Interactive Brokers for orders only ,not for data feed

Trade Prophet

Hello,
Is it possible to use IB for buy/sell orders (+portfolio status) but take the ticker data from a csv file ?
Meaning,
Can I replace the ibstore.getdata(...) line with cerebro.adddata(...) line, in the following example?

    cerebro = bt.Cerebro()
    ibstore = bt.stores.IBStore(host='127.0.0.1', port=1001, clientId=33,notifyall=True)
    cerebro.broker = ibstore.getbroker()

    for ticker in ['AAPL', 'XOM']:
        ib_dataname = ticker+'-STK-SMART-USD'
        data = ibstore.getdata(dataname=ib_dataname,name=ticker,timeframe=bt.TimeFrame.Days,
                               compression=1,rtbar=False)
        cerebro.adddata(data)

Thank you.

backtrader

Data feeds and brokers are independent.

But you still need a contract reference for the Broker connecting to Interactive Brokers, to let it know what it is being bought and sold.

Trade Prophet

Hi and thank you for your reply,
Can you elaborate what that means?

Thank you

backtrader

The broker needs to know what is being bought and sold. Your csv based data feed is not a reference for anything when talking to Interactive Brokers. You need a data feed from Interactive Brokers, even if only for it to be the target of your order.

backtrader

Addtionally and taking into account that you are clearly developing software for a 3rd party and trying to get free information from the community, you could be the one actually elaborating your questions.

Trade Prophet

The software I develop is for my personal use only and I'm not trying to get anything for free,I have my own .csv files with up-to-date historical quotes which I would like to use as the data feed, while the bt-ib interface is not working smoothly,this is why I wanted to know if I may use the up-to-date csv file as datafeed while leaving the bt-ib interface for orders and portfolio status,I have done this before with C++ TWS interface and it worked fine.

cwse

@trade-prophet @backtrader
I have a similar question as I have a paid data source from elsewhere and was hoping I didn't need to pay more and subscribe to IB data also... is there no way following connection to the IB broker and TWS, that I can place orders using my own data... and the correct IB ticker names?

Thanks,
Charles

cwse

@backtrader another reason to use my own data instead of IB -- I have many custom columns in my data which I use to help make trading decisions.

@RandyT or @ab_trader - I don't suppose you have any experience in implementing your own data into a live trading system on IB?

Also: this error may be related. I connected to the IB broker and used my own data, at the begining of Next() I get this error:

Traceback (most recent call last):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1084, in <module>
    timer = RunStrategy(timer,minholddays=v.minholddays,buyscore=v.buyscore,mode=mode)
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1008, in RunStrategy
    results = cerebro.run(runonce=False, writer=True, quicknotify=False)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1630, in _runnext
    strat._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\strategy.py", line 347, in _next
    super(Strategy, self)._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineiterator.py", line 266, in _next
    self.next()
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in next
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in <genexpr>
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\brokers\ibbroker.py", line 306, in getposition
    return self.ib.getposition(data.tradecontract, clone=clone)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineseries.py", line 461, in __getattr__
    return getattr(self.lines, name)
AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'tradecontract'

Thanks!

bb2

@cwse in that case i would write my own data feed of the custom source for backtrader and use ib_insync to make orders. In my setup I am using ib_insync for paper/live trading and backtrader for backtesting only. I found backtrader not flexible enough for a live trading solution.

cwse

Thanks @bb2, ib_insync seems like an interesting tool.

Though I am a huge fan of backtrader, and have everything working like clockwork in bt, so would like to leverage the awesome backtrader platform if possible!

@backtrader any suggestions?