Not able to fetch live data from IB but works with Yahoofinance

Tomas

Hello!
Im trying to fetch data from Interactive Brokers, however it simply throws me the following error when I try to plot the data

(base) D:\backtrader projects>D:\Python\python.exe "d:\backtrader projects\strategies\testytest.py"
Server Version: 76
TWS Time at connection:20190421 18:33:13 CET
21-Apr-19 18:33:19 DEBUG     CACHEDIR=C:\Users\Tomas_000\.matplotlib
21-Apr-19 18:33:19 DEBUG     Using fontManager instance from C:\Users\Tomas_000\.matplotlib\fontlist-v300.json
Traceback (most recent call last):
 File "d:\backtrader projects\strategies\testytest.py", line 64, in <module>
   cerebro.plot()
 File "D:\Python\lib\site-packages\backtrader\cerebro.py", line 996, in plot
   plotter.show()
 File "D:\Python\lib\site-packages\backtrader\plot\plot.py", line 795, in show
   self.mpyplot.show()
AttributeError: 'Plot_OldSync' object has no attribute 'mpyplot'

However if I try to run the exact same code but instead comment out the IBData feed and insert a yahoo datafeed it will work and plot the graph as wanted.

My code is

from __future__ import (absolute_import, division, print_function, unicode_literals)

import backtrader as bt
import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])
import math
from backtrader.indicators import Indicator, MovAv, RelativeStrengthIndex, Highest, Lowest

class TestStrategy(bt.Strategy):
  
   def __init__(self):
       # Keep a reference to the "close" line in the data[0] dataseries
       self.dataclose = self.datas[0].close

   def next(self):
       print(self.dataclose)

if __name__ == '__main__':
   #Variable for our starting cash
   startcash = 10000

   #Create an instance of cerebro
   cerebro = bt.Cerebro()

   #Add the strategy
   cerebro.addstrategy(TestStrategy)

   # Add Sizer
   #cerebro.addsizer(LongOnly)

   # Activate optimization
   StrategyOptimizationEnabled = False

   #Add our strategy
   if StrategyOptimizationEnabled == True:
       cerebro.optstrategy(TestStrategy, maperiod=range(14,21)) 

   #Get Apple data from Yahoo Finance. THIS ACTUALLY WORKS BUT IBDATA DOESNT WORK
#    data = bt.feeds.YahooFinanceData(
#        dataname="AAPL",
#        fromdate = datetime.datetime(2019,1,1),
#        todate = datetime.datetime(2020,1,1)
#        )

   #Get Twitter data from Yahoo Finance.
   store = bt.stores.IBStore(port=7497)
   data = store.getdata(dataname='TWTR', timeframe=bt.TimeFrame.Ticks, fromdate=datetime.datetime(2019,1,1), todate=datetime.datetime(2020,1,1))    
   cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=10)

   #Add the data to Cerebro
   #cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=15)

   # Set our desired cash start
   cerebro.broker.setcash(startcash)

   # Run over everything
   opt_runs = cerebro.run()

   # Set the commission
   cerebro.broker.setcommission(commission=0.005)

   # Plot the result
   cerebro.plot()

backtrader

Incredible feat. Just let us know how you get Yahoo to give you ticks from 2019-01-01 to 2020-01-01.

backtrader

You may of course consider:

Am I producing debugging information?
Have I activated the debug mode of the Interactive Brokers data?
Is 10-seconds asking for too many when looking backwards to 2019-01-01?
Am I attempting a historical download or do I want to trade real-time?
Am I talking to the Fake-Data Demo, Paper Trading Account or Live Trading Account?
Do I have the right data permissions?

That's the minimum information you should have at hand. Algotrading involves engineering and being thorough. And sorry, comparing a Yahoo download with connecting to a live broker (even if in Fake Data mode) is not really a comparison.

Cedric

Did you find a solution yet? I have the same problem. I can 'connect' with yahoo by using YahooFinanceData() and I am able to plot it. Despite that, when trying to use IB, the same error appears. The output tells me that there is a connection but when I want to plot it I get 'Plot_OldSync' object has no attribute 'mpyplot'. I already reinstalled most packages, I followed installations on github and medium but nothing seems to work. I try to do this on Jupyter Notebook and made a new environment.

backtrader

I guess you miss the important point:

A Yahoo connection is just like opening a file and the amount of things you can do is limited
Connecting to TWS (i.e.: IB) is connecting to a live data source which offers multiple possibilities and has several restrictions.

If you don't let the world know what you are doing (code) and say what you are trying to achieve (historical download, other ...), there is no possible help.

Cedric

Thank you for the fast response. I will describe my situation.
Now, I want to get historical data from IB to do some backtesting. I have a paper trading account and followed this article 'https://medium.com/@danjrod/interactive-brokers-in-python-with-backtrader-23dea376b2fc' to get the right settings. As already said, I work in a jupyter notebook.

This is my code:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

!pip install https://github.com/blampe/IbPy/archive/master.zip

import pandas as pd
import backtrader as bt
from datetime import datetime
!pip install backtrader[plotting]
%matplotlib inline  

# Create a subclass of Strategy to define the indicators and logi
class EMA(bt.Strategy):
    # list of parameters which are configurable for the strategy
    params = dict(
        pfast=7,  # period for the fast moving average
        pslow=10 # period for the slow moving average
    )

    def __init__(self):
        sma1 = bt.ind.ExponentialMovingAverage(period=self.p.pfast)  # fast moving average
        sma2 = bt.ind.ExponentialMovingAverage(period=self.p.pslow)  # slow moving average
        self.crossover = bt.ind.CrossOver(sma1, sma2)  # crossover signal


    def next(self):

        if not self.position:  # not in the market
            if self.crossover > 0 :  # if fast crosses slow to the upside
                self.buy()  # enter long

        elif self.crossover < 0 :  # in the market & cross to the downside
            self.close()  # close long position

cerebro = bt.Cerebro()
ibstore = bt.stores.IBStore(host='127.0.0.1', port=7497, clientId=35)
data = ibstore.getdata(dataname='AAPL-STK-SMART-USD', fromdate=datetime(2017, 5, 1), todate=datetime(2018, 8, 20))
cerebro.adddata(data)
cerebro.addstrategy(EMA)
cerebro.run()
cerebro.plot()

Response: AttributeError: 'Plot_OldSync' object has no attribute 'mpyplot'

Thanks in advance and sorry for not making clear the situation at first.

backtrader

@Cedric said in Not able to fetch live data from IB but works with Yahoofinance:

Now, I want to get historical data from IB to do some backtesting.

You are NOT downloading historical data.

@Cedric said in Not able to fetch live data from IB but works with Yahoofinance:

I have a paper trading account and followed this article 'https://medium.com/@danjrod/interactive-brokers-in-python-with-backtrader-23dea376b2fc'

The article DOES NOT describe backtesting at any point, it describes real-time trading (with emphasis in ..."use paper trading or the demo first")

See the documentation: Docs - Interactive Brokers - https://www.backtrader.com/docu/live/ib/ib/ for historical downloads, especially the historical parameter.

You may even want to specify the timeframe and compression. It is not the same to request 1-second bars than to request 1-week bars.