Incorrect datetime execution or time zone handlind

[Dresdner]

I noticed that accepted orders and executed orders differ in time for more than 6 hours.

Could you please tell me what can be wrong with my example?
Backtrader version is the latest, installed yesterday.
Datasample is 2006-min-005.txt downloaded from here

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

import argparse
import datetime

import backtrader as bt
import backtrader.feeds as btfeeds
import pytz

mytimezone = pytz.timezone('US/Eastern')
mytimezone2 = pytz.timezone('Europe/Kiev')


class St(bt.Strategy):
    def __init__(self):
        self.curdate = datetime.date.min
        self.last_order_status_name = 'None'
        self.last_position_size = 0
        self.elapsed = 0
        self.order = None

    def notify_order(self, order):
        curdtstr = self.data.datetime.datetime().strftime('%a %Y-%m-%d %H:%M:%S')
        if order.status in [order.Completed] or True:

            if order.isbuy():
                if order.executed.dt is not None:
                    dtstr = bt.num2date(order.executed.dt).strftime('%a %Y-%m-%d %H:%M:%S')
                    print('{}: BUY  EXECUTED, on: {}, dt {}'.format(curdtstr, dtstr, order.executed.dt))
                    self.order = None
                else:
                    dtstr = bt.num2date(order.created.dt).strftime('%a %Y-%m-%d %H:%M:%S')
                    print('{}: BUY {}, on: {}, dt {}'.format(curdtstr, order.getstatusname(), dtstr, order.created.dt))
            else:
                if order.executed.dt is not None:  # Sell
                    dtstr = bt.num2date(order.executed.dt).strftime('%a %Y-%m-%d %H:%M:%S')
                    print('{}: SELL  EXECUTED, on: {}, dt {}'.format(curdtstr, dtstr, order.executed.dt))

    def next(self):
        curdate = self.data.datetime.datetime()
        if self.curdate == datetime.date.min:
            self.curdate = curdate
            return

        if curdate.weekday() != 0:
            self.elapsed = 0
            return

        is_order_or_position_changed = self.last_position_size != self.position.size
        if not is_order_or_position_changed and self.order:
            is_order_or_position_changed = self.order.getstatusname() != self.last_order_status_name

        dtstr = self.data.datetime.datetime().strftime('%a %Y-%m-%d %H:%M:%S')
        difference: datetime = curdate - self.curdate
        seconds = difference.total_seconds()
        hours = seconds // 3600
        minutes = (seconds % 3600) // 60
        seconds = seconds % 60
        # if curdate > self.curdate:
        #     self.elapsed += 1
        #     self.curdate = curdate
        if minutes:
            self.elapsed += minutes

        order_status = 'None'
        if self.order:
            order_status = self.order.getstatusname()

        if is_order_or_position_changed:
            print('{}: elapsedh: {:.2f}, current hour: {}, self.order.status {}, position {}'.format(dtstr,
                                                                                                     self.elapsed / 60,
                                                                                                     curdate.hour,
                                                                                                     order_status,
                                                                                                     self.position.size))

        dtstr = self.data.datetime.datetime().strftime('%a %Y-%m-%d %H:%M:%S')
        if self.position.size > 0 and self.order is None and int(self.elapsed / 60) > 6:
            print('%s: SELL CREATED' % dtstr)
            self.close(exectype=bt.Order.Close)
            self.elapsed = 0
        elif self.order is None and curdate.hour < 12 and self.position.size == 0:  # no pending order
            print('%s: BUY  CREATED' % dtstr)
            self.order = self.buy(exectype=bt.Order.Close)
            self.elapsed = 0
        self.curdate = curdate
        self.last_position_size = self.position.size
        if self.order:
            self.last_order_status_name = self.order.getstatusname()
        else:
            self.last_order_status_name = 'None'


def runstrat():
    args = parse_args()

    cerebro = bt.Cerebro()
    data = getdata(args)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=30)

    cerebro.addstrategy(St)
    if args.eosbar:
        cerebro.broker.seteosbar(True)

    cerebro.run()
    cerebro.plot(style='candlestick', volume=False)


def getdata(args):
    dataformat = dict(
        bt=btfeeds.BacktraderCSVData,
        visualchart=btfeeds.VChartCSVData,
        sierrachart=btfeeds.SierraChartCSVData,
        yahoo=btfeeds.YahooFinanceCSVData,
        yahoo_unreversed=btfeeds.YahooFinanceCSVData,
        tz=mytimezone
    )

    dfkwargs = dict()
    if args.csvformat == 'yahoo_unreversed':
        dfkwargs['reverse'] = True

    if args.fromdate:
        fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
        dfkwargs['fromdate'] = fromdate

    if args.todate:
        todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
        dfkwargs['todate'] = todate

    if args.tend is not None:
        # internally only the "time" part is used
        dfkwargs['sessionend'] = datetime.datetime.strptime(args.tend, '%H:%M')

    dfkwargs['dataname'] = args.infile
    dfcls = dataformat[args.csvformat]

    data = dfcls(**dfkwargs)

    return data


def parse_args():
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description='Sample for Close Orders with daily data')

    parser.add_argument('--infile', '-i', required=False,
                        default='2006-min-005.txt',
                        help='File to be read in')

    parser.add_argument('--csvformat', '-c', required=False, default='bt',
                        choices=['bt', 'visualchart', 'sierrachart',
                                 'yahoo', 'yahoo_unreversed'],
                        help='CSV Format')

    parser.add_argument('--fromdate', '-f', required=False, default=None,
                        help='Starting date in YYYY-MM-DD format')

    parser.add_argument('--todate', '-t', required=False, default=None,
                        help='Ending date in YYYY-MM-DD format')

    parser.add_argument('--eosbar', required=False, action='store_true',
                        help=('Consider a bar with the end of session time to'
                              'be the end of the session'))

    parser.add_argument('--tend', '-te',
                        default=None, required=False,
                        help='End time for the Session Filter (HH:MM)')

    return parser.parse_args()


if __name__ == '__main__':
    runstrat()

App output:

Mon 2006-01-02 10:00:00: BUY  CREATED
Mon 2006-01-02 10:30:00: BUY Submitted, on: Mon 2006-01-02 10:00:00, dt 732313.4166666666
Mon 2006-01-02 10:30:00: BUY Accepted, on: Mon 2006-01-02 10:00:00, dt 732313.4166666666
Mon 2006-01-02 10:30:00: elapsedh: 0.50, current hour: 10, self.order.status Accepted, position 0
Tue 2006-01-03 09:30:00: BUY  EXECUTED, on: Mon 2006-01-02 17:30:00, dt 732313.7291666666
Mon 2006-01-09 09:30:00: elapsedh: 0.00, current hour: 9, self.order.status None, position 1
Mon 2006-01-09 16:30:00: SELL CREATED
Tue 2006-01-10 09:30:00: SELL  EXECUTED, on: Mon 2006-01-09 17:30:00, dt 732320.7291666666
Mon 2006-01-16 09:30:00: elapsedh: 0.00, current hour: 9, self.order.status None, position 0
Mon 2006-01-16 09:30:00: BUY  CREATED
Mon 2006-01-16 10:00:00: BUY Submitted, on: Mon 2006-01-16 09:30:00, dt 732327.3958333334
Mon 2006-01-16 10:00:00: BUY Accepted, on: Mon 2006-01-16 09:30:00, dt 732327.3958333334
Mon 2006-01-16 10:00:00: elapsedh: 0.50, current hour: 10, self.order.status Accepted, position 0
Tue 2006-01-17 09:30:00: BUY  EXECUTED, on: Mon 2006-01-16 17:30:00, dt 732327.7291666666
Mon 2006-01-23 09:30:00: elapsedh: 0.00, current hour: 9, self.order.status None, position 1
Mon 2006-01-23 16:30:00: SELL CREATED
Tue 2006-01-24 09:30:00: SELL  EXECUTED, on: Mon 2006-01-23 17:30:00, dt 732334.7291666666
Mon 2006-01-30 09:30:00: elapsedh: 0.00, current hour: 9, self.order.status None, position 0
Mon 2006-01-30 09:30:00: BUY  CREATED
Mon 2006-01-30 10:00:00: BUY Submitted, on: Mon 2006-01-30 09:30:00, dt 732341.3958333334
Mon 2006-01-30 10:00:00: BUY Accepted, on: Mon 2006-01-30 09:30:00, dt 732341.3958333334
Mon 2006-01-30 10:00:00: elapsedh: 0.50, current hour: 10, self.order.status Accepted, position 0

[vladisld]

May be unrelated, but I don't see where you specify the timeframe and compression of the original CSV data (no resampled) in getdata(). The CSV seems to have a 5 min bars and if timeframe and compression are not set, the default is assumed, which is daily bars AFAIK.