@shravan-venkataraman

I am looking to backtest option strategies (i.e. long/put) using futures/index data, exactly the same question you mentioned at the beginning of this thread.

Are you able to use backtrader to backtest options based on Futures? If yes, have you find any similar article? Thanks!

@boblef In addition, I have already generated API token on my Oanda account and defined it and account id in my local code so you don't see them in the code I provided.

@bigchappa

Backtrader works only when resampling interval is divided by session duration. meaning if session duration is 8 hours, one can resample them to 8 1h candles. I think your last 1 h candle will have only 30 minutes. So BT may not resample the way you expect.

Thank you very much @backtrader. I didn't notice that thread. The solution works like a charm.

Oh thank you so much! Obvious mistake haha

@btr said in Programmatically extending a datafeed:

I needed a break and coffee. It was silly

Hilarious! Hope you had a nice break!

A sample of the returned value would be needed. Else use the native Quandl support available in the last release. It has only been tested with the WIKI dataset though.

See Docs - Data Feeds Reference

Glad it worked.

timeframe=1 seems anyhow odd because that is the actual value for bt.TimeFrame.Ticks and the data seems to be made up of 1-minute bars.

The platform will not complain (especially if no resampling is done), but you can see that later in a plot.

The suggestion would be to use: timeframe=bt.TimeFrame.Minutes (symbolic names seem better)