3. Oanda store cancel Order: oref is not defined
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Oanda store cancel Order: oref is not defined

  • T

    I am getting this error when cancelling an order using the oanda store.

    I am using backtrader: 1.9.36.116

    Tested using my own script then confirmed with oandatest.py. See below

    python3 oandatest.py --account REMOVED --token REMOVED --data0 GBP_USD --resample --timeframe Minutes --compression 1 --no-backfill_start --exectype Limit --cancel 1 --stake 1000 --trade --broker
--------------------------------------------------
Strategy Created
--------------------------------------------------
-- Contract Details:
{'displayName': 'GBP/USD', 'maxTradeUnits': 10000000, 'pip': '0.0001', 'instrument': 'GBP_USD'}
Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
***** DATA NOTIF: LIVE
Data0, 0001, 736419.077083, 2017-03-31T01:51:00.000000, 1.248650, 1.248650, 1.248650, 1.248650,      0, 0, nan
-------------------------------------------------- ORDER BEGIN 2017-03-31 09:52:00.095312
Ref: 1
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1000
Price: 1.2436500000000001
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7f94055b65f8>
End of Session: 736419.9999999999
Info: AutoOrderedDict([('trailamount', None), ('trailpercent', None), ('oco', None)])
Broker: <backtrader.brokers.oandabroker.OandaBroker object at 0x7f9403d93358>
Alive: True
-------------------------------------------------- ORDER END
Data0, 0002, 736419.077778, 2017-03-31T01:52:00.000000, 1.248670, 1.249000, 1.248660, 1.249000,      0, 0, nan
Exception in thread Thread-5:
Traceback (most recent call last):
  File "/usr/lib/python3.5/threading.py", line 914, in _bootstrap_inner
    self.run()
  File "/usr/lib/python3.5/threading.py", line 862, in run
    self._target(*self._args, **self._kwargs)
  File "/home/dave/.local/lib/python3.5/site-packages/backtrader/stores/oandastore.py", line 548, in _t_order_cancel
    if oref is None:
NameError: name 'oref' is not defined
    0
  • B
    administrators

    https://github.com/mementum/backtrader/commit/9fc9a2878c536c7ec7d60766aaf01ac936e90858

    0
  • B
    administrators

    Although for the sake of naming consistency, go for this second commit

    https://github.com/mementum/backtrader/commit/ec568a957d38492aa4f4de67a764958ad6920ac7

    0