General Code/Help

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  Oanda v20 API
  • Matthias Janssen  

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  @dasch Do you know why the build is failing?
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  I backtest a strategy about futures,but I find there something strange about the profit
  • tianjixuetu  

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  @tianjixuetu said in I backtest a strategy about futures,but I find there something strange about the profit: there is something different between your case and my case. you let the margin equals 2000 forever,but in real world, the margin may be change awlays the price volitility. Real world is different, you may want to educate your self a little bit more on this. Sometimes margin doesn't fluctuate with the daily prices, even it still depends on volatility. Also an advice - post the script you use in the very first message, not in the very last. There are no mid readers here, so only you know what is ran. My simplified case shows that bt works as expected, therefore the reason of the discrepancy is in (a) your additions to the bt or (b) in your calculations posted here. Seems it is case (b).
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  I know why this happen,but I have a more strange question after this day happen
  • tianjixuetu  

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  ok,this is a question I answer sombody,you can get the quesiton at the address,but I reply as a topic.I am very sorry.
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  AttributeError: module 'backtrader' has no attribute 'Cerebro'
  • Ramesh Gangappa  

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  @Ramesh-Gangappa said in AttributeError: module 'backtrader' has no attribute 'Cerebro': C:\Server\Kite Development\BackTrader>python signal.py Traceback (most recent call last): File "signal.py", line 2, in <module> @Ramesh-Gangappa said in AttributeError: module 'backtrader' has no attribute 'Cerebro': File "C:\Program Files\Python37\lib\multiprocessing\process.py", line 18, in <module> import signal Your module has the same name as something which Python internals are trying to import. I actually fear you have misplaced things, but the safest bet: rename your script.
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  How to make a run to both long and short?
  • Nguyễn Sơn  

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  If you issued 2 sell in a row you would go short. But you probably want to use the size parameter of the methods or use close to close a position and then either sell or buy to go to the other side. Or use a Sizer or ... Docs - Strategy - https://www.backtrader.com/docu/strategy/ and see buy, sell and close @Nguyễn-Sơn said in How to make a run to both long and short?: Other question is asking for the buy_bracket as well as sell_bracket. What exactly the meaning of stopprice and limitprice. Is it the take profit target and stoploss threshold? The signature indicates that one of the brackets is a Stop order and the other one a Limit order. The prices correspond to those. But yes, they do correspond to those concepts.
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  Cumulative/Running mean implementation
  • Akul Kanojia  

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  @backtrader said in Cumulative/Running mean implementation: Thanks, anyways I created my own indicator. Btw I meant Expanding mean ie. avg[i] = avg(df[0:i]).
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  Trading Calendar possible implementation problems?
  • vbs  

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  Hey @vbs I observed the same error when creating my own calendar; I also feel this code might be erroneous. My data holds price information after the trading session. Once it gets outside of the session, it enters an infinite loop as the time is always after the end of the session.
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  How to set commission for order_target_value(target = size)
  • Sang  

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  @backtrader hi Sir, At first I want to sorry because I forgot to provide you the data as I thought it was not important Which of course clarifies why you need that for a value=1000. I don't understand this? Also I've tried to do as your suggestions and read the documentation, but it is really hard for me. But it is okay now, thank you so much. I will be more careful next time
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  Plotting of resample data
  • vaclavku  

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  Many thanks for confirming.
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  How to print and plot ta-lib candlestick patterns ?
  • Rushi Chaudhari  

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  I think he meant ... he understood which values to consider. Obviously if the current [0] value evaluates to True, one can confidently assume that ta-lib has detected a pattern. If it evaluates to False, there is no pattern.
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  Is it a bug about some code in backtrader/metabase/AutoInfoClass and I have a question about this class
  • tianjixuetu  

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  Yes, the default implementations do. What is your point?
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  Forbid short selling
  • yoghurtshawn  

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  That's only a patch which works if the position is 0 and only works if you don't manually specify the size which will trigger the usage of the sizer. Let me insist: don't sell when not needed and you won't short. It is really easy: if your code is selling (going to a minus position from either zero or a positive one) short ... your code has a problem.
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  Generating proper dataname for Crude Oil Futures with the certain expiration date
  • BetaVersion LTC  

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  See this: https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut For example the section which says: Occasionally, you can expect to have more than a single future contract for the same underlying with the same expiry. To rule out the ambiguity, the contract's multiplier can be given as shown below: I can only suggest that your are VERY specific on the definition and use the more verbose form (and the debugging option in either the store or ibtest) TICKER-FUT-EXCHANGE-CURRENCY-YYYYMM-MULT
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  Generic REST or streaming feed/broker
  • Benoit Dufresne  

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  @Benoit-Dufresne said in Generic REST or streaming feed/broker: Generic REST That doesn't exist @Benoit-Dufresne said in Generic REST or streaming feed/broker: Historical data: <url>/historical/<instrument>/<granularity>/<compression>/<from>/<to> Last bar: <url>/live/<instrument>/<granularity>/<compression> Send an order: <url>/order/<instrument><side>/<price>/<size> Get executions to date for order: <url>/executions/<orderid> Get current position for instrument: <url>/position/<instrument> That's a "specific" implementation you have made up (or seen somewhere). It's not generic. There is no such thing. @Benoit-Dufresne said in Generic REST or streaming feed/broker: and that would work out-of-the-box That doesn't exist either. Your best bet is to have a look of the Oanda store sources, which uses REST and work your way up to the specific implementation you are looking for.
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  Unrealistic backtesting return
  • woung717  

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  @woung717 said in Unrealistic backtesting return: Is there any way to audit the result except comparing it with the benchmark index? If you believe that there are errors in your data, the only way is to go through the data. Any other kind of audit requires that you give people some hints about why things are unrealistic. Yes, you can use the SharpeRatio analyzer to have another performance indicator (or the VWR which is consistent across timeframes), but if there is an error in your code it is not going to make it show up. It will simply give you a number which you can compare with the standard expectations of people who use it.
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  Pandas Dataframe issue (int object has no attribute to_pydatetime)
  • Suraj Thorat  

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  @Suraj-Thorat said in Pandas Dataframe issue (int object has no attribute to_pydatetime): Anyone has got a solution to this? Yes. Read the documentation. The error is self-explaining. int object has no attribute to_pydatetime @Suraj-Thorat said in Pandas Dataframe issue (int object has no attribute to_pydatetime): datetime open high low close volume 0 2019-09-03 15.50 15.50 14.30 14.45 681 1 2019-09-04 14.20 15.45 14.10 14.90 5120 And you have an index which is made up of int values. @Suraj-Thorat said in Pandas Dataframe issue (int object has no attribute to_pydatetime): EVEN IF I add this line to set index same error is given. Basic engineering principles: You say you have done something But you show code with something else That means that for all intent and purposes you haven't done that. The PandasData has a dedicated documentation page, which shows the parameters available for the data feed, and the following is stated Link: Docs - PandasData - https://www.backtrader.com/docu/pandas-datafeed/pandas-datafeed/ ... params = ( # Possible values for datetime (must always be present) # None : datetime is the "index" in the Pandas Dataframe # -1 : autodetect position or case-wise equal name # >= 0 : numeric index to the colum in the pandas dataframe # string : column name (as index) in the pandas dataframe ('datetime', None), ...
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  Crypto Trading Bot for Kraken
  • Thomas Fischer  

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  @backtrader Thank you very much for the advice! I will have a closer look.
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  I think,you can creat an indicator by yourself.
  • tianjixuetu  

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  Index error when importing resampled data
  • Cosmin George  

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  After removing the following arguments the code ran, lol. dtformat=('%Y-%m-%d'),tmformat=('%H:%M:%S'),
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  Does `replaydata` support Ticks timeframe?
  • thrall chen  

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  @thrall-chen said in Does &#x60;replaydata&#x60; support Ticks timeframe?: This is my code No. It is what you have chosen to post. Not the code which is running. You talk about Ticks timeframe being supported ... And 5 minutes And you choose to omit the parts of the code that actually show what you do.