@tony-shacklock said in #ValueError #Invalid #literal for #int() while running #cereber.run():

@nsananguly
Have you tried setting maxcpus=1?
cerebro.run(maxcpus=1)
I think this is needed when optimising, but I don't know if it's related to your error.

I tried it out. Didnt work. But I am sure your suggestion will come handy further down the line. Thanks on that

@atori Can you suggest what did you do to correct the error ?
I am also facing the same error.

Error that I get is :
ValueError -> 14 cerebro.run()

ValueError: invalid literal for int() with base 10: '28-0'

Seeking guidance on what has gone wrong and how can this be course corrected .

@ab_trader In my case, cheat-on-close is set to True, but the order.executed.price still is the next bar open price, rather than curr bar close price.

@backtrader This is a common requirement. I don't understand why PandasData doesn't add a custom_ fields parameter to meet this feature.

@jjm Here are IB's minimums. https://www.interactivebrokers.com/en/index.php?f=1321

It should be 1000 - 2.5(commission) - 1.9 * 100(mult for option) = 807.5

@vladisld Thank you.

Solved.

As I wrote "should I compile a less bleeding edge pypy" I realised the probable source of my problems. 7.3.5 is fine.

Bump. Any ideas?

@jas2210
The value will be 0 when there is no cross.
From the docs:
"Formula:

diff = data - data1 upcross = last_non_zero_diff < 0 and data0(0) > data1(0) downcross = last_non_zero_diff > 0 and data0(0) < data1(0) crossover = upcross - downcross"

So when upcross = False (0) and downcross = False (0), then crossover = 0 - 0.

@run-out I did check his user profile but couldn't find his email.

@rajanprabu Thank you for your prompt response

@zoom said in How strategy works?:

@vladisld
if we use this, we solve the data sync problem and we don't have data duplication.

if self.datas[0].datetime[0] == self.datas[1].datetime[0]

hmm - I'm not sure. For backtest scenario it may depend on exact timestamps used by each data feed. In case they are different or offset (even slightly) - the above statement may always be false. For live trading scenario this may be even more emphasized.

IMHO the solution provided in the referenced post (above) seems pretty solid. If the length of each data is tracked inside the strategy - one may definitely state which data was updated in each next call.