Ok..I found the problems. Ordre.Market is supposed to execute in the next ticks, but my DataFeed has some problems. Maybe it is better to use only one parameter 'datetime' in DataFeed. I met problems when I use 'datetime' and 'time' two parameters though I could run the Backtrader.

Hi, guys. I found the Order.Market and Order.Close will execute the trading at the start of the next day though I used minutes data. Is there any method to change the execution time point such as the next ticks or at the start of the next hour?