Topics created by Alicc

Backtrader uses the floating point datetime representation internally, both for line series (data feeds, indicators and so on) and orders.

This is similar to the way the datetime is used in matplotlib. See https://matplotlib.org/_modules/matplotlib/dates.html for more info.

The float based datetime could be easily converted to python datetime by using num2date() function (see dateintern.py module). Alternatively for data feeds, one may use the data.num2date() to directly get the python datetime for current data feed bar.

@backtrader I think it's more convenient for me to put the lines into data, because what I am testing is option. I have several option hot contracts of current month and next month with different strikes from 2015-2019 in 1 minute freq. It's time consuming to compute greeks and iv every minute when testing, especially when I need to test different strategy parameters. And there are other statistics like strike price and put/call type. So I first compute all the statistics. Anyway, Can I directly put the statistics already computed into indicators. If not , how could I resample these statistic, just keep the last one . the followings are my lines, thanks 0_1562060663489_QQ截图20190702174403.png

Your problem it's called "survivorship bias".

And the reason for not getting into next is that next is a method in which all buffers are guaranteed to deliver data.

There are several entries in the community discussing this, but there is a recent article which touches, amongst others, the topic