Data executed twice on end of the day

Han Yang

I have two data samples, one is 5 minutes, one is day, and when [next] comes to close of the day, which is 13:30,
the logic flow would run [next] twice somehow on the same bar, 2019-xx-xx 13:30:00

I solved this issue by using simple flag to avoid double order execution.
None of the solution works for me, add a session start, end on data feeds, specify the data to listen
Did I implement something wrong
https://community.backtrader.com/topic/1304/cancel-repeated-order-when-multiple-datafeed/7

https://imgur.com/WmODcVA
https://imgur.com/McpytIk

Here's my code

def runstrat(args=None):
       dtstart = dt.datetime.strptime('09:00', '%H:%M')
       dtend = dt.datetime.strptime('13:30', '%H:%M')

      data0 = bt.feeds.MySQLData(fromdate=dt.datetime(2018, 3, 1), todate=dt.datetime(2018, 12, 31),
              server='local', username='trader', password='trader', stockID='TX00', KLine='5', 
              timeframe=bt.TimeFrame.Minutes,  sessionstart=dtstart,  sessionend=dtend,compression=5)

     data1 = bt.feeds.MySQLData(fromdate=dt.datetime(2018, 3, 1), todate=dt.datetime(2018, 12, 31), server='local', 
            username='trader', password='trader', stockID='TX00', KLine='0', timeframe=bt.TimeFrame.Days,
            sessionstart=dtstart,  sessionend=dtend,compression=1 )


def next(self):
    if self.order:
        return  # pending order execution
    mins = self.error.get(size=50)
    if not self.getposition(self.datas[0]):
        if self.mcross == 1 condition and self.data == self.datas[0]:
            isplacedbet = True
            trade_type = 0
            pdist = self.atr[0] * self.p.atrdist
            self.pstop = self.data.close[0] - pdist
            self.order = self.sell(data=self.datas[0])

        if self.mcross == -1 and condition and self.data == self.datas[0]: 
            isplacedbet = True
            trade_type = 1
            pdist = self.atr[0] * self.p.atrdist
            self.pstop = self.data.close[0] - pdist
            self.order = self.buy(data=self.datas[0])
    else:
        pclose = self.data.close[0]
        pstop = self.pstop
        if (condition) and trade_type == 0 and self.data == self.datas[0]:
            isplacedbet = False
            self.close(data=self.datas[0])
			
        elif (condition) and trade_type == 1 and self.data == self.datas[0]: 
            isplacedbet = False
            self.close(data=self.datas[0])
        else:
            pdist = self.atr[0] * self.p.atrdist
            self.pstop = max(pstop, pclose - pdist)

backtrader

@han-yang said in Data executed twice on end of the day:

Here's my code

No. That's a redacted version of something which therefore doesn't help. If you want to hide your valuable, profitable and secret intellectual property, create a small snippet which demonstrates your problem.

@han-yang said in Data executed twice on end of the day:

the logic flow would run [next] twice somehow on the same bar, 2019-xx-xx 13:30:00

There is NO SOMEHOW TWICE. If one of the data feeds doesn't move forward because it cannot move forward (it would overtake the other data feed) it will deliver the same value, which is the only value available.

You want to read the Documentation on Concepts => Platform Concepts and the section about the len of lines