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    Replay data behaving weird?

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    • Ravi Vidap
      Ravi Vidap last edited by

      I want to generate singals based on daily timeframe but enter based on 30 min timeframe.
      Below is code and output. It is not as expected or specified in documents.
      Prenext funtion is never called. What i am doing wrong.

      import backtrader as bt
      from backtrader import Order
      import matplotlib as plt
      import datetime
      import pytz
      import ta
      import backtrader.feeds as btfeeds

      class IntraTrendStrategy(bt.Strategy):

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

def __init__(self):
    pass

def start(self):
    self.counter = 0

def prenext(self):
    self.counter += 1
    self.log('prenext len %d - counter %d' % (len(self), self.counter))

def next(self):
    self.counter += 1
    self.log('---next len %d - counter %d' % (len(self), self.counter))

      stockkwargs = dict(
      timeframe=bt.TimeFrame.Days,
      compression=1,
      historical=True, # only historical download
      fromdate=datetime.datetime(2020, 9, 1), # get data from..
      todate=datetime.datetime(2020, 9, 13) # get data from..
      )

      cerebro = bt.Cerebro(stdstats=False)
      store = bt.stores.IBStore(port=7496,clientId=5)
      data = store.getdata(dataname='TCS-STK-NSE-INR',**stockkwargs)
      cerebro.replaydata(data,timeframe=bt.TimeFrame.Minutes,compression=30)
      cerebro.addstrategy(IntraTrendStrategy)
      cerebro.run()

      ----------------------------- Output------------------------:
      2020-09-01T03:45:00, ---next len 1 - counter 1
      2020-09-01T04:00:00, ---next len 1 - counter 2
      2020-09-01T04:30:00, ---next len 2 - counter 3
      2020-09-01T05:00:00, ---next len 3 - counter 4
      2020-09-01T05:30:00, ---next len 4 - counter 5
      2020-09-01T06:00:00, ---next len 5 - counter 6
      2020-09-01T06:30:00, ---next len 6 - counter 7
      2020-09-01T07:00:00, ---next len 7 - counter 8
      2020-09-01T07:30:00, ---next len 8 - counter 9
      2020-09-01T08:00:00, ---next len 9 - counter 10
      2020-09-01T08:30:00, ---next len 10 - counter 11
      2020-09-01T09:00:00, ---next len 11 - counter 12
      2020-09-01T09:30:00, ---next len 12 - counter 13
      2020-09-02T03:45:00, ---next len 13 - counter 14
      2020-09-02T04:00:00, ---next len 13 - counter 15
      2020-09-02T04:30:00, ---next len 14 - counter 16
      2020-09-02T05:00:00, ---next len 15 - counter 17
      2020-09-02T05:30:00, ---next len 16 - counter 18
      2020-09-02T06:00:00, ---next len 17 - counter 19
      2020-09-02T06:30:00, ---next len 18 - counter 20
      2020-09-02T07:00:00, ---next len 19 - counter 21
      2020-09-02T07:30:00, ---next len 20 - counter 22
      2020-09-02T08:00:00, ---next len 21 - counter 23
      2020-09-02T08:30:00, ---next len 22 - counter 24
      2020-09-02T09:00:00, ---next len 23 - counter 25
      2020-09-02T09:30:00, ---next len 24 - counter 26
      2020-09-03T03:45:00, ---next len 25 - counter 27
      2020-09-03T04:00:00, ---next len 25 - counter 28
      2020-09-03T04:30:00, ---next len 26 - counter 29
      2020-09-03T05:00:00, ---next len 27 - counter 30
      2020-09-03T05:30:00, ---next len 28 - counter 31
      2020-09-03T06:00:00, ---next len 29 - counter 32
      2020-09-03T06:30:00, ---next len 30 - counter 33
      2020-09-03T07:00:00, ---next len 31 - counter 34
      2020-09-03T07:30:00, ---next len 32 - counter 35
      2020-09-03T08:00:00, ---next len 33 - counter 36
      2020-09-03T08:30:00, ---next len 34 - counter 37
      2020-09-03T09:00:00, ---next len 35 - counter 38
      2020-09-03T09:30:00, ---next len 36 - counter 39
      2020-09-04T03:45:00, ---next len 37 - counter 40
      2020-09-04T04:00:00, ---next len 37 - counter 41
      2020-09-04T04:30:00, ---next len 38 - counter 42
      2020-09-04T05:00:00, ---next len 39 - counter 43
      2020-09-04T05:30:00, ---next len 40 - counter 44
      2020-09-04T06:00:00, ---next len 41 - counter 45
      2020-09-04T06:30:00, ---next len 42 - counter 46
      2020-09-04T07:00:00, ---next len 43 - counter 47
      2020-09-04T07:30:00, ---next len 44 - counter 48
      2020-09-04T08:00:00, ---next len 45 - counter 49
      2020-09-04T08:30:00, ---next len 46 - counter 50
      2020-09-04T09:00:00, ---next len 47 - counter 51
      2020-09-04T09:30:00, ---next len 48 - counter 52
      2020-09-07T03:45:00, ---next len 49 - counter 53
      2020-09-07T04:00:00, ---next len 49 - counter 54
      2020-09-07T04:30:00, ---next len 50 - counter 55
      2020-09-07T05:00:00, ---next len 51 - counter 56
      2020-09-07T05:30:00, ---next len 52 - counter 57
      2020-09-07T06:00:00, ---next len 53 - counter 58
      2020-09-07T06:30:00, ---next len 54 - counter 59
      2020-09-07T07:00:00, ---next len 55 - counter 60
      2020-09-07T07:30:00, ---next len 56 - counter 61
      2020-09-07T08:00:00, ---next len 57 - counter 62
      2020-09-07T08:30:00, ---next len 58 - counter 63
      2020-09-07T09:00:00, ---next len 59 - counter 64
      2020-09-07T09:30:00, ---next len 60 - counter 65
      2020-09-08T03:45:00, ---next len 61 - counter 66
      2020-09-08T04:00:00, ---next len 61 - counter 67
      2020-09-08T04:30:00, ---next len 62 - counter 68
      2020-09-08T05:00:00, ---next len 63 - counter 69
      2020-09-08T05:30:00, ---next len 64 - counter 70
      2020-09-08T06:00:00, ---next len 65 - counter 71
      2020-09-08T06:30:00, ---next len 66 - counter 72
      2020-09-08T07:00:00, ---next len 67 - counter 73
      2020-09-08T07:30:00, ---next len 68 - counter 74
      2020-09-08T08:00:00, ---next len 69 - counter 75
      2020-09-08T08:30:00, ---next len 70 - counter 76
      2020-09-08T09:00:00, ---next len 71 - counter 77
      2020-09-08T09:30:00, ---next len 72 - counter 78
      2020-09-09T03:45:00, ---next len 73 - counter 79
      2020-09-09T04:00:00, ---next len 73 - counter 80
      2020-09-09T04:30:00, ---next len 74 - counter 81
      2020-09-09T05:00:00, ---next len 75 - counter 82
      2020-09-09T05:30:00, ---next len 76 - counter 83
      2020-09-09T06:00:00, ---next len 77 - counter 84
      2020-09-09T06:30:00, ---next len 78 - counter 85
      2020-09-09T07:00:00, ---next len 79 - counter 86
      2020-09-09T07:30:00, ---next len 80 - counter 87
      2020-09-09T08:00:00, ---next len 81 - counter 88
      2020-09-09T08:30:00, ---next len 82 - counter 89
      2020-09-09T09:00:00, ---next len 83 - counter 90
      2020-09-09T09:30:00, ---next len 84 - counter 91
      2020-09-10T03:45:00, ---next len 85 - counter 92
      2020-09-10T04:00:00, ---next len 85 - counter 93
      2020-09-10T04:30:00, ---next len 86 - counter 94
      2020-09-10T05:00:00, ---next len 87 - counter 95
      2020-09-10T05:30:00, ---next len 88 - counter 96
      2020-09-10T06:00:00, ---next len 89 - counter 97
      2020-09-10T06:30:00, ---next len 90 - counter 98
      2020-09-10T07:00:00, ---next len 91 - counter 99
      2020-09-10T07:30:00, ---next len 92 - counter 100
      2020-09-10T08:00:00, ---next len 93 - counter 101
      2020-09-10T08:30:00, ---next len 94 - counter 102
      2020-09-10T09:00:00, ---next len 95 - counter 103
      2020-09-10T09:30:00, ---next len 96 - counter 104
      2020-09-11T03:45:00, ---next len 97 - counter 105
      2020-09-11T04:00:00, ---next len 97 - counter 106
      2020-09-11T04:30:00, ---next len 98 - counter 107
      2020-09-11T05:00:00, ---next len 99 - counter 108
      2020-09-11T05:30:00, ---next len 100 - counter 109
      2020-09-11T06:00:00, ---next len 101 - counter 110
      2020-09-11T06:30:00, ---next len 102 - counter 111
      2020-09-11T07:00:00, ---next len 103 - counter 112
      2020-09-11T07:30:00, ---next len 104 - counter 113
      2020-09-11T08:00:00, ---next len 105 - counter 114
      2020-09-11T08:30:00, ---next len 106 - counter 115
      2020-09-11T09:00:00, ---next len 107 - counter 116
      2020-09-11T09:30:00, ---next len 108 - counter 117

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