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    How do I handle order execution time

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    • K
      kolten last edited by

      In my TestStrategy I use the following lines to log the input to the next function:

       def next(self):
              # Simply log the closing price of the series from the reference
              
              self.log("Input: %s" %
                      (self.dataclose[0]))
              # Check if an order is pending ... if yes, we cannot send a 2nd one
              if self.order:
                  return
              
              self.log("Input2: %s" %
                      (self.dataclose[0]))
      

      The code is from the quickstart text, with my modification of output logging.

      My question is, when I place a order and the time it takes to complete it, I get new input during that time that I can not process because of the self.order check.

      Why does the order compleation take that much time. In my case when testing I get about 85 to 90 new input events?

      1 Reply Last reply Reply Quote 0
      • A
        ab_trader last edited by

        Do you mind to share more details about your script?

        Normally market orders are completed at the open of the next bar if it is enough cash on the account.

        • If my answer helped, hit reputation up arrow at lower right corner of the post.
        • Python Debugging With Pdb
        • New to python and bt - check this out
        K 1 Reply Last reply Reply Quote 0
        • K
          kolten @ab_trader last edited by

          @ab_trader
          I have copied the example code in the documentation and change the indicators and when to buy or sell.

          from __future__ import (absolute_import, division, print_function,
                                  unicode_literals)
          
          import datetime  # For datetime objects
          import os.path  # To manage paths
          import sys  # To find out the script name (in argv[0])
          
          # Import the backtrader platform
          import backtrader as bt
          import backtrader.feeds as btfeeds
          import true_strength_indicator as tsi
          
          # Create a Stratey
          class TestStrategy(bt.Strategy):
              params = (
                  ('maperiod', 15),
              )
          
              def log(self, txt, dt=None):
                  ''' Logging function for this strategy'''
                  dt = dt or self.datas[0].datetime.date(0)
                  dt2 = self.datas[0].datetime.time(0)
                  print('%s %s, %s' % (dt.isoformat(),dt2, 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.long = None
                  self.short = None
                  self.buyprice = None
                  self.buycomm = None
          
                  # Indicators for the plotting show
                  ci = tsi.TrueStrengthIndicator(self.datas[0].close,period1=25, period2=13)
                  p4 = bt.indicators.ExponentialMovingAverage(self.datas[0], period=4)
                  bt.indicators.ExponentialMovingAverage(self.datas[0], period=60)
                  bt.indicators.ExponentialMovingAverage(self.datas[0], period=200)
                  
                  self.buySignal = bt.And(ci > ci(-1), p4 > p4(-1))
                  self.sellSignal = bt.And(ci < ci(-1), p4 < p4(-1))
                  
          
              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 enougth cash
                  if order.status in [order.Completed]:
                      if order.isbuy():
                          self.log(
                              'BUY EXECUTED, Price: %.5f, Cost: %.5f, 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: %.5f, Cost: %.5f, 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, %.5f' % (self.dataclose[0]))
          
                  self.log("Input: %s" %
                          (self.dataclose[0]))
                  # Check if an order is pending ... if yes, we cannot send a 2nd one
                  if self.order:
                      return
                  
                  self.log("Input2: %s" %
                          (self.dataclose[0]))
                  # Not yet ... we MIGHT BUY if ...
                  if self.buySignal and not self.long:
                      self.close()
                      # BUY, BUY, BUY!!! (with all possible default parameters)
                      self.log('BUY CREATE, %.5f' % (self.dataclose[0]))
          
                      # Keep track of the created order to avoid a 2nd order
                      self.order = self.buy()
                      self.long = self.order
                      self.short = None
          
                  if self.sellSignal and not self.short:
                      self.close()
                      # SELL, SELL, SELL!!! (with all possible default parameters)
                      self.log('SELL CREATE, %.5f' % self.dataclose[0])
          
                      # Keep track of the created order to avoid a 2nd order
                      self.order = self.sell()
                      self.short = self.order
                      self.long = None
          			
          def main():
              # Create a cerebro entity
              cerebro = bt.Cerebro()
          
              # Add a strategy
              cerebro.addstrategy(TestStrategy)
          
              # Datas are in a subfolder of the samples. Need to find where the script is
              # because it could have been called from anywhere
              modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
              datapath = os.path.join(modpath, 'EURUSD5M.csv')
          
              # Create a Data Feed
              data = btfeeds.GenericCSVData(
                  dataname='EURUSD5M.csv',
          
                  fromdate=datetime.datetime(2017, 2, 28),
                  todate=datetime.datetime(2017, 3, 24),
          
                  nullvalue=0.0,
          
                  dtformat=('%Y.%m.%d'),
                  tmformat=('%H:%M'),
          
                  datetime=0,
                  time=1,
                  open=2,
                  high=3,
                  low=4,
                  close=5,
                  volume=6,
                  openinterest=-1
              )
          
              # Add the Data Feed to Cerebro
              cerebro.adddata(data)
          
              # Set our desired cash start
              cerebro.broker.setcash(1000.0)
          
              # Add a FixedSize sizer according to the stake
              cerebro.addsizer(bt.sizers.FixedSize, stake=10)
          
              # Set the commission
              cerebro.broker.setcommission(commission=0.0)
          
              # Print out the starting conditions
              print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
          
              # Run over everything
              cerebro.run()
          
              # Print out the final result
              print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
          
              # Plot the result
              cerebro.plot()
              
          if __name__ == '__main__':
              main()
          

          This the true strength indicator:

          import backtrader as bt
          import backtrader.indicators as btind
          import math
          
          class TrueStrengthIndicator(bt.Indicator):
              lines = ('tsi',)
              params = dict(
                  # Long period
                  period1=25,
          
                  # Short period
                  period2=13)
          
              plotinfo = dict(
                  # Add extra margins above and below the 1s and -1s
                  plotymargin=0.15,
          
                  # Plot a reference horizontal line at 1.0 and -1.0
                  plothlines=[0, 10, -10],
          
                  # Simplify the y scale to 1.0 and -1.0
                  plotyticks=[100, -100])
          
              # Plot the line "overunder" (the only one) with dash style
              # ls stands for linestyle and is directly passed to matplotlib
              plotlines = dict(tsi=dict(ls='-'))
          
              def _plotlabel(self):
                  # This method returns a list of labels that will be displayed
                  # behind the name of the indicator on the plot
          
                  # The period must always be there
                  plabels = [25]
          
                  # Put only the moving average if it's not the default one
                  plabels += "TSI"
          
                  return plabels
          
              def __init__(self):
                  super(TrueStrengthIndicator, self).__init__()
                  pc = self.data - self.data(-1)
                  smooth1 = bt.ind.EMA(bt.ind.EMA(pc, period=self.p.period1), period=self.p.period2)
                  smooth2 = bt.ind.EMA(bt.ind.EMA(abs(pc), period=self.p.period1), period=self.p.period2)
                  self.lines.tsi = 100.0 * (smooth1 / smooth2)
          
          1 Reply Last reply Reply Quote 0
          • A
            ab_trader last edited by ab_trader

            I've run your script - didn't notice any errors. Signals were generated and on the next bar positions were reversed or opened in case of first signal. I don't see any delays and have two lines for each bar: one with Input and one with Input2.

            0_1495397198875_2017-05-21_13-06-17.png

            Two lower diagrams are Buy and Sell signals.
            Here is an output (I've added couple items) for first trade:

            Starting Portfolio Value: 100000.00
            2015-10-16 23:59:59.999989, Input: 203.270004, Buy: 1.0, Sell 0.0, Position 0
            2015-10-16 23:59:59.999989, Input2: 203.270004, Buy: 1.0, Sell 0.0, Position 0
            2015-10-16 23:59:59.999989, BUY CREATE, 203.27000
            2015-10-19 23:59:59.999989, BUY EXECUTED, Price: 202.50000, Cost: 2025.00000, Comm 0.00
            2015-10-19 23:59:59.999989, Input: 203.369995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-19 23:59:59.999989, Input2: 203.369995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-20 23:59:59.999989, Input: 203.110001, Buy: 1.0, Sell 0.0, Position 10
            2015-10-20 23:59:59.999989, Input2: 203.110001, Buy: 1.0, Sell 0.0, Position 10
            2015-10-21 23:59:59.999989, Input: 201.850006, Buy: 0.0, Sell 0.0, Position 10
            2015-10-21 23:59:59.999989, Input2: 201.850006, Buy: 0.0, Sell 0.0, Position 10
            2015-10-22 23:59:59.999989, Input: 205.259995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-22 23:59:59.999989, Input2: 205.259995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-23 23:59:59.999989, Input: 207.509995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-23 23:59:59.999989, Input2: 207.509995, Buy: 1.0, Sell 0.0, Position 10
            2015-10-26 23:59:59.999989, Input: 207.0, Buy: 1.0, Sell 0.0, Position 10
            2015-10-26 23:59:59.999989, Input2: 207.0, Buy: 1.0, Sell 0.0, Position 10
            2015-10-27 23:59:59.999989, Input: 206.600006, Buy: 1.0, Sell 0.0, Position 10
            2015-10-27 23:59:59.999989, Input2: 206.600006, Buy: 1.0, Sell 0.0, Position 10
            2015-10-28 23:59:59.999989, Input: 208.949997, Buy: 1.0, Sell 0.0, Position 10
            2015-10-28 23:59:59.999989, Input2: 208.949997, Buy: 1.0, Sell 0.0, Position 10
            2015-10-29 23:59:59.999989, Input: 208.830002, Buy: 1.0, Sell 0.0, Position 10
            2015-10-29 23:59:59.999989, Input2: 208.830002, Buy: 1.0, Sell 0.0, Position 10
            2015-10-30 23:59:59.999989, Input: 207.929993, Buy: 1.0, Sell 0.0, Position 10
            2015-10-30 23:59:59.999989, Input2: 207.929993, Buy: 1.0, Sell 0.0, Position 10
            2015-11-02 23:59:59.999989, Input: 210.389999, Buy: 1.0, Sell 0.0, Position 10
            2015-11-02 23:59:59.999989, Input2: 210.389999, Buy: 1.0, Sell 0.0, Position 10
            2015-11-03 23:59:59.999989, Input: 211.0, Buy: 1.0, Sell 0.0, Position 10
            2015-11-03 23:59:59.999989, Input2: 211.0, Buy: 1.0, Sell 0.0, Position 10
            2015-11-04 23:59:59.999989, Input: 210.360001, Buy: 1.0, Sell 0.0, Position 10
            2015-11-04 23:59:59.999989, Input2: 210.360001, Buy: 1.0, Sell 0.0, Position 10
            2015-11-05 23:59:59.999989, Input: 210.149994, Buy: 1.0, Sell 0.0, Position 10
            2015-11-05 23:59:59.999989, Input2: 210.149994, Buy: 1.0, Sell 0.0, Position 10
            2015-11-06 23:59:59.999989, Input: 210.039993, Buy: 0.0, Sell 0.0, Position 10
            2015-11-06 23:59:59.999989, Input2: 210.039993, Buy: 0.0, Sell 0.0, Position 10
            2015-11-09 23:59:59.999989, Input: 208.080002, Buy: 0.0, Sell 1.0, Position 10
            2015-11-09 23:59:59.999989, Input2: 208.080002, Buy: 0.0, Sell 1.0, Position 10
            2015-11-09 23:59:59.999989, SELL CREATE, 208.08000
            2015-11-10 23:59:59.999989, SELL EXECUTED, Price: 207.50999, Cost: 2025.00000, Comm 0.00
            2015-11-10 23:59:59.999989, SELL EXECUTED, Price: 207.50999, Cost: -2075.09995, Comm 0.00
            2015-11-10 23:59:59.999989, OPERATION PROFIT, GROSS 50.10, NET 50.10
            2015-11-10 23:59:59.999989, Input: 208.559998, Buy: 0.0, Sell 1.0, Position -10
            2015-11-10 23:59:59.999989, Input2: 208.559998, Buy: 0.0, Sell 1.0, Position -10
            2015-11-11 23:59:59.999989, Input: 207.740005, Buy: 0.0, Sell 1.0, Position -10
            2015-11-11 23:59:59.999989, Input2: 207.740005, Buy: 0.0, Sell 1.0, Position -10
            2015-11-12 23:59:59.999989, Input: 204.839996, Buy: 0.0, Sell 1.0, Position -10
            2015-11-12 23:59:59.999989, Input2: 204.839996, Buy: 0.0, Sell 1.0, Position -10
            2015-11-13 23:59:59.999989, Input: 202.539993, Buy: 0.0, Sell 1.0, Position -10
            
            • If my answer helped, hit reputation up arrow at lower right corner of the post.
            • Python Debugging With Pdb
            • New to python and bt - check this out
            K 2 Replies Last reply Reply Quote 0
            • K
              kolten @ab_trader last edited by

              @ab_trader
              This is strange... I'm using 5m input data and get the following output:

              Starting Portfolio Value: 1000.00
              second
              2017-02-28 23:59:59.999989, Input: 1.0617
              2017-02-28 23:59:59.999989, Input2: 1.0617
              2017-02-28 23:59:59.999989, SELL CREATE, 1.06170
              2017-02-28 23:59:59.999989, Input: 1.06199
              2017-02-28 23:59:59.999989, Input: 1.06049
              2017-02-28 23:59:59.999989, Input: 1.06105
              2017-02-28 23:59:59.999989, Input: 1.06253
              2017-02-28 23:59:59.999989, Input: 1.0626
              2017-02-28 23:59:59.999989, Input: 1.06185
              2017-02-28 23:59:59.999989, Input: 1.06193
              2017-02-28 23:59:59.999989, Input: 1.06164
              2017-02-28 23:59:59.999989, Input: 1.06165
              2017-02-28 23:59:59.999989, Input: 1.06155
              2017-02-28 23:59:59.999989, Input: 1.06154
              2017-02-28 23:59:59.999989, Input: 1.06144
              2017-02-28 23:59:59.999989, Input: 1.06144
              2017-02-28 23:59:59.999989, Input: 1.06197
              2017-02-28 23:59:59.999989, Input: 1.06229
              2017-02-28 23:59:59.999989, Input: 1.06171
              2017-02-28 23:59:59.999989, Input: 1.06152
              2017-02-28 23:59:59.999989, Input: 1.06142
              2017-02-28 23:59:59.999989, Input: 1.06164
              2017-02-28 23:59:59.999989, Input: 1.06224
              2017-02-28 23:59:59.999989, Input: 1.06225
              2017-02-28 23:59:59.999989, Input: 1.06194
              2017-02-28 23:59:59.999989, Input: 1.06179
              2017-02-28 23:59:59.999989, Input: 1.06174
              2017-02-28 23:59:59.999989, Input: 1.06149
              2017-02-28 23:59:59.999989, Input: 1.06113
              2017-02-28 23:59:59.999989, Input: 1.06061
              2017-02-28 23:59:59.999989, Input: 1.06071
              2017-02-28 23:59:59.999989, Input: 1.06088
              2017-02-28 23:59:59.999989, Input: 1.06071
              2017-02-28 23:59:59.999989, Input: 1.06076
              2017-02-28 23:59:59.999989, Input: 1.06065
              2017-02-28 23:59:59.999989, Input: 1.06073
              2017-02-28 23:59:59.999989, Input: 1.06103
              2017-02-28 23:59:59.999989, Input: 1.06045
              2017-02-28 23:59:59.999989, Input: 1.06041
              2017-02-28 23:59:59.999989, Input: 1.0606
              2017-02-28 23:59:59.999989, Input: 1.06036
              2017-02-28 23:59:59.999989, Input: 1.05991
              2017-02-28 23:59:59.999989, Input: 1.06013
              2017-02-28 23:59:59.999989, Input: 1.05985
              2017-02-28 23:59:59.999989, Input: 1.05987
              2017-02-28 23:59:59.999989, Input: 1.06015
              2017-02-28 23:59:59.999989, Input: 1.06029
              2017-02-28 23:59:59.999989, Input: 1.06035
              2017-02-28 23:59:59.999989, Input: 1.06005
              2017-02-28 23:59:59.999989, Input: 1.05973
              2017-02-28 23:59:59.999989, Input: 1.05965
              2017-02-28 23:59:59.999989, Input: 1.05967
              2017-02-28 23:59:59.999989, Input: 1.05943
              2017-02-28 23:59:59.999989, Input: 1.05955
              2017-02-28 23:59:59.999989, Input: 1.05918
              2017-02-28 23:59:59.999989, Input: 1.05928
              2017-02-28 23:59:59.999989, Input: 1.05951
              2017-02-28 23:59:59.999989, Input: 1.05957
              2017-02-28 23:59:59.999989, Input: 1.05976
              2017-02-28 23:59:59.999989, Input: 1.05929
              2017-02-28 23:59:59.999989, Input: 1.0589
              2017-02-28 23:59:59.999989, Input: 1.05892
              2017-02-28 23:59:59.999989, Input: 1.05911
              2017-02-28 23:59:59.999989, Input: 1.05944
              2017-02-28 23:59:59.999989, Input: 1.05918
              2017-02-28 23:59:59.999989, Input: 1.05938
              2017-02-28 23:59:59.999989, Input: 1.05944
              2017-02-28 23:59:59.999989, Input: 1.05824
              2017-02-28 23:59:59.999989, Input: 1.05803
              2017-02-28 23:59:59.999989, Input: 1.05804
              2017-02-28 23:59:59.999989, Input: 1.05776
              2017-02-28 23:59:59.999989, Input: 1.05759
              2017-02-28 23:59:59.999989, Input: 1.0572
              2017-02-28 23:59:59.999989, Input: 1.05757
              2017-02-28 23:59:59.999989, Input: 1.0577
              2017-02-28 23:59:59.999989, Input: 1.0576
              2017-02-28 23:59:59.999989, Input: 1.05808
              2017-02-28 23:59:59.999989, Input: 1.05777
              2017-02-28 23:59:59.999989, Input: 1.05757
              2017-02-28 23:59:59.999989, Input: 1.0574
              2017-02-28 23:59:59.999989, Input: 1.05753
              2017-02-28 23:59:59.999989, Input: 1.05767
              2017-02-28 23:59:59.999989, Input: 1.05749
              2017-02-28 23:59:59.999989, Input: 1.05727
              2017-02-28 23:59:59.999989, Input: 1.0572
              2017-02-28 23:59:59.999989, Input: 1.05718
              2017-02-28 23:59:59.999989, Input: 1.05699
              2017-02-28 23:59:59.999989, Input: 1.05706
              2017-02-28 23:59:59.999989, Input: 1.05726
              2017-02-28 23:59:59.999989, Input: 1.05726
              2017-02-28 23:59:59.999989, Input: 1.05725
              2017-03-01 23:59:59.999989, SELL EXECUTED, Price: 1.05724, Cost: -10.57240, Comm 0.00
              2017-03-01 23:59:59.999989, Input: 1.05746
              2017-03-01 23:59:59.999989, Input2: 1.05746
              2017-03-01 23:59:59.999989, BUY CREATE, 1.05746
              2017-03-01 23:59:59.999989, Input: 1.05735
              2017-03-01 23:59:59.999989, Input: 1.05748
              2017-03-01 23:59:59.999989, Input: 1.05726
              2017-03-01 23:59:59.999989, Input: 1.05725
              2017-03-01 23:59:59.999989, Input: 1.05688
              2017-03-01 23:59:59.999989, Input: 1.05698
              2017-03-01 23:59:59.999989, Input: 1.05713
              2017-03-01 23:59:59.999989, Input: 1.05708
              2017-03-01 23:59:59.999989, Input: 1.05684
              2017-03-01 23:59:59.999989, Input: 1.0567
              2017-03-01 23:59:59.999989, Input: 1.05688
              2017-03-01 23:59:59.999989, Input: 1.05653
              2017-03-01 23:59:59.999989, Input: 1.05649
              2017-03-01 23:59:59.999989, Input: 1.05643
              2017-03-01 23:59:59.999989, Input: 1.05653
              2017-03-01 23:59:59.999989, Input: 1.0564
              2017-03-01 23:59:59.999989, Input: 1.05643
              2017-03-01 23:59:59.999989, Input: 1.05615
              2017-03-01 23:59:59.999989, Input: 1.05611
              2017-03-01 23:59:59.999989, Input: 1.05605
              2017-03-01 23:59:59.999989, Input: 1.05605
              2017-03-01 23:59:59.999989, Input: 1.05618
              2017-03-01 23:59:59.999989, Input: 1.05623
              2017-03-01 23:59:59.999989, Input: 1.05589
              2017-03-01 23:59:59.999989, Input: 1.05604
              2017-03-01 23:59:59.999989, Input: 1.05586
              2017-03-01 23:59:59.999989, Input: 1.05557
              2017-03-01 23:59:59.999989, Input: 1.05584
              2017-03-01 23:59:59.999989, Input: 1.05584
              2017-03-01 23:59:59.999989, Input: 1.05605
              2017-03-01 23:59:59.999989, Input: 1.05654
              2017-03-01 23:59:59.999989, Input: 1.05643
              2017-03-01 23:59:59.999989, Input: 1.05639
              2017-03-01 23:59:59.999989, Input: 1.05653
              2017-03-01 23:59:59.999989, Input: 1.05718
              2017-03-01 23:59:59.999989, Input: 1.05758
              2017-03-01 23:59:59.999989, Input: 1.05722
              2017-03-01 23:59:59.999989, Input: 1.05651
              2017-03-01 23:59:59.999989, Input: 1.05694
              2017-03-01 23:59:59.999989, Input: 1.05867
              2017-03-01 23:59:59.999989, Input: 1.05795
              2017-03-01 23:59:59.999989, Input: 1.05772
              2017-03-01 23:59:59.999989, Input: 1.05818
              2017-03-01 23:59:59.999989, Input: 1.05799
              2017-03-01 23:59:59.999989, Input: 1.05843
              2017-03-01 23:59:59.999989, Input: 1.05803
              2017-03-01 23:59:59.999989, Input: 1.05789
              2017-03-01 23:59:59.999989, Input: 1.05748
              2017-03-01 23:59:59.999989, Input: 1.05674
              2017-03-01 23:59:59.999989, Input: 1.05634
              2017-03-01 23:59:59.999989, Input: 1.05625
              2017-03-01 23:59:59.999989, Input: 1.05664
              2017-03-01 23:59:59.999989, Input: 1.05628
              2017-03-01 23:59:59.999989, Input: 1.05644
              2017-03-01 23:59:59.999989, Input: 1.05587
              2017-03-01 23:59:59.999989, Input: 1.05593
              2017-03-01 23:59:59.999989, Input: 1.05556
              2017-03-01 23:59:59.999989, Input: 1.05557
              2017-03-01 23:59:59.999989, Input: 1.05589
              2017-03-01 23:59:59.999989, Input: 1.05592
              2017-03-01 23:59:59.999989, Input: 1.05588
              2017-03-01 23:59:59.999989, Input: 1.05569
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              2017-03-01 23:59:59.999989, Input: 1.05548
              2017-03-01 23:59:59.999989, Input: 1.05513
              2017-03-01 23:59:59.999989, Input: 1.05521
              2017-03-01 23:59:59.999989, Input: 1.05518
              2017-03-01 23:59:59.999989, Input: 1.05513
              2017-03-01 23:59:59.999989, Input: 1.05513
              2017-03-01 23:59:59.999989, Input: 1.05521
              2017-03-01 23:59:59.999989, Input: 1.0553
              2017-03-01 23:59:59.999989, Input: 1.05523
              2017-03-01 23:59:59.999989, Input: 1.05525
              2017-03-01 23:59:59.999989, Input: 1.05519
              2017-03-01 23:59:59.999989, Input: 1.05517
              2017-03-01 23:59:59.999989, Input: 1.05518
              2017-03-01 23:59:59.999989, Input: 1.05553
              2017-03-01 23:59:59.999989, Input: 1.05549
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              2017-03-01 23:59:59.999989, Input: 1.05539
              2017-03-01 23:59:59.999989, Input: 1.05549
              2017-03-01 23:59:59.999989, Input: 1.05552
              2017-03-01 23:59:59.999989, Input: 1.05553
              2017-03-01 23:59:59.999989, Input: 1.05567
              2017-03-01 23:59:59.999989, Input: 1.05562
              2017-03-01 23:59:59.999989, Input: 1.05584
              2017-03-01 23:59:59.999989, Input: 1.05568
              2017-03-01 23:59:59.999989, Input: 1.05562
              2017-03-01 23:59:59.999989, Input: 1.05562
              2017-03-01 23:59:59.999989, Input: 1.05543
              2017-03-01 23:59:59.999989, Input: 1.05554
              2017-03-01 23:59:59.999989, Input: 1.05567
              2017-03-01 23:59:59.999989, Input: 1.0558
              2017-03-01 23:59:59.999989, Input: 1.05574
              2017-03-01 23:59:59.999989, Input: 1.05439
              2017-03-01 23:59:59.999989, Input: 1.05406
              2017-03-01 23:59:59.999989, Input: 1.05421
              2017-03-01 23:59:59.999989, Input: 1.05395
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              2017-03-01 23:59:59.999989, Input: 1.05446
              2017-03-01 23:59:59.999989, Input: 1.05441
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              2017-03-01 23:59:59.999989, Input: 1.05383
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              2017-03-01 23:59:59.999989, Input: 1.05505
              2017-03-02 23:59:59.999989, BUY EXECUTED, Price: 1.05500, Cost: -10.57240, Comm 0.00
              2017-03-02 23:59:59.999989, BUY EXECUTED, Price: 1.05500, Cost: 10.55000, Comm 0.00
              2017-03-02 23:59:59.999989, OPERATION PROFIT, GROSS 0.02, NET 0.02
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              2017-03-02 23:59:59.999989, SELL CREATE, 1.05455
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              2017-03-02 23:59:59.999989, Input: 1.05259
              2017-03-02 23:59:59.999989, Input: 1.05264
              2017-03-02 23:59:59.999989, Input: 1.0526
              2017-03-02 23:59:59.999989, Input: 1.05255
              2017-03-02 23:59:59.999989, Input: 1.05306
              2017-03-02 23:59:59.999989, Input: 1.05294
              2017-03-02 23:59:59.999989, Input: 1.05305
              2017-03-02 23:59:59.999989, Input: 1.05305
              2017-03-02 23:59:59.999989, Input: 1.05324
              2017-03-02 23:59:59.999989, Input: 1.05357
              2017-03-02 23:59:59.999989, Input: 1.05337
              2017-03-02 23:59:59.999989, Input: 1.05341
              2017-03-02 23:59:59.999989, Input: 1.05392
              2017-03-02 23:59:59.999989, Input: 1.05409
              2017-03-02 23:59:59.999989, Input: 1.05386
              2017-03-02 23:59:59.999989, Input: 1.05374
              2017-03-02 23:59:59.999989, Input: 1.05353
              2017-03-02 23:59:59.999989, Input: 1.05359
              2017-03-02 23:59:59.999989, Input: 1.0535
              2017-03-02 23:59:59.999989, Input: 1.05352
              2017-03-02 23:59:59.999989, Input: 1.05388
              2017-03-02 23:59:59.999989, Input: 1.05443
              2017-03-02 23:59:59.999989, Input: 1.05441
              2017-03-02 23:59:59.999989, Input: 1.0542
              2017-03-02 23:59:59.999989, Input: 1.05421
              2017-03-02 23:59:59.999989, Input: 1.05415
              2017-03-02 23:59:59.999989, Input: 1.05415
              2017-03-02 23:59:59.999989, Input: 1.05383
              2017-03-02 23:59:59.999989, Input: 1.05348
              2017-03-02 23:59:59.999989, Input: 1.05334
              2017-03-02 23:59:59.999989, Input: 1.05334
              2017-03-02 23:59:59.999989, Input: 1.0528
              2017-03-02 23:59:59.999989, Input: 1.05242
              2017-03-02 23:59:59.999989, Input: 1.05257
              2017-03-02 23:59:59.999989, Input: 1.05269
              2017-03-02 23:59:59.999989, Input: 1.05314
              2017-03-02 23:59:59.999989, Input: 1.05254
              2017-03-02 23:59:59.999989, Input: 1.05285
              2017-03-02 23:59:59.999989, Input: 1.05309
              2017-03-02 23:59:59.999989, Input: 1.05273
              2017-03-02 23:59:59.999989, Input: 1.05239
              2017-03-02 23:59:59.999989, Input: 1.05299
              2017-03-02 23:59:59.999989, Input: 1.05273
              2017-03-02 23:59:59.999989, Input: 1.05285
              2017-03-02 23:59:59.999989, Input: 1.05308
              2017-03-02 23:59:59.999989, Input: 1.05328
              2017-03-02 23:59:59.999989, Input: 1.05314
              2017-03-02 23:59:59.999989, Input: 1.05307
              2017-03-02 23:59:59.999989, Input: 1.05273
              2017-03-02 23:59:59.999989, Input: 1.05258
              2017-03-02 23:59:59.999989, Input: 1.05242
              2017-03-02 23:59:59.999989, Input: 1.05228
              2017-03-02 23:59:59.999989, Input: 1.05251
              2017-03-02 23:59:59.999989, Input: 1.05241
              2017-03-02 23:59:59.999989, Input: 1.05282
              2017-03-02 23:59:59.999989, Input: 1.05284
              2017-03-02 23:59:59.999989, Input: 1.05288
              2017-03-02 23:59:59.999989, Input: 1.05226
              2017-03-02 23:59:59.999989, Input: 1.05234
              2017-03-02 23:59:59.999989, Input: 1.05232
              2017-03-02 23:59:59.999989, Input: 1.05222
              2017-03-02 23:59:59.999989, Input: 1.05192
              2017-03-02 23:59:59.999989, Input: 1.05165
              2017-03-02 23:59:59.999989, Input: 1.05109
              2017-03-02 23:59:59.999989, Input: 1.05086
              2017-03-02 23:59:59.999989, Input: 1.05126
              2017-03-02 23:59:59.999989, Input: 1.05113
              2017-03-02 23:59:59.999989, Input: 1.05116
              2017-03-02 23:59:59.999989, Input: 1.05156
              2017-03-02 23:59:59.999989, Input: 1.05172
              2017-03-02 23:59:59.999989, Input: 1.0518
              2017-03-02 23:59:59.999989, Input: 1.05198
              2017-03-02 23:59:59.999989, Input: 1.05194
              2017-03-02 23:59:59.999989, Input: 1.05163
              2017-03-02 23:59:59.999989, Input: 1.05128
              2017-03-02 23:59:59.999989, Input: 1.05142
              2017-03-02 23:59:59.999989, Input: 1.05157
              2017-03-02 23:59:59.999989, Input: 1.05158
              2017-03-02 23:59:59.999989, Input: 1.05163
              2017-03-02 23:59:59.999989, Input: 1.05111
              2017-03-02 23:59:59.999989, Input: 1.0511
              2017-03-02 23:59:59.999989, Input: 1.05146
              2017-03-02 23:59:59.999989, Input: 1.05158
              2017-03-02 23:59:59.999989, Input: 1.05143
              2017-03-02 23:59:59.999989, Input: 1.05137
              2017-03-02 23:59:59.999989, Input: 1.0507
              2017-03-02 23:59:59.999989, Input: 1.05026
              2017-03-02 23:59:59.999989, Input: 1.05029
              2017-03-02 23:59:59.999989, Input: 1.05019
              2017-03-02 23:59:59.999989, Input: 1.05035
              2017-03-02 23:59:59.999989, Input: 1.04997
              2017-03-02 23:59:59.999989, Input: 1.05086
              2017-03-02 23:59:59.999989, Input: 1.05075
              2017-03-02 23:59:59.999989, Input: 1.0508
              2017-03-02 23:59:59.999989, Input: 1.05043
              2017-03-02 23:59:59.999989, Input: 1.05067
              2017-03-02 23:59:59.999989, Input: 1.05047
              2017-03-02 23:59:59.999989, Input: 1.05086
              2017-03-02 23:59:59.999989, Input: 1.0511
              2017-03-02 23:59:59.999989, Input: 1.05158
              2017-03-02 23:59:59.999989, Input: 1.05129
              2017-03-02 23:59:59.999989, Input: 1.05149
              2017-03-02 23:59:59.999989, Input: 1.0512
              2017-03-02 23:59:59.999989, Input: 1.05137
              2017-03-02 23:59:59.999989, Input: 1.05192
              2017-03-02 23:59:59.999989, Input: 1.05194
              2017-03-02 23:59:59.999989, Input: 1.05232
              2017-03-02 23:59:59.999989, Input: 1.05202
              2017-03-02 23:59:59.999989, Input: 1.05244
              2017-03-02 23:59:59.999989, Input: 1.05243
              2017-03-02 23:59:59.999989, Input: 1.05249
              2017-03-02 23:59:59.999989, Input: 1.05228
              2017-03-02 23:59:59.999989, Input: 1.05248
              2017-03-02 23:59:59.999989, Input: 1.05231
              2017-03-02 23:59:59.999989, Input: 1.05202
              2017-03-02 23:59:59.999989, Input: 1.05207
              2017-03-02 23:59:59.999989, Input: 1.05177
              2017-03-02 23:59:59.999989, Input: 1.05153
              2017-03-02 23:59:59.999989, Input: 1.05147
              2017-03-02 23:59:59.999989, Input: 1.05131
              2017-03-02 23:59:59.999989, Input: 1.05135
              2017-03-02 23:59:59.999989, Input: 1.05162
              2017-03-02 23:59:59.999989, Input: 1.05122
              2017-03-02 23:59:59.999989, Input: 1.05108
              2017-03-02 23:59:59.999989, Input: 1.05105
              2017-03-02 23:59:59.999989, Input: 1.05081
              2017-03-02 23:59:59.999989, Input: 1.05089
              2017-03-02 23:59:59.999989, Input: 1.05097
              2017-03-02 23:59:59.999989, Input: 1.05077
              2017-03-02 23:59:59.999989, Input: 1.05072
              2017-03-02 23:59:59.999989, Input: 1.05074
              2017-03-02 23:59:59.999989, Input: 1.05051
              2017-03-02 23:59:59.999989, Input: 1.05058
              2017-03-02 23:59:59.999989, Input: 1.05062
              2017-03-02 23:59:59.999989, Input: 1.05037
              2017-03-02 23:59:59.999989, Input: 1.05036
              2017-03-02 23:59:59.999989, Input: 1.05084
              2017-03-02 23:59:59.999989, Input: 1.05079
              2017-03-02 23:59:59.999989, Input: 1.05082
              2017-03-02 23:59:59.999989, Input: 1.05037
              2017-03-02 23:59:59.999989, Input: 1.05033
              2017-03-02 23:59:59.999989, Input: 1.05031
              2017-03-02 23:59:59.999989, Input: 1.05011
              2017-03-02 23:59:59.999989, Input: 1.05032
              2017-03-02 23:59:59.999989, Input: 1.05048
              2017-03-02 23:59:59.999989, Input: 1.05033
              2017-03-02 23:59:59.999989, Input: 1.04988
              2017-03-02 23:59:59.999989, Input: 1.04983
              2017-03-02 23:59:59.999989, Input: 1.04984
              2017-03-02 23:59:59.999989, Input: 1.0497
              2017-03-02 23:59:59.999989, Input: 1.04958
              2017-03-02 23:59:59.999989, Input: 1.04974
              2017-03-02 23:59:59.999989, Input: 1.04987
              2017-03-02 23:59:59.999989, Input: 1.04989
              2017-03-02 23:59:59.999989, Input: 1.04977
              2017-03-02 23:59:59.999989, Input: 1.05005
              2017-03-02 23:59:59.999989, Input: 1.05008
              2017-03-02 23:59:59.999989, Input: 1.05038
              2017-03-02 23:59:59.999989, Input: 1.05019
              2017-03-02 23:59:59.999989, Input: 1.05049
              2017-03-02 23:59:59.999989, Input: 1.05064
              2017-03-02 23:59:59.999989, Input: 1.05034
              2017-03-02 23:59:59.999989, Input: 1.05038
              2017-03-02 23:59:59.999989, Input: 1.05052
              2017-03-02 23:59:59.999989, Input: 1.05059
              2017-03-02 23:59:59.999989, Input: 1.05063
              2017-03-02 23:59:59.999989, Input: 1.05087
              2017-03-02 23:59:59.999989, Input: 1.05066
              2017-03-02 23:59:59.999989, Input: 1.05068
              2017-03-02 23:59:59.999989, Input: 1.05064
              2017-03-02 23:59:59.999989, Input: 1.05082
              2017-03-02 23:59:59.999989, Input: 1.05075
              2017-03-02 23:59:59.999989, Input: 1.05059
              2017-03-02 23:59:59.999989, Input: 1.05057
              2017-03-02 23:59:59.999989, Input: 1.05051
              2017-03-02 23:59:59.999989, Input: 1.05051
              2017-03-02 23:59:59.999989, Input: 1.05062
              2017-03-02 23:59:59.999989, Input: 1.05063
              2017-03-02 23:59:59.999989, Input: 1.05065
              2017-03-02 23:59:59.999989, Input: 1.05068
              2017-03-02 23:59:59.999989, Input: 1.05059
              2017-03-02 23:59:59.999989, Input: 1.05015
              2017-03-02 23:59:59.999989, Input: 1.0505
              2017-03-02 23:59:59.999989, Input: 1.05055
              2017-03-02 23:59:59.999989, Input: 1.05062
              2017-03-02 23:59:59.999989, Input: 1.05064
              2017-03-02 23:59:59.999989, Input: 1.05083
              2017-03-02 23:59:59.999989, Input: 1.05053
              2017-03-02 23:59:59.999989, Input: 1.05055
              2017-03-02 23:59:59.999989, Input: 1.05071
              2017-03-02 23:59:59.999989, Input: 1.05081
              2017-03-02 23:59:59.999989, Input: 1.05066
              2017-03-02 23:59:59.999989, Input: 1.05062
              2017-03-03 23:59:59.999989, SELL EXECUTED, Price: 1.05060, Cost: 10.55000, Comm 0.00
              2017-03-03 23:59:59.999989, SELL EXECUTED, Price: 1.05060, Cost: -10.50600, Comm 0.00
              2017-03-03 23:59:59.999989, OPERATION PROFIT, GROSS -0.04, NET -0.04
              2017-03-03 23:59:59.999989, Input: 1.0505
              2017-03-03 23:59:59.999989, Input2: 1.0505
              2017-03-03 23:59:59.999989, Input: 1.0506
              

              I'm just confused. Thx for looking into it.

              A 1 Reply Last reply Reply Quote 0
              • A
                ab_trader @kolten last edited by

                @kolten looks like you have orders executed on the the daily timeframe. I am not a pro in intraday exercises, but timestamps in the output look weird - the same time for each bar. It seems to me that data import was done incorrectly. Probably you need to specify timeframe parameter for data feed.

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                K 1 Reply Last reply Reply Quote 1
                • K
                  kolten @ab_trader last edited by

                  @ab_trader Thx, I did not realize the default timeformat was days. When I changed it to minutes it works as expected.

                  1 Reply Last reply Reply Quote 0
                  • K
                    kolten @ab_trader last edited by

                    @ab_trader said in How do I handle order execution time:

                    > 2015-10-16 23:59:59.999989, BUY CREATE, 203.27000
                    > 2015-10-19 23:59:59.999989, BUY EXECUTED, Price: 202.50000, Cost: 2025.00000, Comm 0.00
                    

                    Is the notification about "executed" not asynchronous? In the output data there seams to be 3 day difference on when the order was issued and when it was executed, also there is a large change in price between these to points in time?

                    K 1 Reply Last reply Reply Quote 0
                    • K
                      kolten @kolten last edited by

                      @kolten Ok now I see, it was a weekend and it opened at the price.

                      1 Reply Last reply Reply Quote 0
                      • B
                        backtrader administrators last edited by

                        The default for notifications are accumulated and delivered before next is called. They are not delayed in any case with regards to what you see.

                        The design was so chosen to keep things in a straight line and users not having to care about asynchronous or threaded events.

                        In the most recent versions you can change that behavior if you wish by passing quicknotify=True to cerebro.

                        See Docs - Cerebro

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