Please repeat: "backtrader doesn't repeat days". Repeat again: "backtrader doesn't repeat days"

You haven't thought this through

• You have multiple data feeds and they don't deliver data with the same timestamps
• Which means the data are not synchronized and move differently

Consider this scenario and try to answer the question (a lot more useful, imho, than looking into the source code)

• Data feeds d1 and d2 give you data for time t
• d1 delivers then data for time t + 1
• d2 delivers then data for time t + 2

It should be obvious that

• data for time t can be presented simultaneously for d1 and d2
• data for time t + 1 can be updated for d1

The question

• What is your expectation at time t + 1 for data d2? Because as presented above, d2 will first have new data at time t + 2

Now read:

• Docs - Platform Concepts and consider the section "Lines - len"

After answering the question and reading the docs, the following will probably be obvious:

• Create an array during __init__ or start with a 0 for each of the data feeds: for example self.dl = [0] * len(self.datas)
• Create a temporary equivalent on entry to next with actual lens: dl = [len(d) for d in self.datas]
• Check which ones have actually changed: dlnew = [x - y for x, y in zip(dl, self.dl)]
• Get the indices to it: dlidx = [i for i, x in enumerate(dlnew) if x]
• Keep actual lenghts: self.dl = dl

Now dlidx contains the indices to the data feeds which have changed. since the last call to next

Information provided

@גיל-ספיר said in next function is not being called every day:

print(self.datas[0].datetime.date(0))

Possible diagnostic: ...

The existing broker doesn't implement that functionality.

Store the orders when notified in your own non-volatile (database, file, ...) and retrieve them as needed.

@momentum said in params values:

Depending on they way I try to get the coc value, sometimes I get the actual value and other the default value.

That's not accurate. You always get the same value using the same method. There is not "sometimes".

@momentum said in params values:

self.broker.params.coc, params_dict['coc'], self.broker.params._get('coc'))

Only the 1st one is the right one. The other are undocumented methods, to get the actual declared, active values.

• Docs - Parameters - Section Parameters

There are additional methods with proper names (which were not expected to be used and are also only in the source code) which will specifically give you the defaults or not.

The existence of a position (regardless of direction) is the opposite of pos == 0 and that's not > 0. The opposite is not pos or the (theoretically) less recommended pos != 0

@no1uknow said in Novice at python:

Errors:
To many positional arguements for constuctor call pylint line 8,41
Unexpected keyword fromdate
Unexpected keyword todate
Undefined variable SMACross

Those aren't errors. That's pylint

Do you have any actual error?

@algoguy235 said in Filter on Replaydata:

Is this possible?

Give it a try!

If you issue it several times in a row before the broker has had a chance to close a position, of course.

Create a commission derived scheme which takes the corresponding data feed as an extra parameter. Use the data feed when called to get a timestamp.

tstamp = self.data.datetime.datetime()

@roony16 said in Creating a Long/Short/Exit Strategy?:

I see the self. position.size > 0 but need something more like self.position = long.

• > 0 is long (you have taken)
• == 0 is no position
• < 0 is short (you have given)

Or, what are you expecting?

Note:
Please format your code (see the top of the forum). Paying attention to detail is what will make an algotrader ... a good one.