@xyshell said in cerebro.resample() introduces data in the future:

Note: 6219.15 is the close price of the 1h data at 2020-03-20 01:00:00, while 6219.15 is also the open price of the 1min data

No. There is no such thing as the closing price of the 1-hour data, because that data doesn't exist. Naming things properly does help.

Additionally the information you provide is wrong, which is confirmed by looking at your data.

Note for the other readers: for whatever the reason, this data defies all established standards and has the following format: CHLOVTimestamp

Your data indicates that

• 6219.15 is the closing price of the 1-min bar at 00:59:00, hence the last bar to go into the resampling for 1-hour between 00:00:00 and 00:59:00 (60 bars -if all are present-) which is first delivered to you as a resampled bar at 01:00:00
• 6219.15 is the opening price of the 1-min bar at 01:00:00

At 01:00:00 you have two bits of information available:

• The current 1-min bar for 01:00:00
• The 1-hour resampled data for the period 00:00:00 to 00:59:00

As expected.

@benjomeyer said in Timers:

        timername='selltimer',

Given how you pass it ... you could probably try this better

def notify_timer(self, timer, when, timername):
    if timername=='buytimer':
        self.buy_stocks()
    elif timername=='selltimer':
        self.sell_stocks()

given that you have no additional *args or **kwargs. But a more general approach I would suggest this

def notify_timer(self, timer, when, **kwargs):
    timername = kwargs.get('timername', None)
    if timername=='buytimer':
        self.buy_stocks()
    elif timername=='selltimer':
        self.sell_stocks()

where you can also decide if a default logic for None is needed.

Note: notice the usage of elif

@Kevin-Fu said in Building Sentiment Indicator class: TypeError: must be real number, not LineBuffer:

    def next(self):
        self.date = self.data.datetime
        date = bt.num2date(self.date[0]).date()
        prev_sentiment = self.sentiment
        if date in date_sentiment:
            self.sentiment = date_sentiment[date]
        self.lines.sentiment[0] = self.sentiment

In any case that's probably where the error happens. There is no definition of self.sentiment and the indicator understands you are looking for the line named sentiment. The problems

• Lack of variable initialization
• Conflicting naming

@Kevin-Fu said in Building Sentiment Indicator class: TypeError: must be real number, not LineBuffer:

Any input would be greatly appreciated

But you provide no input with regards to the error. Only

TypeError: must be real number, not LineBuffer

Python exceptions provided a stacktrace which points to the different line numbers in the stack ... allowing to trace the error to the origin point (and showing any potential intermediate conflict)

The error is only telling us that you are passing an object (a LineBuffer) there where a float should have been passed by you. But not where you are doing it ... which is in the stacktrace ...

@Kevin-Galkov said in DataCls does autoregister:

If I run the mementum/backtrader/samples/oandatest/oandatest.py , it complains:

In any, it does complay because you don't have the proper package installed, you have something for v20.

You have to use this:

• https://github.com/ftomassetti/backtrader-oandav20

The built-in module is only compatible with the old Oanda API.

And oandatest.py works with the old built-in module.

Timers go to notify_timer which receives the timer, when it is happening and any extra *args and **kwargs you may created the timer with. You can use any of the latter to differentiate timers.

Or you can simply use the timer id to associate different logic to each timer.

Docs - Timers

• https://pypi.org/project/bta-lib/
• https://btalib.backtrader.com/
• https://github.com/mementum/bta-lib

Covering all non-candlestick indicators offered by ta-lib implemented in Python and being able to work as a drop-in replacement of ta-lib if compatibility is activated.

The fundamental problem is that a position open by a bracket should not have additional logic to close the position independently.

But if you insist in shooting yourself in the foot, the only thing you have to do is to keep a reference to any of the bracketing orders (stop-loss side or take-profit side) and cancel it whenever you close the position with the bracket-foreign logic.

if logic_orders_to_close_the_position:
   self.cancel(take_profit_order)

To do that, look at the definition of how lines are plotted in the BuySell observer.

https://github.com/mementum/backtrader/blob/700380c8bc41ab9da8295cfc7b64091bab75866b/backtrader/observers/buysell.py#L47-L54