3. Small problem when trading with a lot of different length datas
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Small problem when trading with a lot of different length datas

  • M

    I came into a problem while trading a lot of different length data. I am using MomentumOscilator, with a period as a parameter. I am trading big number of different datas, which have different lengths, so sometimes it happens that len(datas[i]) < period for some datas. Currently, I am just filtering the data in the init method, because MomentumOscilator code is throwing an exception while it is instantiating the data. When I checked the code, it actually seems like really simple change to fix this, in backtrader.linebuffer._once method:

            self.preonce(0, self._minperiod - 1)
        self.oncestart(self._minperiod - 1, self._minperiod)
        self.once(self._minperiod, self.buflen())

    could be changed to:

            self.preonce(0, self._minperiod - 1)
        self.oncestart(self._minperiod - 1, min(self.buflen(), self._minperiod))
        self.once(self._minperiod, self.buflen())
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    C
     1 Reply
  • C

    @mpskowron May be that this helps: https://www.backtrader.com/docu/mixing-timeframes/indicators-mixing-timeframes.html

    I'm not sure if it is applicable also to length datas, but it is designed for timeframes of different length

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