Live Data Feed time steps

Kjiessar

Hi,

I'm using ccxtbt or my own fork of it ccxtbt-fork.

My issue is, that my strategy assumes time slices of a minute and the strategy produces slices of around 10 seconds (could be unrelated and based on runtime [debugging therfore slow]).

    data = store.getdata(dataname=symbol, name=symbol,
                            timeframe=bt.TimeFrame.Minutes, 
                            compression=1, ohlcv_limit=70 )

Thats how i create the feed. I changed code in the broker (fixed bugs with order handling). But don't think I changed anything regarding the handling of the time.

I just reinstalled the original version to check if I messed up but couldn't find any difference.

So my expected behaviour is, that my Strategy is called once a Minute.
Am I expecting somthing on wrong assumption? ( Don't think so, why choose timeframe and compression if not used)

Any idea where to start to look? Is that a bug or just missing feature not yet implemented in bt-ccxt-store?

Kjiessar

@kjiessar
Its a bit embarassing to say but I found the issue

    data = store.getdata(dataname=symbol, name=symbol,
                            timeframe=bt.TimeFrame.Minutes, 
                            compression=1, ohlcv_limit=70 )
#fromDate is missing

I had the parameter but with the wrong name, becuase of all the dynamic handling of the parameters, no error was raised.

Sorry for the trouble.