Sampling 1 hour data every 5 seconds on Live data feed

[Maor Kima]

Hi Backtraders,
first of all i've got to say that the platform ROCKS! one thing i'm having trouble to understand is the below:
I have a strategy with an IBData feed (live) that will query hourly candles every 5 seconds. however, i couldn't get it to work using the below code:

from_date= datetime.datetime.today() - datetime.timedelta(days=1)
IBDataFactory = store.getdata
IBDataFactory(dataname='AAPL',timeframe=bt.TimeFrame.Minutes, useRTH=True,compression=60,sectype='STK', fromdate=from_date,exchange='SMART',currency='USD')
cerebro.adddata(dt,name='AAPL')

also tried the following with no luck:

store = bt.stores.IBStore(host='127.0.0.1', port=4002,clientId=15)
    from_date= datetime.datetime.today() - datetime.timedelta(days=1)
    IBDataFactory = store.getdata
dt = IBDataFactory(dataname='AAPL',timeframe=bt.TimeFrame.Seconds,
                         compression=5,fromdate=from_date,useRTH=False,
                         sectype='STK', exchange='SMART',currency='USD',adjusted=True) 
cerebro.replaydata(dt, timeframe=bt.TimeFrame.Minutes, compression=60)

tried to read the replaydata / resample data documenatation but couldn't understand which should i use for my purpose.

thanks in advance!

[zkl]

Hello,
I have just started to play around with backtrader.
With this I have some more progress (tested in jupyter notbook):

---

import backtrader as bt
import datetime

from_date= datetime.datetime.today() - datetime.timedelta(days=1)

IBDataFactory = store.getdata

dt = IBDataFactory(dataname='AAPL',timeframe=bt.TimeFrame.Seconds,
compression=5,fromdate=from_date,useRTH=False,
sectype='STK', exchange='SMART',currency='USD',adjusted=True)

cerebro = bt.Cerebro(stdstats=False)
store = bt.stores.IBStore(port=7497)

cerebro.replaydata(dt, timeframe=bt.TimeFrame.Minutes, compression=60)

#Out[11]: <backtrader.feeds.ibdata.IBData at 0x7fde502ec650>

cerebro.broker = store.getbroker()
cerebro.run()

#Server Version: 76
#TWS Time at connection:20200618 20:56:55 CET

I don't get the answer shown. But I was asked from the IB Program if i accept the connection

[run-out]

@zkl Please have a look at the top of the posting for information about formatting your code to make it more readable for the user. Thanks :)

[Maor Kima]

@zkl was that an answer to my question or another question on my post? :)

Anyway, I've achieved this by creating one IBData object that receives 1 second data and resample it with 60 minutes compression.