idea

robomotic

Hello, the commands will be pause/resume trading whereby the strategy will keep resampling the live data but if it receives a pause command it will not place any trading orders (to the broker), once it receives a resume command it will keep placing orders as before.

Delaying the feed data will be a problem as you are suggesting so I don't think is a good option to follow.

Hmm what if we have support for a message broker like RabbitMQ whose queue will act as an additional "command" data source and add a method to Strategy called notify_status() that will be called each time there is a new message in the queue (that can be pause/resume), then the Strategy can set an internal state that will know whether to put orders or not.

Curtis Miller

I don't know how the live trading logic works with backtrader but this logic might need to be handled not by backtrader but by other Python functionality or at the OS level.

backtrader

@robomotic said in idea:

Hello, the commands will be pause/resume trading whereby the strategy will keep resampling the live data but if it receives a pause command it will not place any trading orders (to the broker), once it receives a resume command it will keep placing orders as before.

Isn't that handled just by having a bool in your code which decides if an order will be sent to the broker or not?

@robomotic said in idea:

Hmm what if we have support for a message broker like RabbitMQ whose queue will act as an additional "command" data source and add a method to Strategy called notify_status()

Same as above. Upon entering next you can pull a command, message, value (you name it) from anything and be the source for the bool above which decides if an order is a trading signal will send an order to the broker or not.

A very generic approach is to pass a callable to the strategy, to fully isolate even your code from the actual details.

class Strategy(bt.Strategy):
    params = (
        ...  # other params here
        ('msgpull', None),
    )

    def next(self):
        cantrade = True
        if self.p.msgpull is not None:
            cantrade = self.p.msgpull()  # or self.p.msgpull(self) to grant full strategy access to the callable

        ....  # some other things

        if mybuysignal and cantrade:
            self.buy()