General Code/Help

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  Connectivity issues to Interactive Broker
  • run-out  

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  As a side note, PyCharm and all other kernel-hijacking super-duper-integrated-destruction-environments are known to have problems with (for example) multiprocessing. I don't know about threading, but I personally would never execute code from inside those things.
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  Multiple consecutive buy signals implementation and issue of profit with only buys
  • trader911  

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  @backtrader Glad to get a confirmation from you that consecutive buys are possible on your platform. Idea is to test my model's decision as much as possible, instead of skipping just because I have already bought shares. That said, I was expecting some guidance as to how can one implement it. Let's say I have bought twice. Now when I call self.sell() what happens? Does the system sell all the orders or the last order? To get around that I thought I would store all the buy orders and sell them all at once but "order" object has no sell function.. right? So what would be the ideal way that you would suggest? Also you said "That's for sure not in all samples", do you have any links where this requirement has been achieve? Below is the log that was printed. Which showed profit with one buy. 25-08-2019 20_03_44 MainThread DEBUG\ Starting Portfolio Value: 10000.00 25-08-2019 20_03_44 MainThread DEBUG\ size of test data 225 25-08-2019 20_03_44 MainThread DEBUG\ count: 0, date: 2018-10-02, 2018-10-02 00:00:00, close_price: 1207.64 25-08-2019 20_03_44 MainThread DEBUG\ count: 1, date: 2018-10-03, 2018-10-03 00:00:00, close_price: 1211.53 25-08-2019 20_03_44 MainThread DEBUG\ count: 2, date: 2018-10-04, 2018-10-04 00:00:00, close_price: 1177.07 25-08-2019 20_03_44 MainThread DEBUG\ count: 3, date: 2018-10-05, 2018-10-05 00:00:00, close_price: 1167.83 25-08-2019 20_03_44 MainThread DEBUG\ count: 4, date: 2018-10-08, 2018-10-08 00:00:00, close_price: 1155.92 25-08-2019 20_03_44 MainThread DEBUG\ count: 5, date: 2018-10-09, 2018-10-09 00:00:00, close_price: 1145.17 25-08-2019 20_03_44 MainThread DEBUG\ count: 6, date: 2018-10-10, 2018-10-10 00:00:00, close_price: 1092.16 25-08-2019 20_03_44 MainThread DEBUG\ count: 7, date: 2018-10-11, 2018-10-11 00:00:00, close_price: 1090.74 25-08-2019 20_03_44 MainThread DEBUG\ count: 8, date: 2018-10-12, 2018-10-12 00:00:00, close_price: 1120.54 25-08-2019 20_03_44 MainThread DEBUG\ count: 9, date: 2018-10-15, 2018-10-15 00:00:00, close_price: 1102.44 25-08-2019 20_03_44 MainThread DEBUG\ count: 10, date: 2018-10-16, 2018-10-16 00:00:00, close_price: 1133.08 25-08-2019 20_03_44 MainThread DEBUG\ count: 11, date: 2018-10-17, 2018-10-17 00:00:00, close_price: 1127.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 12, date: 2018-10-18, 2018-10-18 00:00:00, close_price: 1097.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 13, date: 2018-10-19, 2018-10-19 00:00:00, close_price: 1105.18 25-08-2019 20_03_44 MainThread DEBUG\ count: 14, date: 2018-10-22, 2018-10-22 00:00:00, close_price: 1111.37 25-08-2019 20_03_44 MainThread DEBUG\ count: 15, date: 2018-10-23, 2018-10-23 00:00:00, close_price: 1114.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 16, date: 2018-10-24, 2018-10-24 00:00:00, close_price: 1057.12 25-08-2019 20_03_44 MainThread DEBUG\ count: 17, date: 2018-10-25, 2018-10-25 00:00:00, close_price: 1103.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 18, date: 2018-10-26, 2018-10-26 00:00:00, close_price: 1083.75 25-08-2019 20_03_44 MainThread DEBUG\ count: 19, date: 2018-10-29, 2018-10-29 00:00:00, close_price: 1034.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 20, date: 2018-10-30, 2018-10-30 00:00:00, close_price: 1049.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 21, date: 2018-10-31, 2018-10-31 00:00:00, close_price: 1090.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 22, date: 2018-11-01, 2018-11-01 00:00:00, close_price: 1085.98 25-08-2019 20_03_44 MainThread DEBUG\ count: 23, date: 2018-11-02, 2018-11-02 00:00:00, close_price: 1071.49 25-08-2019 20_03_44 MainThread DEBUG\ count: 24, date: 2018-11-05, 2018-11-05 00:00:00, close_price: 1055.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 25, date: 2018-11-06, 2018-11-06 00:00:00, close_price: 1069.57 25-08-2019 20_03_44 MainThread DEBUG\ count: 26, date: 2018-11-07, 2018-11-07 00:00:00, close_price: 1108.24 25-08-2019 20_03_44 MainThread DEBUG\ count: 27, date: 2018-11-08, 2018-11-08 00:00:00, close_price: 1094.63 25-08-2019 20_03_44 MainThread DEBUG\ count: 28, date: 2018-11-09, 2018-11-09 00:00:00, close_price: 1077.02 25-08-2019 20_03_44 MainThread DEBUG\ count: 29, date: 2018-11-12, 2018-11-12 00:00:00, close_price: 1049.36 25-08-2019 20_03_44 MainThread DEBUG\ count: 30, date: 2018-11-13, 2018-11-13 00:00:00, close_price: 1047.97 25-08-2019 20_03_44 MainThread DEBUG\ count: 31, date: 2018-11-14, 2018-11-14 00:00:00, close_price: 1054.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 32, date: 2018-11-15, 2018-11-15 00:00:00, close_price: 1071.05 25-08-2019 20_03_44 MainThread DEBUG\ count: 33, date: 2018-11-16, 2018-11-16 00:00:00, close_price: 1068.27 25-08-2019 20_03_44 MainThread DEBUG\ count: 34, date: 2018-11-19, 2018-11-19 00:00:00, close_price: 1027.42 25-08-2019 20_03_44 MainThread DEBUG\ count: 35, date: 2018-11-20, 2018-11-20 00:00:00, close_price: 1030.45 25-08-2019 20_03_44 MainThread DEBUG\ count: 36, date: 2018-11-21, 2018-11-21 00:00:00, close_price: 1043.43 25-08-2019 20_03_44 MainThread DEBUG\ count: 37, date: 2018-11-23, 2018-11-23 00:00:00, close_price: 1030.1 25-08-2019 20_03_44 MainThread DEBUG\ count: 38, date: 2018-11-26, 2018-11-26 00:00:00, close_price: 1055.94 25-08-2019 20_03_44 MainThread DEBUG\ count: 39, date: 2018-11-27, 2018-11-27 00:00:00, close_price: 1052.28 25-08-2019 20_03_44 MainThread DEBUG\ count: 40, date: 2018-11-28, 2018-11-28 00:00:00, close_price: 1091.79 25-08-2019 20_03_44 MainThread DEBUG\ count: 41, date: 2018-11-29, 2018-11-29 00:00:00, close_price: 1094.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 42, date: 2018-11-30, 2018-11-30 00:00:00, close_price: 1109.65 25-08-2019 20_03_44 MainThread DEBUG\ count: 43, date: 2018-12-03, 2018-12-03 00:00:00, close_price: 1116.36 25-08-2019 20_03_44 MainThread DEBUG\ count: 44, date: 2018-12-04, 2018-12-04 00:00:00, close_price: 1062.47 25-08-2019 20_03_44 MainThread DEBUG\ count: 45, date: 2018-12-06, 2018-12-06 00:00:00, close_price: 1078.08 25-08-2019 20_03_44 MainThread DEBUG\ count: 46, date: 2018-12-07, 2018-12-07 00:00:00, close_price: 1046.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 47, date: 2018-12-10, 2018-12-10 00:00:00, close_price: 1053.18 25-08-2019 20_03_44 MainThread DEBUG\ count: 48, date: 2018-12-11, 2018-12-11 00:00:00, close_price: 1061.65 25-08-2019 20_03_44 MainThread DEBUG\ count: 49, date: 2018-12-12, 2018-12-12 00:00:00, close_price: 1073.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 50, date: 2018-12-13, 2018-12-13 00:00:00, close_price: 1073.54 25-08-2019 20_03_44 MainThread DEBUG\ count: 51, date: 2018-12-14, 2018-12-14 00:00:00, close_price: 1051.71 25-08-2019 20_03_44 MainThread DEBUG\ count: 52, date: 2018-12-17, 2018-12-17 00:00:00, close_price: 1025.65 25-08-2019 20_03_44 MainThread DEBUG\ count: 53, date: 2018-12-18, 2018-12-18 00:00:00, close_price: 1043.41 25-08-2019 20_03_44 MainThread DEBUG\ count: 54, date: 2018-12-19, 2018-12-19 00:00:00, close_price: 1035.46 25-08-2019 20_03_44 MainThread DEBUG\ count: 55, date: 2018-12-20, 2018-12-20 00:00:00, close_price: 1023.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 56, date: 2018-12-21, 2018-12-21 00:00:00, close_price: 991.25 25-08-2019 20_03_44 MainThread DEBUG\ count: 57, date: 2018-12-24, 2018-12-24 00:00:00, close_price: 984.67 25-08-2019 20_03_44 MainThread DEBUG\ count: 58, date: 2018-12-26, 2018-12-26 00:00:00, close_price: 1047.85 25-08-2019 20_03_44 MainThread DEBUG\ count: 59, date: 2018-12-27, 2018-12-27 00:00:00, close_price: 1052.9 25-08-2019 20_03_44 MainThread DEBUG\ count: 60, date: 2018-12-28, 2018-12-28 00:00:00, close_price: 1046.68 25-08-2019 20_03_44 MainThread DEBUG\ count: 61, date: 2018-12-31, 2018-12-31 00:00:00, close_price: 1044.96 25-08-2019 20_03_44 MainThread DEBUG\ BUY CREATE, 1044.96 25-08-2019 20_03_44 MainThread DEBUG\ BUY EXECUTED, Price: 1027.20, Cost: 1027.20, Comm 1.03 25-08-2019 20_03_44 MainThread DEBUG\ count: 62, date: 2019-01-02, 2019-01-02 00:00:00, close_price: 1054.68 25-08-2019 20_03_44 MainThread DEBUG\ count: 63, date: 2019-01-03, 2019-01-03 00:00:00, close_price: 1025.47 25-08-2019 20_03_44 MainThread DEBUG\ count: 64, date: 2019-01-04, 2019-01-04 00:00:00, close_price: 1078.07 25-08-2019 20_03_44 MainThread DEBUG\ count: 65, date: 2019-01-07, 2019-01-07 00:00:00, close_price: 1075.92 25-08-2019 20_03_44 MainThread DEBUG\ count: 66, date: 2019-01-08, 2019-01-08 00:00:00, close_price: 1085.37 25-08-2019 20_03_44 MainThread DEBUG\ count: 67, date: 2019-01-09, 2019-01-09 00:00:00, close_price: 1081.65 25-08-2019 20_03_44 MainThread DEBUG\ count: 68, date: 2019-01-10, 2019-01-10 00:00:00, close_price: 1078.83 25-08-2019 20_03_44 MainThread DEBUG\ count: 69, date: 2019-01-11, 2019-01-11 00:00:00, close_price: 1064.47 25-08-2019 20_03_44 MainThread DEBUG\ count: 70, date: 2019-01-14, 2019-01-14 00:00:00, close_price: 1051.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 71, date: 2019-01-15, 2019-01-15 00:00:00, close_price: 1086.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 72, date: 2019-01-16, 2019-01-16 00:00:00, close_price: 1089.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 73, date: 2019-01-17, 2019-01-17 00:00:00, close_price: 1099.12 25-08-2019 20_03_44 MainThread DEBUG\ count: 74, date: 2019-01-18, 2019-01-18 00:00:00, close_price: 1107.3 25-08-2019 20_03_44 MainThread DEBUG\ count: 75, date: 2019-01-22, 2019-01-22 00:00:00, close_price: 1078.63 25-08-2019 20_03_44 MainThread DEBUG\ count: 76, date: 2019-01-23, 2019-01-23 00:00:00, close_price: 1084.41 25-08-2019 20_03_44 MainThread DEBUG\ count: 77, date: 2019-01-24, 2019-01-24 00:00:00, close_price: 1084.0 25-08-2019 20_03_44 MainThread DEBUG\ count: 78, date: 2019-01-25, 2019-01-25 00:00:00, close_price: 1101.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 79, date: 2019-01-28, 2019-01-28 00:00:00, close_price: 1079.86 25-08-2019 20_03_44 MainThread DEBUG\ count: 80, date: 2019-01-29, 2019-01-29 00:00:00, close_price: 1070.06 25-08-2019 20_03_44 MainThread DEBUG\ count: 81, date: 2019-01-30, 2019-01-30 00:00:00, close_price: 1097.99 25-08-2019 20_03_44 MainThread DEBUG\ count: 82, date: 2019-01-31, 2019-01-31 00:00:00, close_price: 1125.89 25-08-2019 20_03_44 MainThread DEBUG\ count: 83, date: 2019-02-01, 2019-02-01 00:00:00, close_price: 1118.62 25-08-2019 20_03_44 MainThread DEBUG\ count: 84, date: 2019-02-04, 2019-02-04 00:00:00, close_price: 1141.42 25-08-2019 20_03_44 MainThread DEBUG\ count: 85, date: 2019-02-05, 2019-02-05 00:00:00, close_price: 1151.87 25-08-2019 20_03_44 MainThread DEBUG\ count: 86, date: 2019-02-06, 2019-02-06 00:00:00, close_price: 1122.89 25-08-2019 20_03_44 MainThread DEBUG\ count: 87, date: 2019-02-07, 2019-02-07 00:00:00, close_price: 1105.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 88, date: 2019-02-08, 2019-02-08 00:00:00, close_price: 1102.38 25-08-2019 20_03_44 MainThread DEBUG\ count: 89, date: 2019-02-11, 2019-02-11 00:00:00, close_price: 1102.12 25-08-2019 20_03_44 MainThread DEBUG\ count: 90, date: 2019-02-12, 2019-02-12 00:00:00, close_price: 1127.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 91, date: 2019-02-13, 2019-02-13 00:00:00, close_price: 1128.63 25-08-2019 20_03_44 MainThread DEBUG\ count: 92, date: 2019-02-14, 2019-02-14 00:00:00, close_price: 1129.2 25-08-2019 20_03_44 MainThread DEBUG\ count: 93, date: 2019-02-15, 2019-02-15 00:00:00, close_price: 1119.63 25-08-2019 20_03_44 MainThread DEBUG\ count: 94, date: 2019-02-19, 2019-02-19 00:00:00, close_price: 1126.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 95, date: 2019-02-20, 2019-02-20 00:00:00, close_price: 1120.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 96, date: 2019-02-21, 2019-02-21 00:00:00, close_price: 1104.21 25-08-2019 20_03_44 MainThread DEBUG\ count: 97, date: 2019-02-22, 2019-02-22 00:00:00, close_price: 1116.56 25-08-2019 20_03_44 MainThread DEBUG\ count: 98, date: 2019-02-25, 2019-02-25 00:00:00, close_price: 1117.33 25-08-2019 20_03_44 MainThread DEBUG\ count: 99, date: 2019-02-26, 2019-02-26 00:00:00, close_price: 1122.01 25-08-2019 20_03_44 MainThread DEBUG\ count: 100, date: 2019-02-27, 2019-02-27 00:00:00, close_price: 1122.89 25-08-2019 20_03_44 MainThread DEBUG\ count: 101, date: 2019-02-28, 2019-02-28 00:00:00, close_price: 1126.55 25-08-2019 20_03_44 MainThread DEBUG\ count: 102, date: 2019-03-01, 2019-03-01 00:00:00, close_price: 1148.52 25-08-2019 20_03_44 MainThread DEBUG\ count: 103, date: 2019-03-04, 2019-03-04 00:00:00, close_price: 1153.42 25-08-2019 20_03_44 MainThread DEBUG\ count: 104, date: 2019-03-05, 2019-03-05 00:00:00, close_price: 1169.19 25-08-2019 20_03_44 MainThread DEBUG\ count: 105, date: 2019-03-06, 2019-03-06 00:00:00, close_price: 1164.94 25-08-2019 20_03_44 MainThread DEBUG\ count: 106, date: 2019-03-07, 2019-03-07 00:00:00, close_price: 1150.85 25-08-2019 20_03_44 MainThread DEBUG\ count: 107, date: 2019-03-08, 2019-03-08 00:00:00, close_price: 1149.97 25-08-2019 20_03_44 MainThread DEBUG\ count: 108, date: 2019-03-11, 2019-03-11 00:00:00, close_price: 1179.26 25-08-2019 20_03_44 MainThread DEBUG\ count: 109, date: 2019-03-12, 2019-03-12 00:00:00, close_price: 1197.25 25-08-2019 20_03_44 MainThread DEBUG\ count: 110, date: 2019-03-13, 2019-03-13 00:00:00, close_price: 1199.06 25-08-2019 20_03_44 MainThread DEBUG\ count: 111, date: 2019-03-14, 2019-03-14 00:00:00, close_price: 1192.53 25-08-2019 20_03_44 MainThread DEBUG\ count: 112, date: 2019-03-15, 2019-03-15 00:00:00, close_price: 1190.3 25-08-2019 20_03_44 MainThread DEBUG\ count: 113, date: 2019-03-18, 2019-03-18 00:00:00, close_price: 1188.55 25-08-2019 20_03_44 MainThread DEBUG\ count: 114, date: 2019-03-19, 2019-03-19 00:00:00, close_price: 1202.46 25-08-2019 20_03_44 MainThread DEBUG\ count: 115, date: 2019-03-20, 2019-03-20 00:00:00, close_price: 1226.43 25-08-2019 20_03_44 MainThread DEBUG\ count: 116, date: 2019-03-21, 2019-03-21 00:00:00, close_price: 1236.13 25-08-2019 20_03_44 MainThread DEBUG\ count: 117, date: 2019-03-22, 2019-03-22 00:00:00, close_price: 1207.65 25-08-2019 20_03_44 MainThread DEBUG\ count: 118, date: 2019-03-25, 2019-03-25 00:00:00, close_price: 1197.38 25-08-2019 20_03_44 MainThread DEBUG\ count: 119, date: 2019-03-26, 2019-03-26 00:00:00, close_price: 1189.84 25-08-2019 20_03_44 MainThread DEBUG\ count: 120, date: 2019-03-27, 2019-03-27 00:00:00, close_price: 1178.01 25-08-2019 20_03_44 MainThread DEBUG\ count: 121, date: 2019-03-28, 2019-03-28 00:00:00, close_price: 1172.27 25-08-2019 20_03_44 MainThread DEBUG\ count: 122, date: 2019-03-29, 2019-03-29 00:00:00, close_price: 1176.89 25-08-2019 20_03_44 MainThread DEBUG\ count: 123, date: 2019-04-01, 2019-04-01 00:00:00, close_price: 1198.98 25-08-2019 20_03_44 MainThread DEBUG\ count: 124, date: 2019-04-02, 2019-04-02 00:00:00, close_price: 1205.54 25-08-2019 20_03_44 MainThread DEBUG\ count: 125, date: 2019-04-03, 2019-04-03 00:00:00, close_price: 1210.81 25-08-2019 20_03_44 MainThread DEBUG\ count: 126, date: 2019-04-04, 2019-04-04 00:00:00, close_price: 1219.45 25-08-2019 20_03_44 MainThread DEBUG\ count: 127, date: 2019-04-05, 2019-04-05 00:00:00, close_price: 1211.45 25-08-2019 20_03_44 MainThread DEBUG\ count: 128, date: 2019-04-08, 2019-04-08 00:00:00, close_price: 1208.28 25-08-2019 20_03_44 MainThread DEBUG\ count: 129, date: 2019-04-09, 2019-04-09 00:00:00, close_price: 1202.69 25-08-2019 20_03_44 MainThread DEBUG\ count: 130, date: 2019-04-10, 2019-04-10 00:00:00, close_price: 1206.45 25-08-2019 20_03_44 MainThread DEBUG\ count: 131, date: 2019-04-11, 2019-04-11 00:00:00, close_price: 1209.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 132, date: 2019-04-12, 2019-04-12 00:00:00, close_price: 1222.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 133, date: 2019-04-15, 2019-04-15 00:00:00, close_price: 1226.53 25-08-2019 20_03_44 MainThread DEBUG\ count: 134, date: 2019-04-16, 2019-04-16 00:00:00, close_price: 1231.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 135, date: 2019-04-17, 2019-04-17 00:00:00, close_price: 1240.14 25-08-2019 20_03_44 MainThread DEBUG\ count: 136, date: 2019-04-18, 2019-04-18 00:00:00, close_price: 1241.47 25-08-2019 20_03_44 MainThread DEBUG\ count: 137, date: 2019-04-22, 2019-04-22 00:00:00, close_price: 1253.76 25-08-2019 20_03_44 MainThread DEBUG\ count: 138, date: 2019-04-23, 2019-04-23 00:00:00, close_price: 1270.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 139, date: 2019-04-24, 2019-04-24 00:00:00, close_price: 1260.05 25-08-2019 20_03_44 MainThread DEBUG\ count: 140, date: 2019-04-25, 2019-04-25 00:00:00, close_price: 1267.34 25-08-2019 20_03_44 MainThread DEBUG\ count: 141, date: 2019-04-26, 2019-04-26 00:00:00, close_price: 1277.42 25-08-2019 20_03_44 MainThread DEBUG\ count: 142, date: 2019-04-29, 2019-04-29 00:00:00, close_price: 1296.2 25-08-2019 20_03_44 MainThread DEBUG\ count: 143, date: 2019-04-30, 2019-04-30 00:00:00, close_price: 1198.96 25-08-2019 20_03_44 MainThread DEBUG\ count: 144, date: 2019-05-01, 2019-05-01 00:00:00, close_price: 1173.32 25-08-2019 20_03_44 MainThread DEBUG\ count: 145, date: 2019-05-02, 2019-05-02 00:00:00, close_price: 1166.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 146, date: 2019-05-03, 2019-05-03 00:00:00, close_price: 1189.55 25-08-2019 20_03_44 MainThread DEBUG\ count: 147, date: 2019-05-06, 2019-05-06 00:00:00, close_price: 1193.46 25-08-2019 20_03_44 MainThread DEBUG\ count: 148, date: 2019-05-07, 2019-05-07 00:00:00, close_price: 1178.86 25-08-2019 20_03_44 MainThread DEBUG\ count: 149, date: 2019-05-08, 2019-05-08 00:00:00, close_price: 1170.78 25-08-2019 20_03_44 MainThread DEBUG\ count: 150, date: 2019-05-09, 2019-05-09 00:00:00, close_price: 1167.97 25-08-2019 20_03_44 MainThread DEBUG\ count: 151, date: 2019-05-10, 2019-05-10 00:00:00, close_price: 1167.64 25-08-2019 20_03_44 MainThread DEBUG\ count: 152, date: 2019-05-13, 2019-05-13 00:00:00, close_price: 1136.59 25-08-2019 20_03_44 MainThread DEBUG\ count: 153, date: 2019-05-14, 2019-05-14 00:00:00, close_price: 1124.86 25-08-2019 20_03_44 MainThread DEBUG\ count: 154, date: 2019-05-15, 2019-05-15 00:00:00, close_price: 1170.8 25-08-2019 20_03_44 MainThread DEBUG\ count: 155, date: 2019-05-16, 2019-05-16 00:00:00, close_price: 1184.5 25-08-2019 20_03_44 MainThread DEBUG\ count: 156, date: 2019-05-17, 2019-05-17 00:00:00, close_price: 1168.78 25-08-2019 20_03_44 MainThread DEBUG\ count: 157, date: 2019-05-20, 2019-05-20 00:00:00, close_price: 1144.66 25-08-2019 20_03_44 MainThread DEBUG\ count: 158, date: 2019-05-21, 2019-05-21 00:00:00, close_price: 1154.44 25-08-2019 20_03_44 MainThread DEBUG\ count: 159, date: 2019-05-22, 2019-05-22 00:00:00, close_price: 1155.85 25-08-2019 20_03_44 MainThread DEBUG\ count: 160, date: 2019-05-23, 2019-05-23 00:00:00, close_price: 1145.34 25-08-2019 20_03_44 MainThread DEBUG\ count: 161, date: 2019-05-24, 2019-05-24 00:00:00, close_price: 1138.61 25-08-2019 20_03_44 MainThread DEBUG\ count: 162, date: 2019-05-28, 2019-05-28 00:00:00, close_price: 1139.56 25-08-2019 20_03_44 MainThread DEBUG\ count: 163, date: 2019-05-29, 2019-05-29 00:00:00, close_price: 1119.94 25-08-2019 20_03_44 MainThread DEBUG\ count: 164, date: 2019-05-30, 2019-05-30 00:00:00, close_price: 1121.41 25-08-2019 20_03_44 MainThread DEBUG\ count: 165, date: 2019-05-31, 2019-05-31 00:00:00, close_price: 1106.5 25-08-2019 20_03_44 MainThread DEBUG\ count: 166, date: 2019-06-03, 2019-06-03 00:00:00, close_price: 1038.74 25-08-2019 20_03_44 MainThread DEBUG\ count: 167, date: 2019-06-04, 2019-06-04 00:00:00, close_price: 1054.49 25-08-2019 20_03_44 MainThread DEBUG\ count: 168, date: 2019-06-05, 2019-06-05 00:00:00, close_price: 1044.64 25-08-2019 20_03_44 MainThread DEBUG\ count: 169, date: 2019-06-06, 2019-06-06 00:00:00, close_price: 1047.76 25-08-2019 20_03_44 MainThread DEBUG\ count: 170, date: 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00:00:00, close_price: 1122.99 25-08-2019 20_03_44 MainThread DEBUG\ count: 189, date: 2019-07-05, 2019-07-05 00:00:00, close_price: 1132.665 25-08-2019 20_03_44 MainThread DEBUG\ count: 190, date: 2019-07-08, 2019-07-08 00:00:00, close_price: 1116.79 25-08-2019 20_03_44 MainThread DEBUG\ count: 191, date: 2019-07-09, 2019-07-09 00:00:00, close_price: 1124.29 25-08-2019 20_03_44 MainThread DEBUG\ count: 192, date: 2019-07-10, 2019-07-10 00:00:00, close_price: 1140.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 193, date: 2019-07-11, 2019-07-11 00:00:00, close_price: 1144.08 25-08-2019 20_03_44 MainThread DEBUG\ count: 194, date: 2019-07-12, 2019-07-12 00:00:00, close_price: 1145.34 25-08-2019 20_03_44 MainThread DEBUG\ count: 195, date: 2019-07-15, 2019-07-15 00:00:00, close_price: 1150.51 25-08-2019 20_03_44 MainThread DEBUG\ count: 196, date: 2019-07-16, 2019-07-16 00:00:00, close_price: 1153.46 25-08-2019 20_03_44 MainThread DEBUG\ count: 197, date: 2019-07-17, 2019-07-17 00:00:00, close_price: 1146.74 25-08-2019 20_03_44 MainThread DEBUG\ count: 198, date: 2019-07-18, 2019-07-18 00:00:00, close_price: 1147.24 25-08-2019 20_03_44 MainThread DEBUG\ count: 199, date: 2019-07-19, 2019-07-19 00:00:00, close_price: 1131.55 25-08-2019 20_03_44 MainThread DEBUG\ count: 200, date: 2019-07-22, 2019-07-22 00:00:00, close_price: 1139.21 25-08-2019 20_03_44 MainThread DEBUG\ count: 201, date: 2019-07-23, 2019-07-23 00:00:00, close_price: 1148.05 25-08-2019 20_03_44 MainThread DEBUG\ count: 202, date: 2019-07-24, 2019-07-24 00:00:00, close_price: 1139.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 203, date: 2019-07-25, 2019-07-25 00:00:00, close_price: 1135.94 25-08-2019 20_03_44 MainThread DEBUG\ count: 204, date: 2019-07-26, 2019-07-26 00:00:00, close_price: 1245.22 25-08-2019 20_03_44 MainThread DEBUG\ count: 205, date: 2019-07-29, 2019-07-29 00:00:00, close_price: 1241.84 25-08-2019 20_03_44 MainThread DEBUG\ count: 206, date: 2019-07-30, 2019-07-30 00:00:00, close_price: 1228.0 25-08-2019 20_03_44 MainThread DEBUG\ count: 207, date: 2019-07-31, 2019-07-31 00:00:00, close_price: 1218.2 25-08-2019 20_03_44 MainThread DEBUG\ count: 208, date: 2019-08-01, 2019-08-01 00:00:00, close_price: 1211.78 25-08-2019 20_03_44 MainThread DEBUG\ count: 209, date: 2019-08-02, 2019-08-02 00:00:00, close_price: 1196.32 25-08-2019 20_03_44 MainThread DEBUG\ count: 210, date: 2019-08-05, 2019-08-05 00:00:00, close_price: 1154.75 25-08-2019 20_03_44 MainThread DEBUG\ count: 211, date: 2019-08-06, 2019-08-06 00:00:00, close_price: 1171.08 25-08-2019 20_03_44 MainThread DEBUG\ count: 212, date: 2019-08-07, 2019-08-07 00:00:00, close_price: 1175.91 25-08-2019 20_03_44 MainThread DEBUG\ count: 213, date: 2019-08-08, 2019-08-08 00:00:00, close_price: 1206.19 25-08-2019 20_03_44 MainThread DEBUG\ count: 214, date: 2019-08-09, 2019-08-09 00:00:00, close_price: 1188.9 25-08-2019 20_03_44 MainThread DEBUG\ count: 215, date: 2019-08-12, 2019-08-12 00:00:00, close_price: 1174.5 25-08-2019 20_03_44 MainThread DEBUG\ count: 216, date: 2019-08-13, 2019-08-13 00:00:00, close_price: 1196.73 25-08-2019 20_03_44 MainThread DEBUG\ count: 217, date: 2019-08-14, 2019-08-14 00:00:00, close_price: 1164.25 25-08-2019 20_03_44 MainThread DEBUG\ count: 218, date: 2019-08-15, 2019-08-15 00:00:00, close_price: 1169.32 25-08-2019 20_03_44 MainThread DEBUG\ count: 219, date: 2019-08-16, 2019-08-16 00:00:00, close_price: 1179.21 25-08-2019 20_03_44 MainThread DEBUG\ count: 220, date: 2019-08-19, 2019-08-19 00:00:00, close_price: 1200.4399 25-08-2019 20_03_44 MainThread DEBUG\ count: 221, date: 2019-08-20, 2019-08-20 00:00:00, close_price: 1183.53 25-08-2019 20_03_44 MainThread DEBUG\ count: 222, date: 2019-08-21, 2019-08-21 00:00:00, close_price: 1191.58 25-08-2019 20_03_44 MainThread DEBUG\ count: 223, date: 2019-08-22, 2019-08-22 00:00:00, close_price: 1191.52 25-08-2019 20_03_44 MainThread DEBUG\ count: 224, date: 2019-08-23, 2019-08-23 00:00:00, close_price: 1153.58 25-08-2019 20_03_44 MainThread DEBUG\ Final Portfolio Value: 10125.35 Am I missing something here? NOTE: this log is for alternate buy/sell like shown in documentation. Same happens for code shared in original post as well. Thanks.
• F

  What is the format of datetime in btcsvData?
  • franklili  

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  My script is: btrun --csvformat btcsv \ --data bitfinex_BTCUSD_min_20160601_20160803_2.csv \ --cash 10000 \ --commission 0.0035 \ --margin 10000 \ --cerebro \ --strategy ema_mean_reversion_strategy.py:TestStrategy:printlog=True,emaperiod=747,upper=31,lower=-28,trailpercent=12 \ --fromdate 2016-06-01T00:01:00 \ --todate 2016-08-03T02:02:00 \ --analyzer :SharpeRatio \ --writer csv=True > ~/Python-for-Finance1/automate_backtest_result.csv \ --timeframe minutes \ --compression 1 My csv file is: Datetime,Open,High,Low,Close,Volume,openinterest 2016-06-01T00:01:00,530.68,530.69,530.68,530.69,5.16764001,7.7e-05 the result is the same. I understanded the reason. the datetime column should be split to date and time columns. the datetime in result is correct.
• J

  Does bracket orders check the low price but execute at close prices?
  orders brackets limit orders • • J. Javier Gálvez  

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  The bracket orders operates according to the execution type you set. In any case you may want to reformulate your question because for example: @J-Javier-Gálvez said in Does bracket orders check the low price but execute at close prices?: the upper bracket will check if the low price of the current bar is greater than or equal to the value Mixing "price" and "value" makes no sense. In any case the bracket orders are not intelligent entities making decisions. They are orders inserted in the broker which tries to execute them if the current set of prices meet the criteria of the order. See: Docs - Orders - Creation/Execution
• R

  Basic Plotting - No X Axis
  • rluc99  

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  @backtrader Awesome, that fixed it!
• J

  which one is the final return?
  • jeff lee  

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  @jeff-lee that's what I wrote.
• 

  Why the crash on windows ?
  • Rushi Chaudhari  

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  @backtrader ?
• Y

  Trades Analyzer min value is set to MAXINT if there is no short trades.
  • yoghurtshawn  

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  @backtrader Yes, there is no short trade in this example, so should it return MAXINT? or just zero?
• Y

  Cannot access the resampled data in self defined indicators
  • yoghurtshawn  

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  No, I mean that you are initializing a pd.Series with an array which is full of NaN values.
• C

  Accessing custom indicator lines in strategy.
  • chives  

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• 

  Order Getting Rejected, can't find a reason
  • warproxxx  

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  Thank you. This was really foolish of me.
• K

  Error while retrieving IBStore historic data with an IB paper account
  • kriku  

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  That's right. This works: data = ibstore.getdata(dataname="AAPL-STK-SMART-USD", historical=True, fromdate=datetime(2019, 1, 1), todate=datetime(2019, 8, 1), timeframe=bt.TimeFrame.Minutes, compression=5) I am sorry for having been a nuisance. BT is an impressive project and the forums show that you provide prompt and straight-to-the-point support even to stupid questions. Keep up the good work!
• 

  How to print and plot ta-lib candlestick patterns ?
  • Rushi Chaudhari  

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  Oh, finally got it working, can you add this in documentation, or can I ?
• 

  backfill_from issue with oandastore
  • Farout Al  

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  Thanks for the reply. Im using Oanda v1 as per backtrader docs. Everything works in terms live data feed or adding static data from file or pandas but the backfill_from is giving me trouble. In any case ill try to migrate to v20 and see if i get the same troubles.
• M

  Backtrader not closing trade and keeps trying to close it.
  • Mexflubber  

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• B

  Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?
  • brozeki  

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  @brozeki said in Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?: Please advise. Advice: Data Code Which allows incredible things like: See what Order execution type is in place Why an order may have (not) triggered And many more ...
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  Green candlesticks not appearing
  • Rushi Chaudhari  

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  The prices are not being read wrongly .... data which is not compatible with YahooFinanceCSVData is being fed (the Yahoo order is.: O H L C AC V and the order of your data is O H L C V AC) Option 1 Extend GenericCSVData to keep your adjustedclose in place. Create a filter which uses the adjusted close to adjust the prices - Docs - Filters Option 2 Extend GenericCSVData to keep your adjustedclose in place. Override the _loadline method, call the original and when done ... adjust the prices with the already available adjusted close. Option 3 Read the data with pandas Adjust the prices in the dataframe Use PandasData as your data feed
• G

  Fixed Commission Amount
  • gionno  

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  Thank you guys super helpful!
• A

  Backtest from pre-specified portfolios
  • AJF  

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  Sure you can do this in bt. Depending on how your external analysis data is structured you may need to write an indicator to read that data, or read that data during strategy __init()__ and then process it in next(). Having only monthly bars can probably simplify your strategy. Using Returns analyzer with the monthly period you will get your monthly returns. One caveat - prices for all stocks used in your portfolios need to be loaded into bt at the beginning of the backtest. Which is logical approach, but somehow missed.
• Y

  How can I show datetime rather than just date in x value in plot
  • yoghurtshawn  

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  @Pablo-Reyes-Almagro It works! thx!