Hi, I see some code in strategy as follows:

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

    # Create SMA on 2nd data
    sma = btind.MovAv.SMA(self.data1, period=self.p.period)
    # Create a CrossOver Signal from close an moving average
    self.signal = btind.CrossOver(self.data1.close, sma)

I wonder why the sma isn't prefixed by self. while signal is. Is there any guidance tell us when to use self or not?

Got it. I misunderstood something stupidly.

That's what I want, thank you.

@ab_trader thank you for your reply.
Suppose the data is as follows：
2019-01-01, ...
2019-02-15, ...
At first bar, that is 2019-1-1, I issue an order, then it will be executed at the second bar, that is 2019-2-15. Now, I want the order to expire on 2019-1-10. How to do it?
I think if I can set a valid day for the market order, the problem can be solved easily.

My fault. Thank you.

@barton05 said in Walk Forward Analysis Demonstration:

jsonConfigMap

Thank you for your code, Barton05. When I run your code, I get NameError: name 'jsonConfigMap' is not defined. Could you tell mei how to fix it?

Hi, backtrader. In the doc, it says a strategy can
be notified through notify_trade(trade) of any opening/updating/closing trade.

I know how to open, close a trade. But I don't know how to update a trade, could anyone give an example?

Thanks in advance.

@backtrader In chinese future market, sessionstart is 21:00 and sessionend is 15:00 next day. So, you see sessionstart is indeed larger than session end. Can backtrader process this situation correctly?

Hi, in Chinese furtures market. A trading day starts at 21:00 and ends at 15:00 next day. That means session start and session end in different day. When live trading, the resample won't behave correctly by default. So, I wonder if it is possible to set session start and session end in different day?

Hi, I am runing a live paper trade.
I accept ticks data and add it to cerebro, and resample to 10s bars in backtrader.
I get an error：
File "e:\myquant\venv_quant389\lib\site-packages\backtrader\cerebro.py", line 1591, in _runnext
dt0 = min((d for i, d in enumerate(dts) if d is not None and i not in rsonly))
ValueError: min() arg is an empty sequence

I did some debug and find that the problem comes from the following snippet.

In Cerebro's _runnext method, there is a snippet as follows.

            if d0ret:
                dts = []
                for i, ret in enumerate(drets):
                    dts.append(datas[i].datetime[0] if ret else None)

                # Get index to minimum datetime
                if onlyresample or noresample:
                    dt0 = min((d for d in dts if d is not None))
                else:
                    dt0 = min((d for i, d in enumerate(dts)
                               if d is not None and i not in rsonly))

dt0 = min((d for i, d in enumerate(dts)
if d is not None and i not in rsonly))
this statement got 'min() arg is an empty sequence' error.
I think when sometime there is no tick, the err ocurs.

How to fix this problem?
Thanks in advance.

Hi, there. I wonder how to extend a live data feed to include for example askprice line?

for example, how to display buysell in a RSI plot?

I use the following command to write results to a csv file. In the csv, I find two columns "buy" and "sell". It seems they are not buy or sell prices. I wonder what is the meaning of them. Thanks in advance.

cerebro.addwriter(bt.WriterFile, csv=True, out='mywriter.csv', rounding=2)

Hi, backtraders. In Chinese futures market, for the same contract, you can hold long and short positions simultaneously. and we have four commands to submit an order: open_long, close_long, open_short, close_short.

I wonder if it's possible to customize bt to support Chinese future market？

Hello, backtrader. I have a question on replay. pls see the following.

class SmaCross(bt.Strategy):

    def __init__(self):
        self.SMA0 = bt.ind.MovingAverageSimple(self.data0, period=5)
        self.SMA1 = bt.ind.MovingAverageSimple(self.data1, period=5)

    def next(self):
        pass

        if self.data0.datetime.datetime() == datetime.datetime(2010, 1, 1, 12,
                                                               19) or self.data0.datetime.datetime() == datetime.datetime(
                2010, 1, 1, 12, 18):
            print(self.data0.datetime.datetime(), 'd1_sma', self.SMA1[0], 'd1_sma[-1]', self.SMA1[-1])


##########################
# main
#########################


cerebro = bt.Cerebro()

data = bt.feeds.GenericCSVData(
    dataname='./candles00.csv',
    timeframe=bt.TimeFrame.Minutes,
)  # 1 minute bar

cerebro.adddata(data, name='1min')
cerebro.replaydata(data, timeframe=bt.TimeFrame.Minutes, compression=60, name='60m')  # 60 minute bar

cerebro.addstrategy(SmaCross)
cerebro.broker.setcash(10000)
results = cerebro.run()

and the following is the output.
I expect that sma[-1] for data1 at 12:19 should be equal to sma[0] at 12:18, but they are not. I wonder how to make them equal.

I know it is created and start as a thread by streaming_prices. But I don't know who whill call back it.

Hi, friends. I am studying OandaV20Store, there is method:

    def _t_streaming_prices(self, dataname, q):
        '''Callback method for streaming prices'''
        try:
            response = self.oapi_stream.pricing.stream(
                self.p.account,
                instruments=dataname,
            )
            # process response
            for msg_type, msg in response.parts():
                if msg_type == 'pricing.ClientPrice':
                    # put price into queue as dict
                    q.put(msg.dict())

The comment says it is a Callback method for streaming prices. I guess every time a new data come, then the method will be called. I wonder which method trigger this method? could someone gives me a hint?