@backtrader said in Backtrader DOES NOT CRASH on MOO orders - The USER CODE does:

Use next where guarantees are valid.

I tried this before using prenext. next is not called as securities are not traded, so there not enough bars I guess. For some securities there is no trading happening at all. Does it mean that for them it's not possible to create orders before market open?

Hi,

I'm getting this traceback when creating MOO(Market On Open) order before market open. It seems that backtrader needs price data to create orders. However, some securities do not trade during premarket.

Any ideas how to fix or work around this?

P.S. This happens in live trading.

Traceback (most recent call last):
  File "./test-moo.py", line 87, in <module>
    sys.exit(main(sys.argv))
  File "./test-moo.py", line 84, in main
    cerebro.run()
  File "backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "backtrader\cerebro.py", line 1295, in runstrategies
    self._runnext(runstrats)
  File "backtrader\cerebro.py", line 1626, in _runnext
    strat._next()
  File "backtrader\strategy.py", line 325, in _next
    super(Strategy, self)._next()
  File "backtrader\lineiterator.py", line 270, in _next
    self.prenext()
  File "./test-moo.py", line 53, in prenext
    self.buy(data, size=100, exectype=bt.Order.Market,
  File "backtrader\strategy.py", line 905, in buy
    data = data or self.datas[0]
  File "backtrader\lineroot.py", line 287, in __nonzero__
    return self._operationown(bool)
  File "backtrader\lineroot.py", line 94, in _operationown
    return self._operationown_stage2(operation)
  File "backtrader\lineroot.py", line 218, in _operationown_stage2
    return operation(self[0])
  File "backtrader\lineseries.py", line 467, in __getitem__
    return self.lines[0][key]
  File "backtrader\linebuffer.py", line 163, in __getitem__
    return self.array[self.idx + ago]
IndexError: array index out of range

Regards,
Ed

@petens Can you check if this commit fixes the issue for you?

@petens said in Anyone use backtrader to do live trading on Bitcoin exchange?:

size=0.5

Does it work with size=1 ?

@totoro said in Anyone use backtrader to do live trading on Bitcoin exchange?:

if the solution is here https://github.com/bartosh/backtrader/pull/6, why cannot we merge ?

I believe comments in that PR explain why it's not merged.

Btw, thank you @Ed-Bartosh for this fabulous work :)

You're welcome. It's actually a community work, not just mine. Many people contributed to it.
BTW, you have chance to do it too :)

@dedeco > Cloud you accept a pull request?

Absolutely.

BTW, You don't need to ask permissions for this, just submit PR. In worse case scenario it'll be rejected :)

@jacob > can you maybe open the option for 'issues' in your repo.

done

@sfkiwi yes, that issue was reported some time ago and there are 2 PRs about it: https://github.com/bartosh/backtrader/pull/13 and https://github.com/bartosh/backtrader/pull/6

Unfortunately they're both outdated and require rebase. Can you check if any of them fixes the issue for you?

@jacob Can it be done in more generic manner, i.e. independent from CCXT?

@jacob

I have the historical data in a .csv file. is there a way maybe to stitch the two together?

Currently backfill_from is not supported. I'll be happy to see this implemented. I hope it's not that hard to implement considering working example from ibdata.py.