Z
@vladisld said in IB - Switch between Multiple (Near) Online Datafeeds:
print(f'{self.datas[1].datetime.datetime(0).isoformat}:{self.datas[1].open[0] ....')
Re: "what do you mean..?" I had the impression that cerebro (ES: brain) did not collect the data for the 2nd feed.
Your answer and your short example-hint helped a lot. I was wrong.
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import backtrader as bt
import datetime
#import matplotlib
import time
import pytz
class St(bt.Strategy):
#pr_St__class = St() #NameError: name 'St' is not defined
#print('^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ pr_St__class', pr_St__class)
#here he defines the structure of one record D-OHLC-V
def logdata(self):
txt = []
txt.append('{}'.format(len(self))) #current object lenght of data, number of records for pricing
txt.append(' data_s') #1st datafeed
txt.append('{}'.format(self.data.datetime.datetime(0).isoformat()))
txt.append('{:.2f}'.format(self.data.open[0]))
txt.append('{:.2f}'.format(self.data.high[0]))
txt.append('{:.2f}'.format(self.data.low[0]))
txt.append('{:.2f}'.format(self.data.close[0]))
txt.append('{:.2f}'.format(self.data.volume[0]))
txt.append(' data_c') #2nd datafeed
txt.append('{}'.format(self.datas[1].datetime.datetime(0).isoformat()))
txt.append('{:.2f}'.format(self.datas[1].open[0]))
txt.append('{:.2f}'.format(self.datas[1].high[0]))
txt.append('{:.2f}'.format(self.datas[1].low[0]))
txt.append('{:.2f}'.format(self.datas[1].close[0]))
txt.append('{:.2f}'.format(self.datas[1].volume[0]))
print(','.join(txt))
def next(self):
self.logdata()
def run(args=None):
cerebro = bt.Cerebro(stdstats=False) #with this i get clean data, no history. A clean structure
store = bt.stores.IBStore(port=7496, clientId=1001) #20200701 with TWS THIS finally worked well
data_s = store.getdata(dataname='EUR.USD-CASH-IDEALPRO', timeframe=bt.TimeFrame.Ticks,
stopafter=10, #stopafter
backfill_start=False, backfill=False, latethrough=True, tz='CET'
)
cerebro.resampledata(data_s, timeframe=bt.TimeFrame.Seconds, compression=1)
data_c = store.getdata(dataname='CHF.USD-CASH-IDEALPRO', timeframe=bt.TimeFrame.Ticks,
stopafter=10, #stopafter
backfill_start=False, backfill=False, latethrough=True, tz='CET'
)
cerebro.resampledata(data_c, timeframe=bt.TimeFrame.Seconds, compression=1)
cerebro.addstrategy(St)
cerebro.run()
# cerebro.plot(plotter=None, iplot=True) #Unfortunately I always get a lot of unneeded nformatio like platform Darwin, V 3.1.3, loaded modules, fonts
if __name__ == '__main__':
run()
Having changed the code above (based on your recommendation) now I see what data is there:
Server Version: 76
TWS Time at connection:20200702 22:27:13 CET
1, data_s,2020-07-02T22:27:14,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:27:14,1.06,1.06,1.06,1.06,0.00
2, data_s,2020-07-02T22:27:14,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:27:22,1.06,1.06,1.06,1.06,0.00
3, data_s,2020-07-02T22:27:31,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:27:22,1.06,1.06,1.06,1.06,0.00
4, data_s,2020-07-02T22:27:31,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:28:57,1.06,1.06,1.06,1.06,0.00
5, data_s,2020-07-02T22:28:58,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:28:57,1.06,1.06,1.06,1.06,0.00
6, data_s,2020-07-02T22:29:01,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:01,1.06,1.06,1.06,1.06,0.00
7, data_s,2020-07-02T22:29:01,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:08,1.06,1.06,1.06,1.06,0.00
8, data_s,2020-07-02T22:29:01,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:10,1.06,1.06,1.06,1.06,0.00
9, data_s,2020-07-02T22:29:01,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:14,1.06,1.06,1.06,1.06,0.00
10, data_s,2020-07-02T22:29:21,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:14,1.06,1.06,1.06,1.06,0.00
11, data_s,2020-07-02T22:29:21,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:25,1.06,1.06,1.06,1.06,0.00
12, data_s,2020-07-02T22:29:29,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:25,1.06,1.06,1.06,1.06,0.00
13, data_s,2020-07-02T22:29:37,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:29:25,1.06,1.06,1.06,1.06,0.00
14, data_s,2020-07-02T22:30:02,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:30:02,1.06,1.06,1.06,1.06,0.00
15, data_s,2020-07-02T22:30:02,1.12,1.12,1.12,1.12,0.00, data_c,2020-07-02T22:30:07,1.06,1.06,1.06,1.06,0.00
data_s is the 1st feed EUR.USD
data_c is the 2nd feed CHF.USD
As an outlook this is getting more interesting when displaying a stock and the corresponding option(s).
It needs to be improved as I am using for the resampling the compression=1. Not always there is data. Increasing the compression to 10 could be a workaround. Even better when i leav it empty For now I can go ahead.
My question is answered and solved so that i can go ahead. Thank you very much vladisld.
