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.