Hi guys, nice work getting the ball rolling. I'd love to be a part of this. Whether it's as an admin or contributor. My github id is benmercerdev.

I ended up using a version of @run-out 's suggestion without the datetimerange, using two custom trade hour params with corresponding params in my strategy

cth_start = datetime.datetime.strptime(args.cth_start, '%H:%M:%S').time()
cth_end = datetime.datetime.strptime(args.cth_end, '%H:%M:%S').time()

and then within my strategy simply:

def next(self):
            if (self.data.datetime.time() < self.p.cth_start) or (self.data.datetime.time() > self.p.cth_end):
                return

Excellent, thanks, guys. Let me give these a go.

I'd like to limit my strategy/backtesting not only to certain days of data, but also to certain times during those days, for example +/- 30 minutes of BOD and EOD.

Can anyone recommend the best approach to this?

@Shivanshu-Bohara given the code example from above you could print out the params for each, like this:

    strats = [x[0] for x in results]

    for strat in enumerate(strats):
        print('Params: ', s.p._kwargs())
        print('Returns:', strat.analyzers.returns.get_analysis())
        print('Sharpe Ratio:', strat.analyzers.sharperatio.get_analysis())

Best copy and paste your full code, and use the ```, so it looks like this and makes it easier to read:

cerebro.adddata(b1)

Show us your datafeed code, make sure to use the three backticks ;)

@benmercerdev

looks like you're using minute resolution, so maybe:

data = btfeeds.GenericCSVData(
     dataname="d_comma.csv",
     nullvalue=0.0,
     dtformat=('%d/%m/%Y %H:%M:%S'),
     timeframe=bt.TimeFrame.Minutes,
     datetime=0,
     time=-1,
     high=2,
     low=3,
     open=4,
     close=5,
     volume=6,
     openinterest=-1
 )

try adding this to your datafeed:

timeframe=bt.TimeFrame.Seconds,

How are you adding the data feed to cerebro?