Hi
I am working on a new connector for live trade, using as a base the Oanda connector.
Following this post, when executing the code provided by @ThatBlokeDave,
import argparse
import datetime
import backtrader as bt
apikey = 'Insert your api key here'
acc = 'insert your acc num here'
# Create a Stratey
class TestStrategy(bt.Strategy):
def __init__(self):
pass
#Provides any noticficaitons about the data.
def notify_data(self, data, status, *args, **kwargs):
print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
def notify_store(self, msg, *args, **kwargs):
print('*' * 5, 'STORE NOTIF:', msg)
def next(self):
# Simply log the closing price of the series from the reference
print('O: {} H: {} L: {} C: {}'.format(
self.data.open[0],
self.data.high[0],
self.data.low[0],
self.data.close[0],
))
def start(self):
if self.data0.contractdetails is not None:
print('-- Contract Details:')
print(self.data0.contractdetails)
print('Started')
acc_cash = cerebro.broker.getcash()
acc_val = cerebro.broker.getvalue()
print('Account Cash = {}'.format(acc_cash))
print('Account Value = {}'.format(acc_val))
if __name__ == '__main__':
cerebro = bt.Cerebro()
oandastore = bt.stores.OandaStore(token=apikey, account=acc, practice=True)
cerebro.broker = oandastore.getbroker()
data0 = oandastore.getdata(dataname="GBP_USD", timeframe=bt.TimeFrame.Ticks, compression=1, backfill_start=False, backfill=False)
#This is setting what timeframe we want to use.
cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=5)
cerebro.addstrategy(TestStrategy)
cerebro.run()
I receive the following error (which is correct, by not assigning the Loguin data, can not connect to Oanda and fails to receive data).
/home/lml/Code/ymy3/venv/bin/python /home/lml/Code/ymy3/venv/code/rfxtest_oanda_short.py
Exception in thread Thread-1:
Traceback (most recent call last):
File "/usr/lib/python3.6/threading.py", line 916, in _bootstrap_inner
self.run()
File "/usr/lib/python3.6/threading.py", line 864, in run
self._target(*self._args, **self._kwargs)
File "/home/lml/Code/ymy3/venv/lib/python3.6/site-packages/backtrader/stores/oandastore.py", line 335, in _t_streaming_listener
self._transaction(trans)
File "/home/lml/Code/ymy3/venv/lib/python3.6/site-packages/backtrader/stores/oandastore.py", line 576, in _transaction
ttype = trans['type']
KeyError: 'type'
Started
Account Cash = 0.0
Account Value = 0.0
***** DATA NOTIF: NOTSUBSCRIBED
Process finished with exit code 0
But my problem comes, making a copy of the Oanda components (oandabroker.py, oanda.py and oandastore.py) and renaming them to build my integration gives me the following error.
I rename the files, then I change the name of the classes and their references (nothing else) and I add the references in the modules (init).
When executing it:
import argparse
import datetime
import backtrader as bt
apikey = 'Insert your api key here'
acc = 'insert your acc num here'
# apikey = '0000000000000000000000'
# acc = '000000000000000000'
# Create a Stratey
class TestStrategy(bt.Strategy):
def __init__(self):
pass
#Provides any noticficaitons about the data.
def notify_data(self, data, status, *args, **kwargs):
print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
def notify_store(self, msg, *args, **kwargs):
print('*' * 5, 'STORE NOTIF:', msg)
def next(self):
# Simply log the closing price of the series from the reference
print('O: {} H: {} L: {} C: {}'.format(
self.data.open[0],
self.data.high[0],
self.data.low[0],
self.data.close[0],
))
def start(self):
if self.data0.contractdetails is not None:
print('-- Contract Details:')
print(self.data0.contractdetails)
print('Started')
# acc_cash = cerebro.broker.getcash()
# acc_val = cerebro.broker.getvalue()
print('Account Cash = {}'.format(acc_cash))
print('Account Value = {}'.format(acc_val))
if __name__ == '__main__':
cerebro = bt.Cerebro()
rfxstore = bt.stores.RfxStore(token=apikey, account=acc, practice=True)
cerebro.broker = rfxstore.getbroker()
data0 = rfxstore.getdata(dataname="GBP_USD", timeframe=bt.TimeFrame.Ticks, compression=1, backfill_start=False, backfill=False)
#This is setting what timeframe we want to use.
cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=5)
cerebro.addstrategy(TestStrategy)
cerebro.run()
I get:
/home/lml/Code/ymy3/venv/bin/python /home/lml/Code/ymy3/venv/code/rfxtest2.py
Traceback (most recent call last):
File "/home/lml/Code/ymy3/venv/code/rfxtest2.py", line 48, in <module>
cerebro.broker = rfxstore.getbroker()
File "/home/lml/Code/ymy3/venv/lib/python3.6/site-packages/backtrader/stores/rfxstore.py", line 214, in getbroker
return cls.BrokerCls(*args, **kwargs)
TypeError: 'NoneType' object is not callable
Process finished with exit code 1
It seems that when he does (on rfxstore.py):
def getbroker (cls, * args, ** kwargs):
'' 'Returns broker with * args, ** kwargs from registered `` BrokerCls``' ''
return cls.BrokerCls (* args, ** kwargs)
Still taking:
BrokerCls = None # broker class will autoregister
Something that does not happen when I use Oanda's original files.
I think I'm missing a reference, but I can not find it.
From already thank you very much.