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    Most appreciated features

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    • B
      backtrader administrators last edited by

      Following the brief discussion here: Killer features mention, it would be appreciated to understand what those killer (or most appreciated) features are

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      • J
        jaikumarm last edited by jaikumarm

        for me, the
        #1 killer feature that would move bt from test/dev/play-around to production/live is supporting a high quality data feed provider, like iqfeed in US. As IB datafeed is not very accurate or reliable.
        #2 is supporting some kind of persistent storage (postgres, influxdb, mysql etc) for both ohlc data and trade/backtest data.

        Also it would be remiss if dont mention the #1 killer feature bt has right now which is ease of use, I was able to get an algo up and running with csv in less than 10mins of discovering the package and so far all the issues I have run into are either timezone specifc or something silly with IB :(

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        • RandyT
          RandyT last edited by

          @jaikumarm I agree about the need for IQfeed live feed support. Having done a bit of work with IQfeed lately, I may give this a try. It should not be as hard as the IB connector, given there is really only market data available. There is also a pretty robust python iqfeed module available that would make this a bit easier. https://github.com/akapur/pyiqfeed

          FWIW, I've been using the InfluxDB feed code for a few weeks now and it works very well. Nice to simply change the timeframe or symbol and rerun. I also made a PR yesterday for an import script to enable pulling of CSV data into InfluxDB. I have some scripts to manage pulling IQfeed historical data into InfluxDB as well that I would be willing to share.

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          • Maxim Korobov
            Maxim Korobov last edited by Maxim Korobov

            "+ 1" for DB as storage, but it's OK if it will be rejected. BT is framework, not solution, so I already solve it using Pony ORM + SQLite :P

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            • E
              Ed Bartosh @backtrader last edited by backtrader

              @backtrader said in Most appreciated features:

              It would be appreciated to understand what those killer (or most appreciated) features are

              For me as a user of Zipline the most appreciated backtester futures are:

              1. Extendable broker API.

              Zipline "theoretically" has broker API, but it requires quite a bit of programming work to make it working in practice. Most of zipline users use it as a backtester.

              Backtrader has a generic broker API and 3 working implementations. This is a huge advantage from my point of view.

              1. Active project developer and community.

              I like how fast I'm getting help on this forum and I really appreciate great work that is done by the main project developer and community.

              1. Easy setup.

              I was able to get backtester up&running in about 30 minutes. Very impressive indeed!

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              • J
                jaikumarm last edited by

                @RandyT yeah looks like we are on a similar path. I have been looking into akapur's pyiqfeed repo as well. I have a script that pull's IQFeed historical data into a postgres db, it loosely based on this. https://www.quantstart.com/articles/Downloading-Historical-Intraday-US-Equities-From-DTN-IQFeed-with-Python

                For now I have different tables for various assets and timeframes, so its getting quite unwieldy, would love to standardize on 1min data and re-sample to higher timeframes on the fly, just havent come around to do it yet.

                So if you have something that does it for InfluxDB would love to see it!

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                • A
                  ab_trader @Ed Bartosh last edited by

                  @Ed-Bartosh how do you compare zipline and backtrader backtest speed?
                  I've heard that zipline is very slow.

                  • If my answer helped, hit reputation up arrow at lower right corner of the post.
                  • Python Debugging With Pdb
                  • New to python and bt - check this out
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                  • E
                    Ed Bartosh @ab_trader last edited by

                    @ab_trader said in Most appreciated features:

                    how do you compare zipline and backtrader backtest speed?
                    I've heard that zipline is very slow.

                    Not in my experience. You can see more details in this thread

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                    • S
                      scottz1 last edited by

                      +1 for DB as storage. I'm planning to populate SQLite with OHLC data from IEX, then try to find out how to make a BT datafeed from that. Any tips would be very welcome.

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                      • B
                        backtrader administrators last edited by

                        Docs - Binary Datafeed Development

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