@ab_trader Ok. Thank you. Let me read it.

@vladisld said in Interactive backtrading:

The closest topic I remember seeing on this forum was a discussion about live chart support .

Probably you may find some useful ideas there.

Great, thanks. :) Charts with live data can be a next step.

@backtrader Thanks for your prompt reply and it does solve my problem. Sorry that I missed it in my first reading. Thanks again for your support.

Hi, @backtrader and Bactraders!

I tried the second option but it didn't go as expected. I read the documentation and review every post about the backfill_from and tried several things from there without success.

The issue is that the timestamp I get from the data when the next() is called jump from 12:00 to 5:00 of the other day instead of continue to 12:01 and so on until 16:00 and then 9:30 of the next day. Here an extract of my prints:

2018-10-01T11:56:00 2018-10-01T11:57:00 2018-10-01T11:58:00 2018-10-01T11:59:00 2018-10-01T12:00:00 2018-10-02T05:31:00 2018-10-02T05:32:00 2018-10-02T05:33:00 2018-10-02T05:34:00 2018-10-02T05:35:00 2018-10-02T05:36:00 2018-10-02T05:37:00

I'm very sure that my local CSVs have data only between 9:30 and 16:00 hrs.

Let me detail about my code. This is how I'm connecting to IB:

cerebro = bt.Cerebro() store = bt.stores.IBStore(host='127.0.0.1',port=4002, clientId=36, reconnect=-1)

My data is in minute bars and I'm reading it as follow:

data0 = btfeed.GenericCSVData( dataname=file_path, fromdate=datetime.datetime(2018, 10, 1, 9, 30, 0), todate=datetime.datetime(2018, 12, 12, 9, 30, 0), timeframe=bt.TimeFrame.Minutes, compression=1, dtformat='%Y%m%d', tmformat='%H:%M:%S', datetime=0, time=1, open=3, high=4, low=5, close=6, volume=8, openinterest=-1, )

Then, adding the data:

contract = 'TWTR-STK-SMART-USD' data = store.getdata(dataname=contract, rtbar=True, timeframe=bt.TimeFrame.Ticks, historical=False, #todate=datetime.datetime.now(), fromdate=datetime.datetime(2018, 10, 1, 9, 30, 0), tz=pytz.timezone('US/Eastern'), backfill_from=data0, #sessionstart=datetime.time(9, 30, 0), #sessionend=datetime.time(16, 0, 0), ) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=1)

Finally, I run cerebro as:

cerebro.broker = store.getbroker() cerebro.addstrategy(TestStrategy) cerebro.run(exactbars=1, runonce=False)

I have tried several combinations of parameters both, in store.getdata() and in btfeed.GenericCSVData() but none of them work. So, any help will be appreciated.

Thanks in advance.

I have the same problem as reported in the initial post:
in my strategy, I call self.order_target_value(...), when debugging into that function I get to the framework call value = self.broker.getvalue(datas=[data]) , this call returns an invalid value(a very large value, close to the value of the entire portfolio), in my case, it should return 0 since the ticker does not exist in IB portfolio
Can you try and replicate this behavior and fix in case there is a bug?
Thank you

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

Cheers,
Tamás