data0 = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
timeframe=bt.TimeFrame.Ticks,ignore_heartbeat=True,
use_positions = True,
fromdate=StartDate,
compression=1, backfill_start=True, backfill=False)
Is it true? @backtrader
StartDate = '2019-06-23T12:00:00'
StartDate = datetime.datetime.strptime(StartDate,'%Y-%m-%dT%H:%M:%S' )
End = '2019-06-24T00:00:00'
End = datetime.datetime.strptime(End,'%Y-%m-%dT%H:%M:%S' )
datahist = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
timeframe=bt.TimeFrame.Minutes,
historical = True, compression = 1,
fromdate=StartDate, todate=End)
data0 = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
timeframe=bt.TimeFrame.Ticks,ignore_heartbeat=True,
compression=1, backfill_start=datahist, backfill=False)
#This is setting what timeframe we want to use.
cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=1)
cerebro.addstrategy(TestStrategy)
This code doesn't work? How to do?
I'm using oanda. How to backfill
now or live start time -2019-6-29 8:52
my ML working on 100 hour data
so how to backfill before 100 hour data from oanda in start?
Tick stream structure:
{
'type': 'PRICE',
'time': '2018-01-12T20:59:01.706352414Z',
'bids': [
{'price': '13227.9', 'liquidity': 25},
{'price': '13227.8', 'liquidity': 25},
{'price': '13227.7', 'liquidity': 50},
{'price': '13227.5', 'liquidity': 50},
{'price': '13227.3', 'liquidity': 50}],
'instrument': 'DE30_EUR',
'status': 'non-tradeable',
'asks': [
{'price': '13229.8', 'liquidity': 50},
{'price': '13229.9', 'liquidity': 50},
{'price': '13230.1', 'liquidity': 50},
{'price': '13230.3', 'liquidity': 50}],
'closeoutAsk': '13230.3',
'closeoutBid': '13227.3',
'tradeable': False}
is it true?
# Common fields
self.lines.datetime[0] = parse_date(msg['time'])
self.lines.volume[0] = 0.0
self.lines.openinterest[0] = 0.0
# Put the prices into the bar
tick = float(msg['asks'][0]['price']) if self.p.useask else float(msg['bids'][0]['price'])
self.lines.open[0] = tick
self.lines.high[0] = tick
self.lines.low[0] = tick
self.lines.close[0] = tick
self.lines.volume[0] = 0.0
self.lines.openinterest[0] = 0.0
@matthias-janssen said in Oanda v20 API:
Thank you for contacting OANDA.
Unfortunately that is not possible , our V1 API will be phasing out by the end of the ye
I can not open v1 demo account. Could anyone open?
I can only open v20 account. And This support oandaV20 api. Pls help me.
Use v20 REST API only if you have a v20 account
Use v1 REST API if your account id contains only digits (ie. 2534253) as it is a legacy account
I'm new, Can anyone help me ? /zigzag indicator/
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:zigzag
https://github.com/joshuaulrich/TTR/blob/master/src/zigzag.c
@backtrader @ab_trader
class Zigzag(bt.Indicator):
lines = ('zigzag',)
plotinfo = dict(subplot=False)
params = (
('change', 40),
('use_percent', False),
('use_retrace', False),
('use_last_ex', False),
)
def __init__(self):
self.reference = {
'price': None,
'index': None,
}
self.inflection = {
'price': None,
'index': None,
}
if self.params.use_percent:
self.change = self.params.change / 100.0
else:
self.change = self.params.change
self.reference['price'] = (self.data.high.array[0] + self.data.low.array[0]) / 2
self.reference['index'] = 0
self.inflection['price'] = (self.data.high.array[0] + self.data.low.array[0]) / 2
self.inflection['index'] = 1
self.extreme_min = 0.0
self.extreme_max = 0.0
self.local_min = 0.0
self.local_max = 0.0
self.signal = 0
self.i = 0
def next(self):
self.i = len(self.data.open)-1
# Initialize all zigzag values to NA
self.zigzag.array.append(NAN)
if self.params.use_percent:
#If % change given (absolute move)
self.extreme_min = self.inflection['price'] * (1.0 - self.change)
self.extreme_max = self.inflection['price'] * (1.0 + self.change)
else:
#If $ change given (only absolute moves make sense)
self.extreme_min = self.inflection['price'] - self.change
self.extreme_max = self.inflection['price'] + self.change
#Find local maximum and minimum
self.local_max = self.inflection['price'] if self.inflection['price'] > self.data.high.array[self.i] else self.data.high.array[self.i]
self.local_min = self.inflection['price'] if self.inflection['price'] < self.data.low.array[self.i] else self.data.low.array[self.i]
##Find first trend
if self.signal == 0:
if self.params.use_retrace:
#Retrace prior move
self.signal = 1 if (self.inflection['price'] >= self.reference['price']) else -1
else:
#Absolute move
if self.local_min <= self.extreme_min:
#Confirmed Downtrend
self.signal = -1
if self.local_max >= self.extreme_max:
#Confirmed Uptrend
self.signal = 1
##Downtrend
if self.signal == -1:
#New Minimum
if self.data.low.array[self.i] == self.local_min:
#Last Extreme
if self.params.use_last_ex:
self.inflection['price'] = self.data.low.array[self.i]
self.inflection['index'] = self.i
else:
#First Extreme
if (self.data.low.array[self.i] != self.data.low[-1]):
self.inflection['price'] = self.data.low.array[self.i]
self.inflection['index'] = self.i
#Retrace prior move
if self.params.use_retrace:
self.extreme_max = self.inflection['price'] +((self.reference['price'] - self.inflection['price']) * self.change)
#Trend Reversal
if self.data.high.array[self.i] >= self.extreme_max:
self.zigzag[self.reference['index']] = self.reference['price']
self.reference = copy.copy(self.inflection)
self.inflection['price'] = self.data.high.array[self.i]
self.inflection['index'] = self.i
self.signal = 1
#Uptrend
if self.signal == 1:
#New Maximum
if self.data.high.array[self.i] == self.local_max:
#Last Extreme
if self.params.use_last_ex:
self.inflection['price'] = self.data.high.array[self.i]
self.inflection['index'] = self.i
else:
#First Extreme
if (self.data.high.array[self.i] != self.data.high[-1]):
self.inflection['price'] = self.data.high.array[self.i]
self.inflection['index'] = self.i
#Retrace prior move
if self.params.use_retrace:
self.extreme_min = self.inflection['price'] -((self.inflection['price'] - self.reference['price']) * self.change)
#Trend Reversal
if (self.data.low.array[self.i] <= self.extreme_min):
self.zigzag[self.reference['index']] = self.reference['price']
self.reference = copy.copy(self.inflection)
self.inflection['price'] = self.data.low.array[self.i]
self.inflection['index'] = self.i
self.signal = -1
self.i = self.i + 1
self.zigzag[self.reference['index']] = self.reference['price']
self.zigzag[self.inflection['index']] = self.inflection['price']
