals) try: import matplotlib except Exception: pass import matplotlib.pyplot as plt plt.rcParams['figure.figsize'] = [19, 10] from .plot import Plot, Plot_OldSync from .scheme import PlotScheme endmessage
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  Interactive Brokers Multiple reqMktData
  • esteve  

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  Just to bring one more point regarding the throttling mechanism. Starting from v.974 of TWS API there is a '+PACEAPI' connection option that is effectively pacing the incoming messages. Quoting (https://www.interactivebrokers.com/en/index.php?f=5061): """ API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect. """ Unfortunately I'm not sure IbPy library is updated to include the SetConnectOptions method. AFAIU the IbPy is just generating its source code from the official TWS Java API (by translating it to Python), but it hasn't been updated to the latest version yet. This is probably one of the reasons to directly use the official TWS Python API instead of IbPy.
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  Getting IB data source to work
  • Mango Loco  

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  Hi, IB tells you "No market data permissions for NYSE STK". Have you subscribed to NYSE stocks? If not, that is probably the root cause. If I remember correctly, seeing hist data on TWS and getting this data through API are 2 different things from a subscription perspective. Regards, Lamp'