Hello

Looks like it's my mistake. I've wrongly assumed that it's rounding currency calculations to 2 decimal places - but it's not.
I've corrected numbers format printing and it's OK.
So thank You for inspirational question.
And I'm sorry for bothering with simple problem.

kind regards
silverbald

@timzhang

Hi,
Perhaps you can give us an example of what is not being updated and why that is causing an issue?

The more information the better.

People use GitHub - ib-controller

Together with the additions to filling in plotting and the new oanda orders, enough to make a quick release:

Community - Release 1.9.43.116

To simulate a raw tick data one can assign the value of the tick to the fields of the OHLC. See

Community - backtest with tick data, get period datas

With that in mind the value of close (for example) can be used as the tick value (And has to be added with addata)

The 2nd stream, the resampled one, is created, as already present in the code, by issuing resampledata.

The tick data would be in data0 and the resampled in data1

Once again, thank you so much, @backtrader, for your quick and helpful answer. I think I have everything I need for now.

@backtrader

Thanks for the reply!

252,orcl-2014,252,2014-12-31 23:59:59.999989,45.45,45.56,44.97,44.97,13269200.0,0.0,TestStrategy,252,735598.9999999999,Broker,252,100000.0,100000.0,BuySell,252,,,Trades,252,,,DrawDown,252,0.0,0.0,TimeReturn,252,0.0

Actually the output in question is generated by Writer cerebro.addwriter(bt.WriterFile, csv=True).

So my question is how can I get a date-only print out when using writer?
Thanks!

@derek2017 Thank you! Can be a good alternative for usual logging.

Thanks so much!

never mind.. the problem disappeared randomly ..

odd

@Taewoo-Kim said in Charts & TradeID:

Are only completed trades shown in the chart? (i.e. open positions don't show?)

Yes

Currently, I am passing a tradeid (generated by str(uuid.uuid4())[:8]) to every order, so that I can keep references to them in an internal dict. If order is long, i would call self.sell(tradeid=some_tradeid). I've noticed in other forum posts that this isn't how people close out their positions. Is my understanding incorrect?

tradeid has no specific requirements. It is just an identifier. It would seem simpler to use something like mytradeid = itertools.counter(1) and then use mynewtradeid = next(mytradeid) to have a unique reference which is a lot more palatable for human consumption. But any tradeid will actually do.

If you use the tradeid and want to undo a buy(tradeid=x), you should either do sell(tradeid=x). Of course sell doesn't guarantee you close a position unless you specifiy the same size or have a sizer that does it for you. You may also use close(tradeid=x), because close` calculates the right size for you.

first need to reverse those ticks because lower ticks have an old timestamp.

Your ticks are in the wrong order. The resampling process can only work forward. That's the reason your ticks are not being resampled.

The more recent timestamps are at the top of the file and most of the world (Yahoo being an exception) works with files which have the more recent timestamps at the bottom.

Thanks for the info. I forgot to mention that I plan to do intraday trading.

Cheers,
Tamás

%m is for months with 2-digits. See: [Python Docs - Basic date and time types](file:///D:/dro/99-misc/docs/devel/python-2.7.10-docs-html/library/datetime.html#module-datetime). Section: 8.1.7. strftime() and strptime() Behavior

Available with this commit in the development branch: https://github.com/mementum/backtrader/commit/aba90a3ff4e115e3373ea15389410adf10f2b4cf

The regular IB functionality doesn't seem broken by these changes.

It may be the same root cause as spyder and other shells which take over the initialization and prevent multiprocessing from working. Some references:

https://github.com/mementum/backtrader/issues/118 https://github.com/mementum/backtrader/issues/133 http://stackoverflow.com/questions/38884587/multithreading-frozen-in-python-spyder-but-not-command-prompt-windows-10

OptReturn instances are returned instead of Strategy instances. The results from cerebro.run are documented here: Docs - Cerebro in the section Returning the results

cerebro returns the instances of the strategies it created during backtesting. This allows to analyze what they did, because all elements in the strategies are accessible:

result = cerebro.run(**kwargs)

The format of result returned by run will vary depending on whether optimization is used (a strategy was added with optstrategy):

All strategies added with addstrategy

result will be a list of the instances run during the backtesting

1 or more strategies were added with optstrategy

result will be a list of list. Each internal list will contain the strategies after each optimization run

Thanks! I will take a look.

Edited the snippet from above to reflect that the correct usage is with date2num (obviously)

Of course using the If from backtrader allows for much more complex scenarios. The 1 + boolean in the snippet was just meant to solve the hypothetical case presented above (1 until date x, 2 from that point onwards)

Some order tracking in this post Blog - Multi Example