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Replay data not working at all with Interactive brokers



  • Replay data looping through only Higher TimeFrame completely ignoring lower TimeFrame.

    I am ready to pay to solve this issue. I have posted this issue so many times now. Please help

    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.Minutes,
            compression=15,
            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.Days,compression=1)
    cerebro.addstrategy(IntraTrendStrategy)
    cerebro.run()
    

    Output
    2020-09-01T23:59:59.999989, ---next len 1 - counter 1
    2020-09-02T23:59:59.999989, ---next len 2 - counter 2
    2020-09-03T23:59:59.999989, ---next len 3 - counter 3
    2020-09-04T23:59:59.999989, ---next len 4 - counter 4
    2020-09-07T23:59:59.999989, ---next len 5 - counter 5
    2020-09-08T23:59:59.999989, ---next len 6 - counter 6
    2020-09-09T23:59:59.999989, ---next len 7 - counter 7
    2020-09-10T23:59:59.999989, ---next len 8 - counter 8
    2020-09-11T23:59:59.999989, ---next len 9 - counter 9



  • Nobody using this feature? no one facing this issue?


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