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Backtrader & OANDA



  • Hi,
    I am trying to use the OANDA data feed to run a minimal example.

    First of all I have noticed that the documentation make you install oandapy, which seems to be the old version of the Oanda API. I am wondering if backtrader can also work with the V20 new APIs of OANDA or not.

    Anyway I tried running a simple example but it seems that my strategy is just not being called and no operations are performed:

    cerebro = bt.Cerebro(optreturn=False)
    
    cerebro.addstrategy(BollingerBounce)
    oandastore = bt.stores.OandaStore(token=oanda_access_token, account=acc, practice=True)
    data = oandastore.getdata(dataname='EUR_USD',
                               compression=1,
                               backfill=False,
                               #fromdate=datetime.datetime(2017, 3, 1),
                               #todate=datetime.datetime(2017, 12, 31),
                               qcheck=0.5,
                               timeframe=bt.TimeFrame.Minutes,
                               backfill_start=False,
                               historical=False)
    
    
    # Add the Data Feed to Cerebro
    cerebro.adddata(data)
    
    cerebro.broker.setcash(10000.0)
    
    # Add a FixedSize sizer according to the stake
    cerebro.addsizer(bt.sizers.FixedSize, stake=10)
    
    cerebro.broker.setcommission(commission=0.001)
    
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    
    opt_run=cerebro.run()
    
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
    

    Any pointer to help me out?


  • administrators

    v20 is not supported currently. Your example cannot work.



  • Any chance this is going to change in the near future? Is there interest in supporting the new version of OANDA?



  • @ftomassetti said in Backtrader & OANDA:

    Any chance this is going to change in the near future? Is there interest in supporting the new version of OANDA?

    Hi @ftomassetti

    Working on getting IB up and running, after which, will focus on Oanda V20 working



  • From reading part of the Algotopain white-paper it looks like V20 is intended to be supported in the future. Q1 2019.

    https://www.algotopian.com/whitepaper/content.html#roadmap



  • @thatblokedave

    Unfortunately that is 1 year too late! My goal is to get it working by the end of March - might be a bit ambitious however.



  • We have started a project to explore combining Oanda-V20 and backtrader. If some is willing to join us, he/she is welcome. Of course if later we can contribute our code back to backtrader we would be happy to.

    The repository is currently here: https://github.com/ftomassetti/backtrader-oandav20