Stuck with this ---> for fill in ccxt_order['trades']: TypeError: 'NoneType' object is not iterable

KLearner1

I little help with my code guys, I am a begginer:

from future import (absolute_import, division, print_function,
unicode_literals)
import backtrader as bt
from ccxtbt import CCXTStore
from datetime import datetime, timedelta

class St(bt.Strategy):
params = (
('maperiod', 15),
)

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

def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose = self.datas[0].close

    # To keep track of pending orders and buy price/commission
    self.order = None
    self.buyprice = None
    self.buycomm = None

    # Add a MovingAverageSimple indicator
    self.sma = bt.indicators.SimpleMovingAverage(
        self.datas[0], period=self.params.maperiod)

    # Indicators for the plotting show
    bt.indicators.ExponentialMovingAverage(self.datas[0], period=25)
    bt.indicators.WeightedMovingAverage(self.datas[0], period=25,
                                        subplot=True)
    bt.indicators.StochasticSlow(self.datas[0])
    bt.indicators.MACDHisto(self.datas[0])
    rsi = bt.indicators.RSI(self.datas[0])
    bt.indicators.SmoothedMovingAverage(rsi, period=10)
    bt.indicators.ATR(self.datas[0], plot=False)

def notify_data(self, data, status, *args, **kwargs):
    dn = data._name
    dt = datetime.now()
    msg = 'Data Status: {}, Order Status: {}'.format(data._getstatusname(status), status)
    print(dt, dn, msg)
    if data._getstatusname(status) == 'LIVE':
        self.live_data = True
    else:
        self.live_data = False

def notify_order(self, order):
    if order.status in [order.Submitted, order.Accepted]:
        # Buy/Sell order submitted/accepted to/by broker - Nothing to do
        return

    # Check if an order has been completed
    # Attention: broker could reject order if not enough cash
    if order.status in [order.Completed]:
        if order.isbuy():
            self.log(
                'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                (order.executed.price,
                 order.executed.value,
                 order.executed.comm))

            self.buyprice = order.executed.price
            self.buycomm = order.executed.comm
        else:  # Sell
            self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                     (order.executed.price,
                      order.executed.value,
                      order.executed.comm))

        self.bar_executed = len(self)

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')

    # Write down: no pending order
    self.order = None

def notify_trade(self, trade):
    if not trade.isclosed:
        return

    self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
             (trade.pnl, trade.pnlcomm))

def next(self):
    # Simply log the closing price of the series from the reference
    self.log('Close, %.2f' % self.dataclose[0])

    if self.live_data:
        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.sma[0]:
                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()



        else:

            if self.dataclose[0] < self.sma[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

def main():
cerebro = bt.Cerebro(quicknotify=True)
config = {'apiKey': '',
'secret': '******',
'enableRateLimit': True,
}

store = CCXTStore(exchange='bitmex', currency='BTC', config=config, retries=5, debug=False, sandbox=True)

broker_mapping = {
    'order_types': {
        bt.Order.Market: 'market',
        bt.Order.Limit: 'limit',
        bt.Order.Stop: 'stop',  # stop-loss for kraken, stop for bitmex
        bt.Order.StopLimit: 'stop limit'
    },
    'mappings': {
        'closed_order': {
            'key': 'status',
            'value': 'closed'
        },
        'canceled_order': {
            'key': 'result',
            'value': 1}
    }
}

broker = store.getbroker(broker_mapping=broker_mapping)
cerebro.setbroker(broker)

hist_start_date = datetime.utcnow() - timedelta(minutes=40)
data = store.getdata(dataname='BTC/USD', name="BTCUSD",
                     timeframe=bt.TimeFrame.Minutes, fromdate=hist_start_date,
                     compression=1, ohlcv_limit=999, drop_newest=True)


cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes,
                     compression=1)
cerebro.addstrategy(St)
cerebro.run()
cerebro.plot(style="candlesticks")

if name == 'main':
main()

As a result this:

2021-02-19 14:02:25.862573 BTCUSD Data Status: DELAYED, Order Status: 3
2021-02-19, Close, 51793.00
2021-02-19, Close, 51797.00
2021-02-19, Close, 51797.00
2021-02-19, Close, 51836.50
2021-02-19, Close, 51836.50
2021-02-19, Close, 51836.50
2021-02-19 14:02:28.115552 BTCUSD Data Status: LIVE, Order Status: 4
2021-02-19, Close, 51836.50
2021-02-19, BUY CREATE, 51836.50

and then

Traceback (most recent call last):
File "C:\Users\N\PycharmProjects\pythonProject2\bitmex_sandbox.py", line 166, in <module>
main()
File "C:\Users\N\PycharmProjects\pythonProject2\bitmex_sandbox.py", line 162, in main
cerebro.run()
File "C:\Users\N\anaconda3\envs\pythonProject2\lib\site-packages\backtrader\cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "C:\Users\N\anaconda3\envs\pythonProject2\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
self._runnext(runstrats)
File "C:\Users\N\anaconda3\envs\pythonProject2\lib\site-packages\backtrader\cerebro.py", line 1623, in _runnext
self._brokernotify()
File "C:\Users\N\anaconda3\envs\pythonProject2\lib\site-packages\backtrader\cerebro.py", line 1360, in _brokernotify
self._broker.next()
File "C:\Users\N\anaconda3\envs\pythonProject2\lib\site-packages\ccxtbt\ccxtbroker.py", line 199, in next
for fill in ccxt_order['trades']:
TypeError: 'NoneType' object is not iterable

Thank you for the help

KLearner1

Nobody? Really?

run-out

@klearner1 said in Stuck with this ---> for fill in ccxt_order['trades']: TypeError: 'NoneType' object is not iterable:

from ccxtbt import CCXTStore

I don't know the answer for you. I'm guessing others don't either. Perhaps you could check in the repo? https://github.com/Dave-Vallance/bt-ccxt-store/issues

KLearner1

@run-out thanks! this is already useful, I am going to check the repo