General Code/Help

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  How am i sure buy and sell order are executed immediately ?
  • JS Park  

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  @ab_trader Thanks i read all of you give me and I understood enough about what i asked before
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  Partial order execution question
  • vladisld  

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  It seems the 'fix' worked pretty well on real time (paper) trading. 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Partial, price: 14.63, size: 400, cost: 5852.0, comm: 2.0, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 0, p2: 3 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done. ... 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Partial, price: 14.63, size: 500, cost: 7315.0, comm: 2.5, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 3, p2: 4 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 3, dt: 2020-01-17 15:45:08, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 4, dt: 2020-01-17 15:45:09, bit size:182, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done. ... 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Completed, price: 14.629999999999999, size: 682, cost: 9977.66, comm: 3.41, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 4, p2: 5 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 3, dt: 2020-01-17 15:45:08, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 4, dt: 2020-01-17 15:45:09, bit size:182, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done. Now I wonder how such 'fix' would have been tested in normal scenario ( in dev environment). Usually this requires 'component level testing' of IBStore/IBBroker/IBFeed components. However this will in turn require some mockups for interfaces below (celebro) and above the IB implementation (IBPy2) that are not existing today. How are you usually testing the components outside the core ? I couldn't find such tests in the package, but given that this is already a second issue I've seen in IBStore/IBBroker/IBFeed component it is a good idea to add some tests (at least to cover the issues already found) - volunteering to help with it if accepted by maintainer. Thanks Vlad
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  Why do analyzers seem to start calculating on data feeds' start date instead of first order date?
  • Laurentvw  

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  Oanda data feed
  data data feed oanda backtraderv20 • • boblef  

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  @boblef In addition, I have already generated API token on my Oanda account and defined it and account id in my local code so you don't see them in the code I provided.
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  Fast Stochastic with low period
  • oakenstream  

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  Explanation here: https://community.backtrader.com/topic/98/float-division-by-zero/5
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  Plotting
  • Ben Smith  

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  analyzers erro: AttributeError: 'list' object has no attribute 'analyzers'
  • Evgeniy  

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  @vladisld Thanks a lot!
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  Is there some ways to add and drop data dynamicly?
  • tianjixuetu  

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  you can have a look at pandafeed.py or chainer.py and implements your own datafeeds, it's very simple, especially for backtest, i think it's no more than load data in _load() but if you want live trading, you have to deal with disconnection and reconnection and backfill the data properly besides, 5000+ is not big, I am backtesting with more than 900k datas around 2min
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  Rebalancing at the end of the month with timers
  • Laurentvw  

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  I've got it working, here's some boilerplate code: class EndOfMonth(object): def __init__(self, cal): self.cal = cal def __call__(self, d): if self.cal.last_monthday(d): return True return False class AssetAllocation(bt.Strategy): params = ( ('cal', None), ) def __init__(self): self.add_timer( when=bt.Timer.SESSION_START, allow=EndOfMonth(self.p.cal), ) if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() cal = bt.TradingCalendar() cerebro.addcalendar(cal) # Add a strategy cerebro.addstrategy(AssetAllocation, cal=cal) Thanks again.
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  Update on position gains
  • oakenstream  

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  Optimization with multiple feeds
  • oakenstream  

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  @backtrader said in Optimization with multiple feeds: @oakenstream said in Optimization with multiple feeds: I dont exactly see where it is Neither does the rest of us. I removed this optreturn and it worked: cerebro = bt.Cerebro(optreturn=False) @oakenstream said in Optimization with multiple feeds: Hey, is it possible to optimize with multiple feeds? Yes, we can. Ok, thanks!
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  Exception when running optimize with optreturn=False
  • vbs  

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  I think I fixed it. Seems to work with the observers.
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  btrun - How to pass GenericCSVData parameters?
  • Eddy Bennett  

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  How to assign arrays to lines?
  • James Barber  

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  clearner code class CustomIndicator(bt.Indicator): lines = ("custom_line", ) # Price flip is 6 bars params = (('period', 6),) def __init__(self): self.addminperiod(self.params.period) self.line.custom_line =[0.0] * self.data.close.buflen() # => filled with 'nan's when accessed in a strategy
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  Issue with positions when live trading
  • CooleRnax  

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  It should simulate trades? I saw simulated orders code in oanda broker. But I don't get how to access data from broker to create simulated orders. Is it possible to assign order time to be executed in the past, when position was opened?
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  How can I add the name of the data feed to the print log for a buy or sell?
  • Picture Perfect  

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  @Picture-Perfect if you set data name in add data,you can use: self.log("buy result: data:{},buy_price:{},buy_cost:{},commission:{}".format(order.p.data._name, order.executed.price,order.executed.value,order.executed.comm)) order.p.data._name
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  How do I track a position by system?
  • RandyT  

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  This is an old thread and I have bumped into this thing when thinking to take the strategy live. Here is a simple idea I can think: When an order is executed, save the details including the positons in nofity_order(). Position details can be saved in a csv file or database. When the next time strategy sends an order, see if it is already opened in IB. If it is already opened, then check the position size of the currently generated signal. Send an order only if the position of the current signal is more than that saved in local db. What are your thoughts? Has someone has a better alternative to the above sequence? Has something new been added in Backtrader which makes this simpler?
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  Extending Pandas Dataframe with string/datetime column values.
  • Dastaan Sharma  

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  @tianjixuetu Thanks. Your analysis is really helpful for me.
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  Help with plotting
  • ebonetti  

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  @Nir-Louk said in Help with plotting: trying to follow your "getting started" tutorial on colab is something everyone do. I didn't, so not everyone.
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  Chaining Indicators
  • aviral  

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  It works for me.