Thanks @bb2, ib_insync seems like an interesting tool.

Though I am a huge fan of backtrader, and have everything working like clockwork in bt, so would like to leverage the awesome backtrader platform if possible!

@backtrader any suggestions?

@backtrader another reason to use my own data instead of IB -- I have many custom columns in my data which I use to help make trading decisions.

@RandyT or @ab_trader - I don't suppose you have any experience in implementing your own data into a live trading system on IB?

Also: this error may be related. I connected to the IB broker and used my own data, at the begining of Next() I get this error:

Traceback (most recent call last):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1084, in <module>
    timer = RunStrategy(timer,minholddays=v.minholddays,buyscore=v.buyscore,mode=mode)
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1008, in RunStrategy
    results = cerebro.run(runonce=False, writer=True, quicknotify=False)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1630, in _runnext
    strat._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\strategy.py", line 347, in _next
    super(Strategy, self)._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineiterator.py", line 266, in _next
    self.next()
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in next
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in <genexpr>
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\brokers\ibbroker.py", line 306, in getposition
    return self.ib.getposition(data.tradecontract, clone=clone)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineseries.py", line 461, in __getattr__
    return getattr(self.lines, name)
AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'tradecontract'

Thanks!

@trade-prophet @backtrader
I have a similar question as I have a paid data source from elsewhere and was hoping I didn't need to pay more and subscribe to IB data also... is there no way following connection to the IB broker and TWS, that I can place orders using my own data... and the correct IB ticker names?

Thanks,
Charles

Hi there!

I am trying to connect to IB TWS and retrieve positions and balances.

However, the IB script just returns "0.0" for both Value and Cash, which is incorrect. My script:

import backtrader as bt

cerebro = bt.Cerebro()
ibstore = bt.stores.IBStore(port=7496, clientId=123,timeout=180,reconnect=3)
cerebro.broker = ibstore.getbroker()  # or cerebro.setbroker(...)

print(cerebro.broker.getvalue())
print(cerebro.broker.getcash())

What am I missing? How can I fix this to display the correct values and cash positions, instead of "0.0"?

Thank you!
CWSE

Hi,

I want to laod string data into backtrader (eg. the industry for each stock', I am trying to do so using CustomBTStockLoader(btfeeds.PandasData) however I get a float error:

Traceback (most recent call last):
  File "T:/Google Drive/PyCharm/Modules/Backtrader.py", line 683, in <module>
    timer = RunStrategy(timer,minholddays=vars.minholddays,buyscore=vars.buyscore,mode=mode)
  File "T:/Google Drive/PyCharm/Modules/Backtrader.py", line 619, in RunStrategy
    results = cerebro.run(runonce=False, writer=True, quicknotify=False)
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
    data.preload()
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\feed.py", line 435, in preload
    while self.load():
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\feed.py", line 476, in load
    _loadret = self._load()
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\feeds\pandafeed.py", line 255, in _load
    line[0] = self.p.dataname.iloc[self._idx, colindex]
  File "C:\Program Files\Anaconda3\lib\site-packages\backtrader\linebuffer.py", line 222, in __setitem__
    self.array[self.idx + ago] = value
TypeError: a float is required

Is their any way I can load string data as a line? My current step to load is as follows:

class CustomBTStockLoader(btfeeds.PandasData):
    #  None : column not present
    #  -1 : autodetect position or case-wise equal name
    #  >= 0 : numeric index to the colum in the pandas dataframe
    #  string : column name (as index) in the pandas dataframe

    # Force OPEN = HIGH = LOW = CLOSE_ADJ... because Morningstar's OHL data is shit
    params = (
                 ('openinterest', None),
                 ('open', 'Close_adj'),
                 ('high', 'Close_adj'),
                 ('low', 'Close_adj'),
                 ('close','Close_adj')
             ) \
             + tuple((e,-1) for e in vars.analysiscols)   #<--- this loads my custom data columns.

    if vars.Custom_Alg == True:
        lines = tuple(vars.analysiscols) #('Opportunity',)
        datafields = btfeeds.PandasData.datafields + vars.analysiscols
    else:
        datafields = btfeeds.PandasData.datafields

vars.analysiscols is a list like so: analysiscols = ['Close_adj','GICSsector','blacklist']

Hi,

How can I update backtester data during "Next"?
For example - if a price hasn't changed in over a month, I want to 'mark' this stock from that point on a "blacklist" column... so I can filter it our of the back test and stock buying/holding it. There are also other criteria I would like to use to "blacklist" a stock.

Also - once the strategy is complete, I would like to save a pandas dataframe of this data. How can I pass a dataframe out of "Next" so I can save to_csv?

Thanks,
CWSE

hmm..

Thanks @ab_trader.

So using the above, when my sell orders complete, they seem to be using the next days close price.

Does Backtrader use the next day's open when completing a sell on the current day? This shouldn't happen?

NB: I do NOT have "Cheat on open" configured.

cheers, CWE

Hi,

Is it possible to set the commission as a fixed dollar value, instead of a %? E.g $10 per trade?

Thanks,
CWSE

@backtrader I would ideally like the same output as "Time Return" which gives by year. Is there a simple way I can code this using the existing SharpeRatio analyzer?

Hi,

Is it possible for the Sharpe Ratio analyzer to produce a table of the sharpe ratios per year? At present I can only produce a single sharpe ratio figure for all the years of data (I am looking at about 15 years, so would like 15 SRs). Eg:

Year 1: SR1
Year 2: SR2
Year 3: SR3...

Current Sharpe ratio code:

cerebro.addanalyzer(bt.analyzers.SharpeRatio, timeframe=bt.TimeFrame.Years, riskfreerate=0.03, annualize=True)
sharperatio = strat0.analyzers.getbyname('sharperatio')
sharperatio.get_analysis()

Thanks!
cwse