which data is LIVE?

bb2

Hello,

I have multiple data fed to my strategy and want to keep track of which data among self.datas has the status LIVE.

    def notify_data(self, data, status, *args, **kwargs):

        if status == data.LIVE:  # the data has switched to live data
           # do something
           pass

this would help for a single data feed. How can I check the status in case len(self.datas) > 1 ?

backtrader

The data which has gone live is given as a parameter to notify_data. What else do you need?

twabscs

hey bb2,

For my first post I'll give you a more detailed answer as I had the same issue. I ended up doing the below. Others can now critique it. I used the timeframe to determine the data feeds. BTW, backtrader rules! I've spent just a few days with it now, but it will be my platform going forward. Thanks Daniel!

        if status == data.LIVE:
            if data._timeframe==bt.TimeFrame.Minutes:
                self.data2_live = True
                print("DATA2 LIVE")
            else:
                self.data1_live = True
                print("DATA1 LIVE")
        if self.data1_live and self.data2_live:
            self.data_live = True
            print("ALL DATA LIVE")

backtrader

@twabscs if you need to known when all data feeds have gone live the first time (apparently 2 in your case) you can then do this:

def __init__(self):
    self.not_yet_live = [d._id for d in self.datas]

def notify_data(self, data, status, *args, **kwargs):
    if data._id in self.not_yet_live:
        self.not_yet_live.remove(data._id)

def next(self):
    if self.not_yet_live:
        # NOT ALL DATAS HAVE GONE LIVE
        print('do nothing')
    else:
        # ALL DATAS HAVE GONE LIVE
        print('do something')

twabscs

@backtrader Thanks bt, I knew you'd have a more elegant solution.

Edit:
Just one tweak for those that might be needing this, at least when compared to my post. I was catching the delayed notifications without the extra check.

def notify_data(self, data, status, *args, **kwargs):
    if status == data.LIVE:
        if data._id in self.not_yet_live:
            self.not_yet_live.remove(data._id)

backtrader

Indeed. That's what happens with hand crafting ...