Does 'preload' have to be set as 'False' while bt running in live-trading mode?

kev

What are the merits for one another: 'preload' and not 'preload'?

And does 'preload' have to be set as 'False' if we want bt to run in live-trading mode?

Paska Houso

You cannot have both live trading and data preloading, because the data isn't there yet to be preloaded.

A quick google query took to the Cerebro documentation: https://www.backtrader.com/docu/cerebro.html

From the top of the reference of the class:

preload (default: True)

Whether to preload the different data feeds passed to cerebro for the Strategies

runonce (default: True)

Run Indicators in vectorized mode to speed up the entire system. Strategies and Observers will always be run on an event based basis

live (default: False)

If no data has reported itself as live (via the data’s islive method but the end user still want to run in live mode, this parameter can be set to true

This will simultaneously deactivate preload and runonce. It will have no effect on memory saving schemes.

Run Indicators in vectorized mode to speed up the entire system. Strategies and Observers will always be run on an event based basis

kev

@Paska-Houso Many thanks! I'm still at sea with the internals of backtrader, does it provide a method to get our current holdings (i.e. a list containing all the stocks we are now holding) ?

Paska Houso

Not to by knowledge. But you have self.datas and self.getposition(data=None)

A simple comprehension should do it:

d_with_pos = [d for d in self.datas if self.getposition(d)]

Paska Houso

@Paska-Houso said in Does 'preload' have to be set as 'False' while bt running in live-trading mode?:

Not to by knowledge. But you have self.datas and self.getposition

A simple comprehension should do it:
d_with_pos = [d for d in self.datas if self.getposition(d)]

From the docs: https://www.backtrader.com/docu/strategy.html