Yes, that works. Problem is that my other model provides output in string format. I don't want to map the values. Regards.

Getting the same error for pyfolio. Please let me know if you get some help

This is an example code for my problem. Any particular way if I can resample the data in init function.

class firstStrategy(bt.Strategy):

    def __init__(self):

        # TODO: Resample data to daily, weekly or monthly
        self.pivot = bt.indicators.PivotPoint(self.data)


    def next(self):
        print("{} C: {} PP: {}".format(self.data.datetime.datetime(), self.data.close[0], self.pivot.lines.p[0]))

# Variable for our starting cash
startcash = 10000000000

# Create an instance of cerebro
cerebro = bt.Cerebro()

# Add our strategy
cerebro.addstrategy(firstStrategy)

data = store.getdata(dataname='AAPL', historical=True,
                     timeframe=bt.TimeFrame.Minutes, compression=5, fromdate=datetime.date(2020, 5, 26),
                     todate=datetime.date(2020, 8, 30))

# Add the data to Cerebro
cerebro.adddata(data)
# cerebro.resampledata(data, name='data2', timeframe=bt.TimeFrame.Minutes, compression=5)

# Set our desired cash start
cerebro.broker.setcash(startcash)


# Run over everything
strategies = cerebro.run()
firstStrat = strategies[0]

# Get final portfolio Value
portvalue = cerebro.broker.getvalue()

# Print out the final result
print('Final Portfolio Value: ${}'.format(portvalue))

# Finally plot the end results
cerebro.plot(style='candlestick')

Re: Does Backtrader support Parallel Strategies?

Any solution for this?

I am following this blog

It has amazing way to shut the live trade from inside the strategy. Is there any way that I can shut the live trade from outside the strategy i.e. after execution of line cerebro.run()

Yes, that works. Problem is that my other model provides output in string format. I don't want to map the values. Regards.

I am using indicators value to run few of my strategies, for which I need to iterate it over string.

import backtrader as bt
import pandas
import backtrader.feeds as btfeeds


class StratData(btfeeds.PandasData):

    lines = ('Signal',)

    params = (
        ('open', None),
        ('high', None),
        ('low', None),
        ('close', None),
        ('volume', None),
        ('openinterest', None),
        ('Signal', 'Signal')
    )


class StrategyPrint(bt.Strategy):

    def next(self):
        print('%03d , %f' % (
            len(self),
            self.data.l.Signal[0],))



# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=False)

# Add a strategy
cerebro.addstrategy(StrategyPrint)

dataframe = pandas.read_csv(datapath, index_col=0)


print('--------------------------------------------------')
print(dataframe)
print('--------------------------------------------------')

# Pass it to the backtrader datafeed and add it to the cerebro
data = StratData(dataname=dataframe)

cerebro.adddata(data)

# Run over everything
cerebro.run()

CSV File:

Date,Signal
01-04-2020 08:00,RUN
02-04-2020 08:00,STOP
03-04-2020 08:00,STOP
04-04-2020 08:00,RUN
05-04-2020 08:00,RUN

Error Log:

File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\cerebro.py", line 1127, in run
  runstrat = self.runstrategies(iterstrat)
File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
  data.preload()
File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\feed.py", line 438, in preload
  while self.load():
File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\feed.py", line 479, in load
  _loadret = self._load()
File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\feeds\pandafeed.py", line 255, in _load
  line[0] = self.p.dataname.iloc[self._idx, colindex]
File "C:\Users\HP\AppData\Local\Programs\Python\Python38-32\lib\site-packages\backtrader\linebuffer.py", line 222, in __setitem__
  self.array[self.idx + ago] = value
TypeError: must be real number, not str

I need an idea to run multi-data multi-strategy on Oanda. Problem I am facing is that every broker provides only one websocket to individual account therefore I can not run multiple-script at a time. Does anyone has any suggestion?

Thanks

Hi! Thanks for this amazing code. I am using Oanda for live trading which is deployed on VPS. How can I pause the program when there is no live bar? Example: At 3:30 pm the program should go in sleep mode and get activated next day at 9:15 am.
Should I use

1. Celery or RabbitMQ to pause the whole program
2. internal code modification to send backtrader in sleep mode.