Did @vladisld answer your question or are you still looking for a straight up sqlite3 solution?

The analyzer SharpeRatio returns a ditionary with key/value combination.

{'sharperatio': 11.647332609673256}

You can work with this as you see fit so your answer is indeed a correct way to work with this analyzer.

@kian-hong-Tan said in Wanted exit long and open short on the same bar, and vice versa:

So the issue that I'm facing is that when both (3) and (2) occur, only (3) is executed, expected action for (2) is not fulfilled.

Your code is not going to match your expectations. You want to have both 2 and 3 occur simultaneously but they are located in mutually exclusive if conditions.

One only executes if there is no position, and the other only executes if there is a position. Naturally, you cannot both have and not have a position on the same instrument in the same bar.

Also, you may wish to check the greater than and less than operators in front of your rsi. I suspect they are backwards.

Your question is unclear to me. Are you looking for trade position (number of units long or short), or if an order is buy sell?

For trade position in next use:

getposition(data=None, broker=None)

For order:
Strategy class offers three methods to assist you with orders.

User Methods:
    isbuy(): returns bool indicating if the order buys
    issell(): returns bool indicating if the order sells
    alive(): returns bool if order is in status Partial or Accepted

PositionsValue is an indicator that returns the market value at each bar for each datas line, as well as cash.

Can you please provide the code you are using and your unexpected output so we can analyze why you are getting the results you are? Thanks.

I have examples but could you be more clear what you want to have/do?

I use the following analyzer to get cash and value.

class CashMarket(bt.analyzers.Analyzer):
    """
    Analyzer returning cash and market values
    """
    def create_analysis(self):
        self.rets = {}
        self.vals = 0.0

    def notify_cashvalue(self, cash, value):
        self.vals = (cash, value)
        self.rets[self.strategy.datetime.datetime()] = self.vals

    def get_analysis(self):
        return self.rets

@kian-hong-Tan said in Have problem getting the correct date format while print:

dt = dt or self.datas[0].datetime.date(0)

When setting dates in backtrader, datetime is used. The first part:

self.datas[0].datetime

gets datetime object. The ending will give the format of date, time, or datetime. The endings are:

datetime(0)  # format is %Y-%m-%d %H:%M:%S
date(0)  # format is %Y-%m-%d
time(0) # format is %H:%M:%S

As a standard procedure, at the beginning of my strategy class next() method, as well as in analyzers and indicators where needed, I put the following code:

# Current bar datetime, date, and time.
dt = self.data.datetime.datetime()
date = self.data.datetime.date()
time = self.data.datetime.time()

This allows me to grab time and date information in an easy, concise, and consistent way during programming.

@run-out said in Unconverted data remains at .000 tried everything please help:

Have a look at this stackoverflow question.

Forgot the stack question.
https://stackoverflow.com/questions/7588511/format-a-datetime-into-a-string-with-milliseconds/18406412

@kian-hong-Tan said in Unconverted data remains at .000 tried everything please help:

2017-08-17 04:00:00.000

Add in a format string. Backtrader takes this format string and passes it directly to datetime.datetime.strptime. So the string you are looking for needs to be for strptime. Have a look at this stackoverflow question. I haven't tested this but try the following.

format='%Y-%m-%d %H:%M:%S.%f'

as in:

feed = bt.feeds.PandasData(
    dataname=btc,

    fromdate=datetime.datetime(2020, 1, 1),
    todate=datetime.datetime(2020, 1, 2),
    format='%Y-%m-%d %H:%M:%S.%f'

    timeframe=bt.TimeFrame.Minutes,