Topics created by Humbleguy

@humbleguy said in Interactive Brokers native python API and Backtrader:

I do not know if IbPy is working or not, I am not using it. However, the fact that it has not been updated for 2 years is a serious concern.

It's working. If you don't use it, I do really fail to see what the actual concern is.

@humbleguy said in Interactive Brokers native python API and Backtrader:

In example of recently introduced feature is live tick data, which was not available in earlier versions

If you don't use IbPy, my humble guess tells me you are not using Interactive Brokers, at least with backtrader, which means you are not using backtrader either.

What's the actual point then?

@humbleguy said in Interactive Brokers native python API and Backtrader:

In the thread you point out, the same question is discussed, however, it seems like Backtrader is not ported to native IB API.

It doesn't seem and it has never been claimed to. It doesn't use the Python wrapper for the API which IB has developed. (The native API is a wire protocol and has nothing to do with Python or any of the languages they offer as an SDK)

You want to use replay. The strategy doesn't actually run every minute but runs with every tick of the data, slowly recreating the day. The indicators attached to the replayed data are re-calculated automatically for the current day with each new tick (there is no need to recalculate the previous days)

See: Docs - Data Replaying

The length (len(data_in_use)) determines if the replaying has moved to a new day.

@ab_trader In theory yes, because there was a use case with spreads (which oscillate around 0). The problem there was that some of Python tests for existence would fail because the price was zero. It was dealt with a long time ago.

The code is usually run against an old 1.5.0rc3. The situation that arises with a downgrade is that many other packages should also be downgraded to achieve the actual status that version had at that time. This was seen with pyfolio, which has changed the API. Version 0.5.1 had a compatible API, but that version had also expectations about the surrounding ecosystem ... hence the problem of downgrading.