Hello,

I am using backtrader==1.9.64.122
Below you can see the output of bt.analyzers.TradeAnalyzer, accessed by .get_analysis() of the analyzer. The field ['won']['total'] always shows boolean where an int value is expected.

AutoOrderedDict([('total',
                  AutoOrderedDict([('total', 1), ('open', 0), ('closed', 1)])),
                 ('streak',
                  AutoOrderedDict([('won',
                                    AutoOrderedDict([('current', True),
                                                     ('longest', True)])),
                                   ('lost',
                                    AutoOrderedDict([('current', 0),
                                                     ('longest', 0)]))])),
                 ('pnl',
                  AutoOrderedDict([('gross',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119)])),
                                   ('net',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119)]))])),
                 ('won',
                  AutoOrderedDict([('total', True),
                                   ('pnl',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119),
                                                     ('max',
                                                      0.0007999999999999119)]))])),
                 ('lost',
                  AutoOrderedDict([('total', 0),
                                   ('pnl',
                                    AutoOrderedDict([('total', 0.0),
                                                     ('average', 0.0),
                                                     ('max', 0.0)]))])),
                 ('long',
                  AutoOrderedDict([('total', 1),
                                   ('pnl',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0.0007999999999999119),
                                                                       ('average',
                                                                        0.0007999999999999119),
                                                                       ('max',
                                                                        0.0007999999999999119)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)]))])),
                                   ('won', True),
                                   ('lost', 0)])),
                 ('short',
                  AutoOrderedDict([('total', 0),
                                   ('pnl',
                                    AutoOrderedDict([('total', 0.0),
                                                     ('average', 0.0),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)]))])),
                                   ('won', False),
                                   ('lost', 0)])),
                 ('len',
                  AutoOrderedDict([('total', 15),
                                   ('average', 15.0),
                                   ('max', 15),
                                   ('min', 15),
                                   ('won',
                                    AutoOrderedDict([('total', 15),
                                                     ('average', 15.0),
                                                     ('max', 15),
                                                     ('min', 15)])),
                                   ('lost',
                                    AutoOrderedDict([('total', 0),
                                                     ('average', 0.0),
                                                     ('max', 0)])),
                                   ('long',
                                    AutoOrderedDict([('total', 15),
                                                     ('average', 15.0),
                                                     ('max', 15),
                                                     ('min', 15),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        15),
                                                                       ('average',
                                                                        15.0),
                                                                       ('max',
                                                                        15),
                                                                       ('min',
                                                                        15)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)]))])),
                                   ('short',
                                    AutoOrderedDict([('total', 0),
                                                     ('average', 0.0),
                                                     ('max', 0),
                                                     ('min',
                                                      9223372036854775807),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)]))]))]))])
AutoOrderedDict([('total', AutoOrderedDict([('total', 0)]))])

figured it out. set boundoff=1 as arg of replaydata

I think what I am searching for is the rightedge attribute of resampledata. I will give it a quick shot.

@backtrader in accordance with that, how does resampledata handle timestamps?

Let's assume I have 1 minute data with opening times starting from 18:00 until but not including 19:30, e.g.:

18:00 o h l c
18:01 o h l c
...
19:28 o h l c
19:29 o h l c

If I were to resample it to 30 minutes, what would be the timestamps of the resampled data?

@backtrader timestamp of the arrival time or timestamp of the closing time of the candle?

Hello,

For a given CSV data, does backtrader assume that the datetime is the opening time of the candle? Is there any way to change that behaviour?

Thank you in advance

@backtrader thanks :)

Hello,

I am having a problem with the trade prices for the example below.
The line before order begins shows the datetime and the price at that candle. the order begins in the next candle and in the first line after --ORDER BEGIN you can see the ohlc of that candle.

The buy occurs at price 1.01643, which is the opening price of the next candle as expected.
According to the log the sell price is 1.01643, though I was expecting to sell for 1.0144 which is the opening price of that candle. What might have gone wrong here?

I am buying with self.buy() and selling with self.sell().

2017-04-26 22:35:00 2017-04-26 22:35:00 entry: 1.01635
-------------------------------------------------- ORDER BEGIN 2017-04-26 22:36:00
1.01643 1.01695 1.01594 1.01597
Ref: 1
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 10
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 0
ExecType: Market
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x113c64be0>
End of Session: 736445.9999999999
Info: AutoOrderedDict()
Broker: None
Alive: False
-------------------------------------------------- ORDER END
-------------------------------------------------- TRADE BEGIN 2017-04-26 22:36:00
1.01643 1.01695 1.01594 1.01597
ref:1
data:<utils.customcsv.HistData object at 0x113c1a630>
tradeid:0
size:10
price:1.01643
value:10.164299999999999
commission:0.0
pnl:0.0
pnlcomm:0.0
justopened:True
isopen:True
isclosed:False
baropen:18462
dtopen:736445.9416666667
barclose:0
dtclose:0.0
barlen:0
historyon:False
history:[]
status:1
-------------------------------------------------- TRADE END

2017-04-26 23:01:00 2017-04-26 23:01:00 stop loss: 1.01438

-------------------------------------------------- ORDER BEGIN 2017-04-26 23:02:00
1.0144 1.01446 1.01384 1.01417
Ref: 2
OrdType: 1
OrdType: Sell
Status: 4
Status: Completed
Size: -10
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 0
ExecType: Market
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x113c64be0>
End of Session: 736445.9999999999
Info: AutoOrderedDict()
Broker: None
Alive: False
-------------------------------------------------- ORDER END
-------------------------------------------------- TRADE BEGIN 2017-04-26 23:02:00
1.0144 1.01446 1.01384 1.01417
ref:1
data:<utils.customcsv.HistData object at 0x113c1a630>
tradeid:0
size:0
price:1.01643
value:0.0
commission:0.0
pnl:-0.020299999999999763
pnlcomm:-0.020299999999999763
justopened:False
isopen:False
isclosed:True
baropen:18462
dtopen:736445.9416666667
barclose:18488
dtclose:736445.9597222222
barlen:26
historyon:False
history:[]
status:2
-------------------------------------------------- TRADE END

@eduedix self.datas[0].datetime.datetime(-1)

Hello,

How can I access the datetime of a previous candle?
self.datas[0].datetime.datetime() would provide last candle. I would like to see the datetime of the previous one.

Thanks in advance