@rodrigo-brito Actually I was able to load the library, but could you run me through how the code works? I ran the code as given, but it doesn't seem to fetch any data. This is the output I get:

2019-03-18 17:28:40.131205 - fetch_ohlcv - Attempt 0
Fetching: BTC/USDT, TF: 5m, Since: 1552944300000, Limit: 99999

@rodrigo-brito How do I import ccxtbt, as shown in your imports?

Hi all,

I was wondering if there was any kind of reference that I could look at to get started with live trading. I use the platform Binance, and I want to feed in downloaded csv data into the backtesting strategy I have made.

In the code below, I download the most recent 5 minute bar data and feed it into the backtrader. My plan was to re-run the backtrader every 5 minutes with the next set of downloaded data and send orders requests using the Binance API.

# Add a strategy
cerebro.addstrategy(TestStrategy)
df = pd.DataFrame(get_klines('DLTBTC',5))
df[0]=pd.to_datetime(df[0],unit='ms')
df.to_csv('data.csv',index=False)
datapath = os.path.join(os.getcwd() + '/data.csv')#modpath, '../../datas/orcl-1995-2014.txt')

# datapath = os.path.join(os.getcwd() + '/'+path)#'/historicalDLTBTC.csv'#modpath, '../../datas/orcl-1995-2014.txt')

# Create a Data Feed
data = bt.feeds.GenericCSVData(
    dataname=datapath,
    # Do not pass values before this date
    dtformat = ('%Y-%m-%d %H:%M:%S'),
    datetime = 0,
    high = 2,
    low = 3,
    open=1,
    close=4,
    volume=5,
    openinterest=-1,
    timeframe = bt.TimeFrame.Minutes,
    compression=5,
    )

If this is the best way to go about live trading using binance, how can I retrieve variables from the init portion of the TestStrategy class so that I can keep track of the trades and position?

    # To keep track of pending orders and buy price/commission
    self.order = None
    self.buyprice = None
    self.buycomm = None
    self.loopIteration = 0
    self.buyType = None
    self.inTrade = False

Hi all,

I think I have a pretty simple question, but I'm having trouble finding examples for what I want in the documentation.

The code I am trying to mimic in backtrader:

lrc = list(talib.LINEARREG(df['Close Price'], timeperiod=clen))
lrs = []
slrs = []
for i in range(clen,len(lrc)-1):
    lrs.append(lrc[i+1]-lrc[i])
lrs = pd.Series(lrs)
for i in range(1,len(lrs)):
    slrs.append(talib.EMA(lrs[-(20+i):-i], timeperiod=slen).values[-1])

The code I am trying to write:

def linreg(self):
    lrs = previous lrc - current lrc
    slrs = EMA(lrs,timeperiod=50)
    return(slrs)
def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose = self.datas[0].close
    self.datahigh = self.datas[0].high
    self.datalow = self.datas[0].low
    # To keep track of pending orders and buy price/commission
    self.order = None
    self.buyprice = None
    self.buycomm = None

    # Add a MovingAverageSimple indicator
    self.sma = bt.indicators.SimpleMovingAverage(
        self.datas[0], period=self.params.maperiod)
    # Add Linear Regression indicator
    self.lrc = bt.talib.LINEARREG(self.data,timeperiod=59)

What I want to do:
I want to create a list of new values by subtracting the current lrc value from the previous bar's lrc value. Then, I want to take the EMA of this new list of values and store in slrs.

Visual examples:
closePrices = [1,2,3,4,5,6,7,8,9......]
lrc = [ema with a rolling window ]
lrs = [rolling subtraction of lrc[0]-lrc[1]]
slrs = [ema of lrs with a rolling window ]

Please let me know if I need to clarify anything! Thanks!