Oanda data feed

boblef

This post is very similar to this question.
I have been following backtrader tutorial, Quickstart Guide, but I don't get an expected result at some point. I will provide the code and my output as well as the expected result.

import backtrader as bt
import btoandav20 as bto2
import datetime

# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

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

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

        if self.dataclose[0] < self.dataclose[-1]:
            # current close less than previous close

            if self.dataclose[-1] < self.dataclose[-2]:
                # previous close less than the previous close

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
                self.buy()


cerebro = bt.Cerebro()

# Add a strategy
cerebro.addstrategy(TestStrategy)

# Create oandastore
oandastore =  bto2.stores.OandaV20Store(token = ACCESS_TOKEN,
                                                        account = ACCOUNT_ID,
                                                        practice=True)

# instantiate data    
data = oandastore.getdata(dataname='EUR_USD', 
                   compression=1,
                   backfill=False,
                   fromdate=datetime.datetime(2018, 1, 1),
                   todate=datetime.datetime(2019, 1, 1),
                   qcheck=0.5,
                   timeframe=bt.TimeFrame.Minutes,
                   backfill_start=False,
                   historical=False)

# Add the Data Feed to Cerebro
cerebro.adddata(data)

cerebro.broker.setcash(100000.0)  # Set buy-in
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

Here is my output

Starting Portfolio Value: 100000.00
Final Portfolio Value: 100000.00

Here is an expected output shown in the tutorial.

Starting Portfolio Value: 100000.00
2000-01-03, Close, 27.85
2000-01-04, Close, 25.39
2000-01-05, Close, 24.05
2000-01-05, BUY CREATE, 24.05
2000-01-06, Close, 22.63
2000-01-06, BUY CREATE, 22.63
2000-01-07, Close, 24.37
...
...
...
2000-12-20, BUY CREATE, 26.88
2000-12-21, Close, 27.82
2000-12-22, Close, 30.06
2000-12-26, Close, 29.17
2000-12-27, Close, 28.94
2000-12-27, BUY CREATE, 28.94
2000-12-28, Close, 29.29
2000-12-29, Close, 27.41
Final Portfolio Value: 99725.08

They use bt.feeds.YahooFinanceCSVData which is the only the difference from my code in which I create bto2.stores.OandaV20Store instance and use oandastore.getdata to get data object.

I guess the solution of the similar post that I mentioned at the top was to install ujson which I have already installed into my conda env.

I will provide packages that I think maybe related to this question.

Python 3.7.0
backtrader                1.9.74.123
backtrader-oandav20       0.1.0
oandapyv20                0.6.3 
ujson                     1.35
v20                       3.0.25.0

If anyone can help me to solve, I'd be grateful!

boblef

@boblef In addition, I have already generated API token on my Oanda account and defined it and account id in my local code so you don't see them in the code I provided.