For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
with Interactive brokers backtrader crash
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stockkwargs = dict( timeframe=bt.TimeFrame.Seconds ) stockkwargs_days = dict( timeframe=bt.TimeFrame.Days ) spyd = store.getdata(dataname='SPY-STK-ARCA-USD',**stockkwargs_days ) spyg = store.getdata(dataname='SPYG-STK-ARCA-USD',**stockkwargs ) tlt = store.getdata(dataname='TLT-STK-ARCA-USD',**stockkwargs ) gld = store.getdata(dataname='IAU-STK-ARCA-USD',**stockkwargs ) spygd = store.getdata(dataname='SPYG-STK-ARCA-USD',**stockkwargs_days ) tltd = store.getdata(dataname='TLT-STK-ARCA-USD',**stockkwargs_days ) gldd = store.getdata(dataname='IAU-STK-ARCA-USD',**stockkwargs_days ) cerebro.addcalendar("NYSE") cerebro.resampledata(spyd, name='SPYD', **stockkwargs_days) cerebro.resampledata(spyg, name='MKT', **stockkwargs) cerebro.resampledata(tlt, name='BONDLONG', **stockkwargs) cerebro.resampledata(gld, name='GOLDLONG', **stockkwargs) cerebro.resampledata(spygd, name='MKTD', **stockkwargs_days) cerebro.resampledata(tltd, name='BONDLONGD', **stockkwargs_days) cerebro.resampledata(gldd, name='GOLDLONGD', **stockkwargs_days)
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I continue to get crashes even before it's call my next function. some rare times it's pass OK, anyone can advise?
Traceback (most recent call last): <historicalData reqId=16777255, date=20180418, open=121.02, high=121.34, low=120.19, close=120.25, volume=8863, count=3478, WAP=120.761, hasGaps=False> <historicalData reqId=16777255, date=20180419, open=119.86, high=119.91, low=118.81, close=119.29, volume=13703, count=5397, WAP=119.257, hasGaps=False> File "/Users/roman/Projects/ai/sample-backtrader/ibtutorial.py", line 219, in <module> run() File "/Users/roman/Projects/ai/sample-backtrader/ibtutorial.py", line 215, in run cerebro.run() File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run runstrat = self.runstrategies(iterstrat) File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1298, in runstrategies <historicalData reqId=16777255, date=20180420, open=119.22, high=119.22, low=118.37, close=118.41, volume=7372, count=3448, WAP=118.704, hasGaps=False> <historicalData reqId=16777255, date=20180423, open=118.11, high=118.61, low=117.8, close=118.5, volume=8573, count=3336, WAP=118.369, hasGaps=False> <historicalData reqId=16777255, date=20180424, open=118.16, high=118.45, low=117.76, close=117.76, volume=8363, count=3679, WAP=118.094, hasGaps=False> self._runnext(runstrats) File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/cerebro.py", line 1630, in _runnext strat._next() File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/strategy.py", line 347, in _next super(Strategy, self)._next() File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/lineiterator.py", line 260, in _next clock_len = self._clk_update() File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/strategy.py", line 327, in _clk_update newdlens = [len(d) for d in self.datas] File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/strategy.py", line 327, in <listcomp> newdlens = [len(d) for d in self.datas] File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/lineseries.py", line 464, in __len__ return len(self.lines) File "/Users/roman/anaconda3/envs/backtrader/lib/python3.7/site-packages/backtrader/lineseries.py", line 220, in __len__ return len(self.lines[0]) ValueError: __len__() should return >= 0 Process finished with exit code 1
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found issue - just replace with resampledata to replaydata