@backtrader I see. I have been playing around with the values trying to match the behavior that was described in the docs.

However I'm running into some issues - here is my call to oandatest.py

python oanda.py --token XXX --account 1401188 --data0 EUR_USD --timeframe Minutes --compression 60 --replay

From what I understand my prenext and next calls should be called every minute. However, my data output is as follows:

-- Contract Details:
{u'pip': u'0.0001', u'instrument': u'EUR_USD', u'maxTradeUnits': 10000000, u'displayName': u'EUR/USD'}
Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
***** DATA NOTIF: DELAYED
Data0, 0021, 736447.833333, 2017-04-28T20:00:00.000000, 1.089340, 1.090030, 1.088955, 1.089620,    423, 0, 1.089734
Data0, 0022, 736449.875000, 2017-04-30T21:00:00.000000, 1.091305, 1.091305, 1.089240, 1.089750,    339, 0, 1.089668
Data0, 0023, 736449.916667, 2017-04-30T22:00:00.000000, 1.089710, 1.090345, 1.089520, 1.090245,    396, 0, 1.089683
Data0, 0024, 736449.958333, 2017-04-30T23:00:00.000000, 1.090265, 1.091120, 1.090265, 1.090590,    258, 0, 1.089904
Data0, 0025, 736450.000000, 2017-05-01T00:00:00.000000, 1.090615, 1.090790, 1.089965, 1.089965,    241, 0, 1.090034
Data0, 0026, 736450.041667, 2017-05-01T01:00:00.000000, 1.089985, 1.090080, 1.088930, 1.089280,    475, 0, 1.089966
Data0, 0027, 736450.083333, 2017-05-01T02:00:00.000000, 1.089300, 1.089695, 1.089235, 1.089385,    201, 0, 1.089893
Data0, 0028, 736450.125000, 2017-05-01T03:00:00.000000, 1.089365, 1.089465, 1.089135, 1.089330,     65, 0, 1.089710
Data0, 0029, 736450.166667, 2017-05-01T04:00:00.000000, 1.089305, 1.089370, 1.089035, 1.089080,     74, 0, 1.089408

Every printed line is still hourly, even though I would expect these lines to print out 60 times for each "hour".

I also have feelings that something is going on behind the scenes - Oanda only allows retrieval of 500 bars. If I am replaying data, this should be limited to 500 minutes, yet I am still able to fetch 500 hours worth of data.

What am I misunderstanding?

@backtrader You're right, sorry. I will try to be more clear in the future - in the meantime, here is what I use to execute the test file, token and account id omitted.

python oandatest.py --token XXX --account YYY --data0 EUR_USD --timeframe Minutes

@backtrader Apologies, I removed some columns to make it more readable. Here is a snippet with the minutes timeframe and EUR_USD pair.

***** DATA NOTIF: LIVE
Data0, 0501, 736474.756994, 2017-05-25T18:10:04.264837, 1.120480, 1.120480, 1.120480, 1.120480, 0, 0, 1.120612
Data0, 0502, 736474.757386, 2017-05-25T18:10:38.183402, 1.120460, 1.120460, 1.120460, 1.120460, 0, 0, 1.120576
Data0, 0503, 736474.757612, 2017-05-25T18:10:57.711982, 1.120430, 1.120430, 1.120430, 1.120430, 0, 0, 1.120501
Data0, 0504, 736474.757731, 2017-05-25T18:11:07.931450, 1.120410, 1.120410, 1.120410, 1.120410, 0, 0, 1.120465
Data0, 0505, 736474.757733, 2017-05-25T18:11:08.129286, 1.120380, 1.120380, 1.120380, 1.120380, 0, 0, 1.120432
Data0, 0506, 736474.757785, 2017-05-25T18:11:12.594863, 1.120350, 1.120350, 1.120350, 1.120350, 0, 0, 1.120406
Data0, 0507, 736474.757822, 2017-05-25T18:11:15.859319, 1.120330, 1.120330, 1.120330, 1.120330, 0, 0, 1.120380
Data0, 0508, 736474.757891, 2017-05-25T18:11:21.809085, 1.120310, 1.120310, 1.120310, 1.120310, 0, 0, 1.120356
Data0, 0509, 736474.757896, 2017-05-25T18:11:22.191853, 1.120280, 1.120280, 1.120280, 1.120280, 0, 0, 1.120330
Data0, 0510, 736474.758029, 2017-05-25T18:11:33.672077, 1.120300, 1.120300, 1.120300, 1.120300, 0, 0, 1.120314
Data0, 0511, 736474.758031, 2017-05-25T18:11:33.878724, 1.120330, 1.120330, 1.120330, 1.120330, 0, 0, 1.120310
Data0, 0512, 736474.758048, 2017-05-25T18:11:35.379511, 1.120360, 1.120360, 1.120360, 1.120360, 0, 0, 1.120316
Data0, 0513, 736474.758050, 2017-05-25T18:11:35.551216, 1.120340, 1.120340, 1.120340, 1.120340, 0, 0, 1.120322
Data0, 0514, 736474.758057, 2017-05-25T18:11:36.164459, 1.120360, 1.120360, 1.120360, 1.120360, 0, 0, 1.120338
Data0, 0515, 736474.758149, 2017-05-25T18:11:44.080721, 1.120390, 1.120390, 1.120390, 1.120390, 0, 0, 1.120356
Data0, 0516, 736474.758333, 2017-05-25T18:11:59.937122, 1.120350, 1.120350, 1.120350, 1.120350, 0, 0, 1.120360

Is there something I misunderstood by using the Oanda live feed from oandatest.py?

Data, Open, High, Low, Close
DATA NOTIF: LIVE
Data0, 1.120480, 1.120480, 1.120480, 1.120480
Data0, 1.120460, 1.120460, 1.120460, 1.120460
Data0, 1.120430, 1.120430, 1.120430, 1.120430
Data0, 1.120410, 1.120410, 1.120410, 1.120410
Data0, 1.120380, 1.120380, 1.120380, 1.120380
Data0, 1.120350, 1.120350, 1.120350, 1.120350
Data0, 1.120330, 1.120330, 1.120330, 1.120330
Data0, 1.120310, 1.120310, 1.120310, 1.120310
Data0, 1.120280, 1.120280, 1.120280, 1.120280

This is on the minutes timeframe and each update comes around 15 seconds. Is it possible to congregate intra-minute live data such that the high, close, open, and low respect whether or not the update is still affecting the current minute? Or will I need to keep track of that myself?

@backtrader Thank you, fixed.

Removed for edit

I have an indicator with a period of 12 being initialized in my strategy.

I am compressing 60 minutes into hour long bars.

Based off of what I read on the wiki - the first next() call should not occur until 12 hours have passed in the data, correct? Yet my next() call is being triggered with only one item in self.data. Is there something I misunderstood with how compression works?

edit: Just tried to remove compression and I still have the same issue. Here is my init function, using most of the boilerplate in oandatest.py

I tried removing compression and this issue still occurs. Below is my strategy init function:

   def __init__(self):
    # To control operation entries
    self.orderid = list()
    self.order = None

    self.counttostop = 0
    self.datastatus = 0

    # Create SMA on 2nd data
    self.sma = bt.indicators.MovAv.SMA(self.data, period=self.p.smaperiod)
    self.atr = bt.indicators.ATR(self.data, period=20)
    self.highest = bt.indicators.MaxN(self.data, period=12)
    self.lowest = bt.indicators.MinN(self.data, period=12)
    self.margin = 0.0025

    print('--------------------------------------------------')
    print('Strategy Created')
    print('--------------------------------------------------')

@backtrader That was it. Thank you.

Sorry, another note - I have also tried using the account identifier as specified by oanda - in the form of 001-011-5838423-001

I've been trying to use the oandatest.py sample but for some reason, the only output I'm able to get is a NOTSUBSCRIBED message every time. I saw that under the account flag, you are supposed to put in your account username but I have tried that and I still get the same message. My access token is correct as well and so is the name of the currency I am trying to trade under data0.