General Code/Help

• C

  Add aditional arguments to an order
  • cgi1

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  Docs - Order. See addinfo

• R

  bug with resampling
  • rsbowman

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  R

  Ok, so in the case above the correct thing to do would be

  # ... data = bt.feeds.GenericCSVData( dataname="some-5m-data.csv", fromdate=datetime.datetime(2015, 1, 1), todate=datetime.datetime(2015, 12, 31), timeframe=bt.TimeFrame.Minutes, compression=5) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=60)

  This looks correct when I run it, thanks for your help!

• W

  Couldn't connect to TWS
  • Wei Jingjue

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  B

  Sorry, but the information is not enough.

  Is TWS running? If yes on which port? Have you specified the same port for the sample? Have you (as pointed out in the error message) checked the error message?

  Confirm that "Enable ActiveX and Socket Clients" is enabled on the TWS "Configure->API" menu

• T

  Benchmark observer bug?
  • te

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  T

  Hm, I found another issue in my code. I'll try to sort that out first to see if it's related somehow.

• W

  AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'contractdetails'
  • Wei Jingjue

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  You probably have a 2.0 account and the code is failing to receive the contractdetails from the server. You need a legacy account.

  See Community - Oandatest no attribute 'contractdetails'

  @Wei-Jingjue said in AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'contractdetails':

  where can i put my strateygy in ?

  See the Docs - Quickstart or any of the hundreds of samples.

  Using a live broker is just a matter of replacing the broker or store instances and there are specific documentations on how to do it.

  For Oanda for example

  and what's the relation between data0 and data1?.

  Any relation between data0 and data1 is defined by you. Those are the data feeds you add to the system.

• P

  AttributeError: 'Plot_OldSync' object has no attribute 'mpyplot'
  • Planet Winter

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  Notwithstanding that it is unclear if you added an strategy, the addition of the data feeds is missing the specifics about timeframe and compression.

  Cryptocurrency traders tend apparently to look at timeframes smaller than 1-day which is the default when adding a timeframe.

  See: Community - FAQ

• F

  TypeError: 'float' object is not callable in custom gap indicator
  indicator • • favetelinguis

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  F

  Thanks your reply did solve my problem both using the __init_method and using the next metod. Thanks for pointing out the link.

  However the next issue I ran into is the limitiation of buying at open and sell att close. As I understand there is no way to check if there is a gap and if there is buy at the same opening price that was used to calculate if there is a gap and then sell at close? Buy default this strategy would check for a gap at day 0 and then execute the order at day 1?
  Is this correct and is it possible sidestep this and implement a strategy that buy at the current open in backtrader?

• R

  Plotting: how to get lines to have specific colours and thickness?
  • randomshinichi

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  No one has replied

• Z

  Incorrect/corrupted data retrieved when using YahooFinanceData API
  yahoofinancedat baddata corrupteddata • • Zubin Bharucha

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  B

  Not at the moment

• D

  Broker and fundmode
  • dasch

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  B

  @dasch said in Broker and fundmode:

  .broker.fundmode

  Corrected in the development branch by having default no-op methods in the broker abstraction

• L

  Bitstamp as broker
  • lucho333

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  B

  There are no similarities between pyalgotrader and backtrader beyond the usage of Python. The source code of pyalgotrade wasn't even looked at/into to get a reference. Not that there was the need for a clean room implementation, simply because fresh ideas sometimes come from not looking at the ideas from other people.

  As such there would be no porting from the broker implementation pyalgotrade has. It would have to be an implementation from scratch and at the moment it isn't planned.

• D

  Oanda broker data_started
  • dasch

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  Corrected in the development branch

• L

  Looking for a coder familiar with bt
  • Ltabak

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  No one has replied

• N

  Candlestick barup plotting color not working correctly?
  • nomnom

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  N

  I don't know how accurate this is, but this ended up working:

  import backtrader as bt
  import pandas_datareader as web
  ...
  feed = web.DataReader("AAPL", "google", datetime(2016, 1, 1), datetime(2017, 1, 1))
  data = bt.feeds.PandasData(dataname=feed, name="AAPL")
  cerebro.adddata(data)
  cerebro.run()
  cerebro.plot(style='candlestick', barup='green', bardown='red')

  The graph looks as expected. Not sure if the data is exactly correct though.

• C

  Update / Amend Existing Orders
  • cwse

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  B

  There is none at the moment.

• D

  Resample and fill gaps
  • dasch

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  D

  So after playing with live data around, the only solution with oanda data, that seems to be working would be the way below.

  If anyone is trying to achieve the same, don't change the session.py as i wrote above since this will most probably generate wrong data.

  When doing this, you will need to use data[1] in your strategies.

  datakwargs = dict( timeframe=bt.TimeFrame.Seconds, compression=5, qcheck=0.5, bidask=True, backfill_start=True, backfill=True, bar2edge=True, adjbartime=True, rightedge=True, ) data = store.getdata(dataname="EUR_USD", **datakwargs) data.resample(timeframe=bt.TimeFrame.Seconds, compression=5) data_filled = data.clone(filters=[btfilters.SessionFiller], timeframe=bt.TimeFrame.Seconds, compression=5) cerebro.adddata(data) cerebro.adddata(data_filled)
• G

  Orders only executing once per day
  • graaben

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  G

  Thanks, that helped solve it!

• C

  error resampling data
  • cemdev

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  C

  thank you! i modified strategy.py with that change and it works now. your support is amazing.

• C

  skip plotting for resampled data?
  • cemdev

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  C

  Ah, okay, that does work, thanks. Still getting to grips with the architecture.

• B

  How to create live data feed?
  • buaya91

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  @backtrader sorry I've missed them, now everything makes more sense.