@leggomaeggo Ah, thank you. That's a big help. Not sure where I missed that mentioned in the documentation.

I was able to solve this by removing [i] altogether. After rereading the documentation from the link above:

"When we loop through the data feeds, we can simply pass that data feed object to the dictionary as a key reference to then access the indicators for that particular feed."

The ith index isn't needed as the reference to each datafeed is stored in the dth key value.

It would be nice to get confirmation if this understanding is correct though.

Hi @jeff-lee

I had the issue

min() arg is an empty sequence

when I forgot during resampling to specify the format of the original (not resampled) data.

So I did not write:

originalData = bt.feeds.PandasData(dataname=df, timeframe=bt.TimeFrame.Minutes, compression=1, datetime='Date', fromdate=startDate, todate=endDate, )

but:

originalData = bt.feeds.PandasData(dataname=df, # timeframe=bt.TimeFrame.Minutes, # compression=1, datetime='Date', fromdate=startDate, todate=endDate, )

Under which conditions did you get the error that motivated you to do your bug fix?

@leggomaeggo I have tried this, still this problem, when there is a large dataset

@vladisld Thanks. That makes sense. Much cleaner to do it in __init__().

@run-out In fact, never mind, managed to figure it out a different way using the bt docs. Thanks for the help!

@vypy1 Try this post.

I would try @ab_trader 's response at the bottom first because if that works it will be much easier.

I run my own optimization outside of backtrader. You could have a look at the run_backtest and backtest_controller_multi methods.

https://github.com/neilsmurphy/backtrader_template/blob/main/main.py

@run-out Yup you are right, it is trading in decimals which is not possible. Let me do something to fix this.

@braan Not sure about that.

@kjiessar
Aaand again. After long debugging session I found the culprit and it wasn't even in the code I had shown.

Errorness:

self.sell(data=self.data0, exectype=bt.Order.Limit, price=self.datas[0].close, size=entry["size"], valid=datetime.timedelta(minutes=self.p.tis))

correct one:

self.sell(data=self.data0, exectype=bt.Order.Limit, price=self.datas[0].close[0], size=entry["size"], valid=datetime.timedelta(minutes=self.p.tis))

Note the proce parameter and the last [0]

@kjiessar
Its a bit embarassing to say but I found the issue

data = store.getdata(dataname=symbol, name=symbol, timeframe=bt.TimeFrame.Minutes, compression=1, ohlcv_limit=70 ) #fromDate is missing

I had the parameter but with the wrong name, becuase of all the dynamic handling of the parameters, no error was raised.

Sorry for the trouble.

@dasch said in data feeds with different start date:

you could provide some code to see what issue you have, its better than just guesswork what your issues may be.

The trade just happened, but no plot.
I think it is too little data in C98, if I change to another data not so little (with BTC data 90% of the length), then the graph will show normal. There should be some problem with the logic of plot.
You can try to reproduce this whit data feeds of different start time. But need to override the prenext method to make trade happen when there is only one data feeds have valid data

@frenzyy Please disregard - found a solution here: https://community.backtrader.com/topic/3797/opening-range-breakout-strategy-for-multiple-stocks

@davidavr how about the backtest speed of LEAN

@anarchy89 Did you run it?

@backtrader said in optimization on Strategy Selection example:

You then need to have 5 optimizations (the sample shows 2) and the StFetcher instantiating the appropriate strategy with the appropriate parameters. In the example idx is used as the key to decide which strategy to return. The same idx can be used to decide which strategy to instantiate and with which parameters.

Can you give me an example code? thank you