Hi @backtrader

I am sorry this is turning to be a difficult to answer, it must be very complex process to add a line to an indicator in Backtrader. I am passing many lines into my strategy at present and do not need help with extending data feeds, this process works just fine thank you.

Apologies if you think I am twisting things, I just didn't want to copy my over 2000 lines of code as I think it is distracting from the question at hand. I don't think it is a good use of your or my time to turn this into a full code review. I can assure you I am passing over 20 lines via pandas dataframes with ~30columns into the custom data loader with no issues, using my analysiscols to specify the list of column names to pass as lines. These lines are used by my Backtrader strategy in many places.

Given it appears to not be a straightforward process to pass a line to an indicator, and I am not aware of any documentation on how to specify a line for use in an indicator, I will just calculate the SMA outside of BT (in pandas) and pass it into backtrader as another line.

I am a big fan of backtrader software and use it daily, so this workaround will do just fine.

Thank you!

Hi @backtrader

Here is my data loader, I use many custom "analysis_cols"

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


    params = (
                 ('openinterest', None),
                 ('open', 'Open'),
                 ('high', 'High'),
                 ('low', 'Low'),
                 ('close','Close'),
                 ('volume','Volume')
             ) \
             + tuple((e,-1) for e in v.analysiscols)   #<--- this loads my custom data columns.

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

I feel my question is pretty straight forward though and we are going on a bit of a tangent.

How do you specify the data which an indicator uses?

I believe it should just be a matter of editing this single line of code (following) where the indicator is created, to somehow specify the "line" of interest. Could you please tell me how?

self.sma_mth[d] = bt.indicators.SimpleMovingAverage(d, period=21)

Hi @backtrader

I am not trying to prove anything, I am simply asking for help. How do I set a indicator (eg bt.indicators.simpleMovingAverage) to use a specific line?

Note on the above error it specifically says OHLC

This section is at the start of my Strategy code in the init:

    def __init__(self):
        self.o = {}  # orders per data (main, stop, limit, manual-close)
        self.sma_mth = {}
        self.sma50 = {}
        self.sma20 = {}
        self.sma10 = {}
        self.sma5 = {}
        self.sma3 = {}
        self.sma2 = {}
        #self.bollinger = {}
        for i, d in enumerate(d for d in self.datas):
            self.sma_mth[d] = bt.indicators.SimpleMovingAverage(d, period=21) #https://cryptocurrencyhaus.com/crypto-trading-how-to-use-simple-moving-averages/
            self.sma50[d] = bt.indicators.SimpleMovingAverage(d, period=50)
            self.sma20[d] = bt.indicators.SimpleMovingAverage(d, period=20) #https://cryptocurrencyhaus.com/crypto-trading-how-to-use-simple-moving-averages/
            self.sma10[d] = bt.indicators.SimpleMovingAverage(d, period=10)
            self.sma5[d] = bt.indicators.SimpleMovingAverage(d, period=5)
            self.sma3[d] = bt.indicators.SimpleMovingAverage(d, period=3)
            self.sma2[d] = bt.indicators.SimpleMovingAverage(d, period=2)

My data has been fed to backtrader and is hence referd to as self.datas.

Any tips helpers or pointers in the right direction, on how to use custom lines here would be much appreciated!

Thank you!!

Thanks @backtrader , how?

For example in the following code, where do you set the indicators name so that backtrader doesnt use the OHLC data?

 for i, d in enumerate(d for d in self.datas):
            self.sma_mth[d] = bt.indicators.SimpleMovingAverage(d, period=21)

For example, if my line is called 'X'; this doesnt appear to work?

for i, d in enumerate(d for d in self.datas):
            self.smaX[d] = bt.indicators.SimpleMovingAverage(d.lines.X, period=5)

I get this error:

AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'X'

Hi,

Is it possible to apply an indicator on a custom data "line"?

Eg. have a simplemovingaverage on a custom data line (which is not OHLC data)?

If so, whats the best approach?

Thanks!

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']