Base and quote currencies

Benoît Zuber

I want to use multiple live data feeds. All but one have BTC as quote currency(LTC/BTC, XRP/BTC, ADA/BTC, ...). The last data feed has BTC as a base currency (BTC/USDT). How can I let cerebro know that the last data pair has to be swapped ?

Does it actually matter? My understanding is that Backtrader is agnostic to such considerations insofar as calculations go.

Benoît Zuber

I think it does matter. In the context that I described above my cash currency is BTC. With BTC, I buy other cryptocurrencies, including USDT. All coins but USDT are listed in the BTC market. BTC is listed in the USDT market.
So instead of returning the price of 1 USDT in BTC (currently 0.00009557), the exchange API returns the price of 1 BTC in USDT (currently 10666).

What I mean is, why don't you just invert it yourself? You can also create an indicator that inverses it and use that as one of your lines (I think, not 100% sure on this).

backtrader

The best way seems to apply a filter to the data feed and invert the value.

With a filter you intercept each data point and deliver it changed.

They are easy to implement. See Docs - Filters

To double the closing price

class CloseDoubler(object):
    def __init__(self, data):
        pass

    def __call__(self, data):
        data.close[0] *= 2.0

@backtrader This looks like the right way.

Benoît Zuber

Thanks to both of you! This looks like exactly what I was looking for. I am going to try it out.