Best posts made by ricpruss

@backtrader Thanks, substituted fromdate instead of backfill_from and it works well.

For the next person searching for how do download ib historical data here is the small snippet that worked.

    stockkwargs = dict(
        timeframe = bt.TimeFrame.Days,
        rtbar = False,  # use RealTime 5 seconds bars
        historical = True,  # only historical download
        what = 'TRADES',  # historical - what to show TRADES MIDPOINT BID ASK BID_ASK HISTORICAL_VOLATILITY OPTION_IMPLIED_VOLATILITY
        useRTH = False,  # historical - download only Regular Trading Hours
        qcheck = 0.5,  # timeout in seconds (float) to check for events
        backfill_start = True,  # do backfilling at the start
        backfill = True,  # do backfilling when reconnecting
        fromdate = datetime.datetime(2017,1,2),  # get data from..
        latethrough = False,  # let late samples through
        tradename = None  # use a different asset as order target
        )
    data0 = ibstore.getdata(dataname="AAPL-STK-SMART-USD", **stockkwargs)
    cerebro.adddata(data0)

@CptanPanic said in Anyone use backtrader to do live trading on Bitcoin exchange?:

GDAX

You might want to look at https://github.com/ccxt-dev/ccxt
and see if you can wrap it to backtrader api as it covers a boatload of exchanges.. It is on my one day list of things to look at.