Historical testing with IB

tjmille2

I attempted to connect to an Interactive Brokers data feed to backtest a strategy of mine.

My code is below:

ibstore = bt.stores.IBStore(host='127.0.0.1', port=7497, clientId=3921)
data = ibstore.getdata(dataname=ticker_name, historical=True, fromdate=datetime(2000, 1, 1), todate=datetime(2016, 12, 31), timeframe=bt.TimeFrame.Seconds, compression=5)
cerebro.adddata(data)

print("---- Starting Backtest ----")
cerebro.run()
print("---- Plotting Results ----")
cerebro.plot()

When I run, I get the following error:

Traceback (most recent call last):
File "<PATH_TO>/Backtest.py", line 62, in 
cerebro.plot()
File "/Users/Tim/miniconda3/lib/python3.5/site-packages/backtrader/cerebro.py", line 665, in plot
plotter.show()
File "/Users/Tim/miniconda3/lib/python3.5/site-packages/backtrader/plot/plot.py", line 707, in show
self.mpyplot.show()
AttributeError: 'Plot_OldSync' object has no attribute 'mpyplot'

Is backtesting with IB officially supported? If so, where is my code incorrect?

backtrader

Is backtesting with IB officially supported?

This is an open source packages. "Officially" may not be the right description. Yes, you can connect TWS and download data. It is seen as another data feed.

Your code seems to fail here:

self.mpyplot.show()

which seems to indicate matplotlib may be missing.

From the docs Docs - Installation

Additional requirements if plotting is wished:

Matplotlib >= 1.4.1

It may work with previous versions, but this the one used for development

snehalharshe

@tjmille2 said in Historical testing with IB:

Interactive Brokers data feed

IB doesn't have a ready made backtesting/replay tool. Basically, you have to download historical data and run it through your strategy. IB don't offer a real backtesting environment for your Python API.