General Code/Help

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  Optimizing in the background while running live or backtesting
  • paisan  

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  Slicing fails upon inputting signal generation logic
  • Ron Aw  

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  Great, this makes so much sense now! Thank you so much for your help!
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  Used Timer only works (partially) with _getminperstatus() ?
  momentum getminperstatus timer • • Jonny8  

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  @run-out That I am aware of. However, I don't see how to get it fixed. The get min per status doesn't change much and to my knowledge if it is above 0 some data streams are not available for next. Hence I tried to filter out non available datas but failed in doing so?
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  Prevent live trading during "warm up" period
  • joeyy  

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  i think I got it, I can do something like this def notify_data(self, data, status, *args, **kwargs): print('*' * 5, 'DATA NOTIF:', data._getstatusname(status)) if status == data.LIVE: self.datastatus = 1 else: self.datastatus = 0 and then use it in your next example. awesome, thanks!
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  Cerebro is crashing upon indicator value calculation in the middle of the night - not able to reproduce afterward!
  • boddy33  

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  @run-out said in Cerebro is crashing upon indicator value calculation in the middle of the night - not able to reproduce afterward!: @boddy33 said in Cerebro is crashing upon indicator value calculation in the middle of the night - not able to reproduce afterward!: File "D:\CRYPTO\backtrader.venv\lib\site-packages\backtrader\lineiterator.py", line 317, in _once self.oncestart(self._minperiod - 1, self._minperiod) File "D:\CRYPTO\backtrader.venv\lib\site-packages\backtrader\indicators\basicops.py", line 401, in oncestart super(ExponentialSmoothing, self).once(start, end) File "D:\CRYPTO\backtrader.venv\lib\site-packages\backtrader\indicators\basicops.py", line 364, in once dst[i] = math.fsum(src[i - period + 1:i + 1]) / period Hard to tell without the code running on my machine. But I would be inclined to put break points in each of the above three spots and look at the start and end times. If your ide supports running in debug mode but only stopping when an error occurs, you should be able to look at these values and see what's going on. Most likely IMHO the end is before the start time. Let us know how you get on. You were right. The problem lied in this class. I did not know that params will only evaluate once hence current timestamp after a few hours of running became obsolete. class BinanceCSV(btfeed.GenericCSVData): params = ( ('todate', datetime.datetime.today()), ('nullvalue', 0.0), ('dtformat', ('%Y-%m-%d %H:%M:%S')), ('datetime', 0), ('open', 1), ('high', 2), ('low', 3), ('close', 4), ('volume', 5), ('openinterest', -1), ('timeframe', bt.TimeFrame.Minutes) )
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  How do I accomplish - putting on multiple trades at the same time, closing them separately
  • Shravan Venkataraman  

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  Problems with buy/sell signals
  • Wayne Filkins 0  

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  A

  if you would truly do what i've recommend above (print and plot all data and look thru it bar by bar) you would see two notifications of sell orders much earlier. and (probably) only one notification of the buy order. anyway, since you have very light understanding of the basic things (buy nd sell), i would recommend you to read docs and maybe do quickstart one more time (or even first time). will save you time later.
• K

  The call ordering for `next()` vs `notify_order()`
  • kegan  

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  @kegan said in The call ordering for `next()` vs `notify_order()`: Appreciate if anyone can comment on this. if you prefer to trust strangers from the internet, but not to bt documentation or your own results, than - sequence of next() and notify_order() calls is correct and corresponds to reality.
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  Optimizer gives me " only size-1 arrays can be converted to Python scalars" error
  • David Wood  

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  Have you tried just using a list instead of numpy.arange?
• 

  Trouble interpreting TradeAnalyzer results.
  • earlcharles1  

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  I think the BasicTradeStats exists only in rich-oregan fork of backtrader - AFAIU it wasn't merged to the main repo. You may find it here: https://github.com/rich-oregan/backtrader/blob/feature-TradeRecorder-DataFrameOfTrades-002/backtrader/analyzers/basictradestats.py
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  How do I restrict data to market open hours
  • Callan99  

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  @vladisld awesome, i got my codes to work, thank you for sharing the link :)
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  how to plot more elegant when i have more than 300 data feeds
  • snippet  

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  broker.get_value() return NaN after i add pyfolio analyzer
  • snippet  

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• 

  Market buy orders are Submitted, but not Accepted or Executed
  • Adham Suliman  

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  Hello Jonny, I don't think that is the case as the only point a buy market order can be cancelled is within the sentinel. The code within sentinel shouldn't execute in the current script because backtrader should be exiting the notify_order function with the code below. Please let me know if my reasoning is flawed here. if order.status in [order.Submitted, order.Accepted]: if order.isbuy(): self.log(f"Buy Submitted at {order}") return
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  Long Executed Price and Long Create Price is different
  • Gleetche  

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  thanks! @rajanprabu
• 

  I'm trying real-time trading.But there seems to be a slight problem.
  • kemoduodejuxi  

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  Can I supply my own fundamentals data and use it in strategies?
  • crunchypickle  

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  Thanks! Will check this out
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  Simple strategy using IB live data
  • mlbt2020  

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  @mlbt2020 I am new to backtrader as well and is trying to learn from all these IB related posts. I am trying to plot your shared code and it seems like it is able to pull data from IB, but it is not able to execute any trades for backtesting. Have you experienced this same issue?
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  error feeds yahoo finance
  • Alex Shaw  

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  Can you include a sample of your data with headers?
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  I seem to have some problems when I trade with CCXT
  • kemoduodejuxi  

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  @kemoduodejuxi said in I seem to have some problems when I trade with CCXT: self.low_of_last_candle = self.datalow[0] You are trying to access the datafeed's data in your __init__ method. The datafeed will have no data loaded at this point. Please see the following docs: https://www.backtrader.com/docu/concepts/#lines-delayed-indexing