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Is there some ways to add and drop data dynamicly?



  • Hi everyone:
    I backtest and trade futures ,because I want to backtest the real future contracts,so,now,I have to add more than 5000+ data,it lows the speed.
    can I develop a function to add data just when the future contract have real data and begin to trade?
    can I develop a function to drop data after the future contract having no data and expired?
    Is there anynone having any idea?
    Than you very much!

    type+and+object.png
    in this picture,I let the relathionship of some key classes in backtrader becoming more obvious.
    in order to speed up,add the need data and drop unnecessary data,maybe a good way!
    @backtrader



  • you can have a look at pandafeed.py or chainer.py and implements your own datafeeds, it's very simple, especially for backtest, i think it's no more than load data in _load()

    but if you want live trading, you have to deal with disconnection and reconnection and backfill the data properly

    besides, 5000+ is not big, I am backtesting with more than 900k datas around 2min


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