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?

@Patrick-Mermelstein said in Can't import a custom indicator from default folder.:

class StochasticRSI(Indicator):

As a work around you could just put your custom indicator class in your strategy file

Did you check your path is importing your customized bt library and not another version on your system?

I'm using a custom data set

Date,Ask,Bid,Volume,Close
2020-04-16 09:29:00,3779.4,3778.2,1133760.0,3778.8
2020-04-16 09:30:00,3781.0,3777.8,1133731.7857142857,3779.4
2020-04-16 09:30:00,3779.4,3778.0,1133717.7721518988,3778.7
2020-04-16 09:30:01,3779.2,3778.2,1133700.3956043955,3778.7

Resampling with this:

cerebro.resampledata(
        data1, timeframe=bt.TimeFrame.Seconds, compression=1)

And trying to add Sharpe ration calculation like this:

cerebro.addanalyzer(btanalyzers.SharpeRatio, _name='mysharpe',
                        timeframe=bt.TimeFrame.Seconds, factor=252, compression=60)

I'm a bit unclear about the factor and the compression parameters for the SharpeRatio analyzer and what they should be for my timeframe?

Thanks ahead of time for any help!