@dfg12 Try making sure datetime is a datetime object and not string. Move this to the index. You should be ok, but may need to identify the columns as per the docs.

Hey
Thank you for sharing an amazing information. Currently I am in the learning stage and joined Python Training in Pune to become expert python developer. I would like to apply for this position after completion of training.

@vladisld I guess i haven't done that in so long I came to believe it wasn't possible.

After some research, the problem has been resolved.

data feed should be in _load() rather than in start() add islive() function
here is the modified code: class LiveDataTest(bt.feed.DataBase): def __init__(self): super(LiveDataTest, self).__init__() def start(self): self.redis = redis.StrictRedis(host='localhost', port=6379, db=0) self.ps = self.redis.pubsub() self.ps.subscribe('marketdata') def _load(self): for item in self.ps.listen(): if item['type'] == 'message': self.d = item['data'] bar = json.loads(self.d) print(bar) self.lines.datetime[0] = bt.date2num(pd.to_datetime(bar['date'])) self.lines.open[0] = bar['open'] self.lines.close[0] = bar['close'] self.lines.high[0] = bar['high'] self.lines.low[0] = bar['low'] self.lines.volume[0] = bar['volume'] return True def stop(self): self.redis.close() def islive(self): return True

@bowguo Also the docs

@mahaaveer I cannot tell for sure with this limited information. Print a log from orders and I suspect you will find your answer. You are adding the monthly cash to a value that already has the monthly cash when figuring out your size. Then you are likely not having enough money in your account to cover the trade, because it's too big.

target_value = self.broker.get_value() + self.p.monthly_cash # get right of self.p.monthly_cash self.order_target_value(data=self.datas[0], target=target_value)

Probably a related answer from @backtrader about order updates: https://community.backtrader.com/topic/2334/order-modification-feature-request?_=1628242544724

@bowguo You may think about the orders as instructions to change the current position. The order doesn't constitute the position itself.

The position is maintained by the broker per data ( not per order ). So if you buy order has completed - your position for particular data has increased and vice versa for sell order.

Regarding the multiple orders with different prices - once again the position is not maintained per order - so if you sell part of your position - the position will just decrease by the size of the sell order - regardless of any previous order history that brought your position to the current state.

Diving a little bit deeper however, the real broker maintains the base price for every single share/unit of the entity you are holding in your position - for various purposes ( tax calculation, average price calculation, margin requirements and so on ). Some brokers even allow you to select the tax calculation policy if multiple lots of the same entity with different prices are part of your position.

Thanks a lot!

@bowguo Try looking at slippage

@vladisld thanks mate

@rntrading Interesting question. It appears to me on a quick look that the data is correct/live when it arrives, but not matching up with the top of the hour time stamp.

@aalli Try combining your dataname as follows. Also, if you are resampling to 15 minutes, probably makes better sense to download 1 minute candles.

data0 = ibstore.getdata( dataname="USD.JPY-CASH-IDEALPRO", timeframe=bt.TimeFrame.Minutes ) cerebro.resampledata( data0, timeframe=bt.TimeFrame.Minutes, compression=15, )

@vladisld Thank you!

please ignore, I got the help from this thread
https://community.backtrader.com/topic/2278/rebalancing-at-the-end-of-the-month-with-timers/4?_=1627797868461