Topics created by maxpaton

@maxpaton I converted the time index of returns, transactions, and positions from datetime64[ns, UTC] to datetime64[ns] and it works.

returns.index = returns.index.tz_convert(None) positions.index = positions.index.tz_convert(None) transactions.index = transactions.index.tz_convert(None)

@backtrader Got it now, thanks

@backtrader It doesn't seem like you've missed anything, no. It had occurred to me that I could place the secondary order in notify_order(), but I just thought you couldn't as I had never seen done it anywhere else.

It looks like I should be able to get my algo working by placing the secondary order (on occurrence of order.Completed), in notify_order()!

Thanks for the clarification, and will let you know if I have any further problems in relation to this post.

@backtrader Yes I did mean notify_order, thanks. I agree, not sure why I added the code, as all I wanted to know was how order.executed.value is calculated.

Cheers

Thanks a lot