Hi,

I'd like to make a suggestion to create an option to cache results.

When searching for a profitable strategy backtrader is (in my case, presumably also for others) frequently used to add an indicator or two, rerun, examine the results etc. This involves many iterations, in which many of the same indicators need to be recalculated. By caching the calculated series, lots of computing time can be saved when rerunning. In my opinion it would be a valuable addition to add caching as an option to backtrader.

There are multiple ways caching could be a achieved. One of them would be to create a cache file (that would be (re)written at the end of a run and examined for data already available at the beginning of a run). Maybe the Writer functionality could be used to implement this.

Having a cache, once could avoid calculating the same time and again.

What do you think about this suggestion? Consider it useful?

Thanks, glad to notice it was easy to solve.

Hopefully this post will point anyone running into this issue in the right direction. Personally I am of the opinion code should always be as much robust and 'fool prove' as possible. especially if there is little chance of an error occurring, trying to figure out what is going wrong and how to solve it, is likely to waste many precious coding hours. Hence my suggestion to make 'safe processing' the default, and optimizations optional.

Thanks for pointing me in the right direction!

Nailed it.

bt.indicators.Stochastic(self.datas[0], safediv=True)

will protect agains zero divisions. Beats me why this is not the default behaviour (no comments on it in the code).

Suggestion: make safe processing the default behaviour.

Thanks "administrator",

I trimmed the problem down to this line:
bt.indicators.Stochastic(self.datas[0])

The indicator does not protect itself against zero divisions. Just adding this single line (without any added arithmetic based on it) causes processing to crash. I intend to dig into the code of this strategy, hoping I can find a way to elegantly circumvent these kinds of crashes...

I am looking for help how to solve zero division errors on my data feed.

The error:
File ".../linebuffer.py", line 745, in next
self[0] = self.operation(self.a[0], self.b[0])
ZeroDivisionError: float division by zero

The setup:

• a generic csv data feed. Fields: datetimestamp, price, volume
• data = bt.feeds.GenericCSVData(
  dataname='datafeed.csv',
  fromdate=datetime.datetime(2016, 1, 1),
  todate=datetime.datetime(2016, 3, 1),
  nullvalue=0.0,
  dtformat=('%Y-%m-%d %H:%M:%S.%f'),
  datetime=0,
  high=1, low=1, open=1, close=1,
  volume=2,
  openinterest=-1
  )
• cerebro.resampledata(data, timeframe=bt.TimeFrame.Ticks, compression=2)

The HOLC all point to the single 'price' value (as read here: https://www.backtrader.com/blog/posts/2016-04-14-bidask-data-to-ohlc/bidask-data-to-ohlc.html ) The CSV content is clean, that is: no missing data, no zero values. The resampling was added because the normal cerebro.adddata(data) crashed almost immediately (I thought maybe compression would solve the issue).

The code above runs successfully for a while, but eventually crashes when using a large(r) dataset (i.e. increasing the time frame). For some reason the csv reading seems to crash. I took a close look at the data itself, but cannot find any peculiarities. I also started looking into the backtrader code, but -being new to backtrader- could not really get a grip on the code in linebuffer.py where the error occurs. Therefore I figured asking someone with a deeper knowledge of backtrader might save me hours of code digging.

Hence my question: any idea what causes the zero division errors and how to prevent them?

An alternate, very simple, approach is to handle the window outside of backtrader. Personally I wrote a (tiny) script (in keyboard maestro, mac only) to just resize the window with a F2 keypress, exactly to the dimensions I prefer. This keeps your code clean and works simple and effective. Just run, and press a key if you want to see a bigger window with the graphical results.

I created a simple csv with: datetime, price and volume (from a csv with bid/sell info). High, low, open and close point to the same price field:

data = bt.feeds.GenericCSVData(
        dataname='datafile.csv',
        fromdate=datetime.datetime(2010, 1, 1),
        todate=datetime.datetime(2010, 12, 31),
        nullvalue=0.0,
        dtformat=('%Y-%m-%d %H:%M:%S.%f'),
        datetime=0, 
        high=1, low=1, open=1, close=1, 
        volume=2,
        openinterest=-1
    )

Thanks a lot for this detailed and helpful explanation!

Just for people working on a mac: the solution described above does not seem to work on macOS (at least not in my environment).

(firstly: I am new to backtrader, so forgive me if I overread smth in the documentation)

background:
I am interested in forex trading (working primarily with tick data). I installed backtrader and ran some of its examples successfully, so I started with the basic example (from tutrial) which I am modifying to play around with backtrader.

short
When the strategy indicates a sell, I'd like to turn the long position into a short position. For example: when my indicator signals a reversal, I want to close a current (long) position, and switch to a short position (and vice versa). I could not figure out how to do this with a Strategy (hints/solutions welcome!), so I dug into the documentation and read about the section "strategy with signals". That seems approprate. As a matter of fact: it seems to be working quite well. However...

Everything concerning buying and selling appears "in the dark", so I attempted to intercept buy/sell signals and trade position, much like the logging in the tutorial. I am yet to find out how to get notified when a signal appears. In the first place, I'd like to just log a line to the console for each buy and sell, just like the logging in the tuturial.

Can anyone point me in the right position to get this done (either by means of a Strategy or using plain signals)? Thanks in advance!