@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
 )

@run-out great, thank you.

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

"And some bug in my code (I know where it is) is posting the prev-bar datetime in my logging."

In some ways these types of bugs are the worst and the best. They're good because it means you were probably right about the logic. They're horrible because you spend hours trying to find them.

Good luck!

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?

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

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?

@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