Interactive brokers hang and plot

MislavSag

I have succesfully set up backtesting with Alpaca. Now I am trying to do the same with Interactive brokers and have 2 question:

I have 600 step period in my indicator. When using Alpaca, it waits for 600 periods (hours), but in Interactive Brokers it starts earlier than Alpaca. If I set from date to 1.7 it starts at 20.09.2020., but it shouldn't start at all since 600 periods is 600 / 8 hours = 75 days which is 75 /22 = 3 and half months. Does Interactive brokers have more trading days?
When backtest finishes it doesn't show the graph and it doesn't stop. Even if I click ctrl + C, it just 'hangs'.

Here is my cerebro part:

def run(args=None):

    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # parse args
    args = parse_args(args)
   
    # Definetrade option    
    """
    You have 3 options: 
    - backtest (IS_BACKTEST=True, IS_LIVE=False)
    - paper trade (IS_BACKTEST=False, IS_LIVE=False) 
    - live trade (IS_BACKTEST=False, IS_LIVE=True) 
    """
    IS_BACKTEST = args.isbacktest
    IS_LIVE = args.islive
    symbol = 'SPY-STK-SMART-USD'

    # Add a strategy
    cerebro.addstrategy(TestStrategy)
    
    # IB store
    store=bt.stores.IBStore(host="127.0.0.1", port=7496, clientId=1)

    # Set data factory: Alpaca or pandas
    DataFactory = store.getdata  # or use alpaca_backtrader_api.AlpacaData
    
    # Data feed
    if IS_BACKTEST:
        from_date = args.fromdate
        from_date = datetime.datetime.strptime(from_date, '%Y-%m-%d')
        timeframe = bt.TimeFrame.TFrame(args.timeframealpaca)
        compression = args.compression
        stockkwargs = dict(
            # timeframe=timeframe,
            rtbar=False,  # use RealTime 5 seconds bars
            historical=True,  # only historical download
            qcheck=0.5,  # timeout in seconds (float) to check for events
            fromdate=from_date,  # get data from..
            # todate=datetime.datetime(2019, 9, 25),  # get data from..
            latethrough=False,  # let late samples through
            tradename=None  # use a different asset as order target
        )
        data0 = store.getdata(dataname=symbol, **stockkwargs)
        cerebro.resampledata(data0, timeframe=timeframe, compression=compression)
    else:
        data0 = DataFactory(dataname=symbol,
                            historical=False,
                            timeframe=timeframe)
        # or just alpaca_backtrader_api.AlpacaBroker()
        broker = store.getbroker()
        cerebro.setbroker(broker)
    
    # Add dat to cerebro
    cerebro.adddata(data0)
    
    # set cash if backtest
    if IS_BACKTEST:
        # backtrader broker set initial simulated cash
        cerebro.broker.setcash(100000.0)       

    # Set sizer
    cerebro.addsizer(bt.sizers.AllInSizer)
    # cerebro.broker.set_checksubmit(checksubmit=False)


    # Set our desired cash start
    cerebro.broker.setcash(10000.0)
    # 35305 / 10000
    # (352 - 115) / 115

    # Set sizer
    cerebro.addsizer(bt.sizers.AllInSizer)
    cerebro.broker.set_checksubmit(checksubmit=False)

    # Set the commission
    cerebro.broker.setcommission(commission=0.0)

    # check returns and banchmarks
    if args.timereturn:
        cerebro.addobserver(bt.observers.TimeReturn,
                            timeframe=TIMEFRAMES[args.timeframe])
    else:
        benchdata = data0
        if args.benchdata1:
            data1 = DataFactory(dataname='SPY', historical=True,
                                fromdate=from_date,
                                timeframe=bt.TimeFrame.Minutes, compression=60)
            cerebro.adddata(data1, name='Data1')
            benchdata = data1

        cerebro.addobserver(bt.observers.Benchmark,
                            data=benchdata,
                            timeframe=TIMEFRAMES[args.timeframe])

    # Run over everything
    cerebro.run(maxcpus=8)

    # Plot
    cerebro.plot()

vladisld

@MislavSag said in Interactive brokers hang and plot:

When backtest finishes it doesn't show the graph and it doesn't stop. Even if I click ctrl + C, it just 'hangs'

The same behavior was also observed and discussed in the following post:
https://community.backtrader.com/topic/2988/next-not-triggering-on-ibkr-data-feed/2

MislavSag

Unfortunately, setting live=False, preload=False didn't help. It still hangs in the end. Code in stop method and plot doesn't execute.